Merge pull request #140 from bashtage/finish-egarch-tests

TST: Add egarch and rm2006 tests

Author: bashtage

arch/bootstrap/tests/test_bootstrap.py

@@ -234,24 +234,6 @@ def func(y):
         direct_cov = errors.T.dot(errors) / num_bootstrap
         assert_allclose(cov, direct_cov)
 
-    def test_smoke(self):
-        # TODO: Upgrade to meaningful test
-        num_bootstrap = 20
-
-        def func(y):
-            return y.mean(axis=0)
-
-        bs = StationaryBootstrap(13, self.y)
-        bs.cov(func, reps=num_bootstrap)
-        bs = MovingBlockBootstrap(13, self.y)
-        bs.cov(func, reps=num_bootstrap)
-        bs = CircularBlockBootstrap(13, self.y)
-        bs.cov(func, reps=num_bootstrap)
-        bs = MovingBlockBootstrap(10, self.y)
-        bs.cov(func, reps=num_bootstrap)
-        bs = CircularBlockBootstrap(10, self.y)
-        bs.cov(func, reps=num_bootstrap)
-
     def test_conf_int_basic(self):
         num_bootstrap = 200
         bs = IIDBootstrap(self.x)
@@ -688,6 +670,20 @@ def test_str(self):
                    ' <strong>ID</strong>: ' + hex(id(bs)) + ')'
         assert_equal(bs._repr_html(), expected)
 
+        bs = MovingBlockBootstrap(block_size=20, y=self.y_series,
+                                  x=self.x_df)
+        expected = 'Moving Block Bootstrap(block size: 20, no. pos. ' \
+                   'inputs: 0, no. keyword inputs: 2)'
+        assert_equal(str(bs), expected)
+        expected = expected[:-1] + ', ID: ' + hex(id(bs)) + ')'
+        assert_equal(bs.__repr__(), expected)
+        expected = '<strong>Moving Block Bootstrap</strong>' + \
+                   '(<strong>block size</strong>: 20, ' \
+                   + '<strong>no. pos. inputs</strong>: 0, ' + \
+                   '<strong>no. keyword inputs</strong>: 2,' + \
+                   ' <strong>ID</strong>: ' + hex(id(bs)) + ')'
+        assert_equal(bs._repr_html(), expected)
+
     @pytest.mark.skipif(not HAS_EXTENSION, reason='Extension not built.')
     def test_samplers(self):
         """

arch/bootstrap/tests/test_multiple_comparrison.py

@@ -382,10 +382,7 @@ def max_step(losses, indices):
         direct.index.name = 'Model index'
         assert_frame_equal(mcs.pvalues.iloc[:m], direct)
 
-    def test_smoke(self):
-        # TODO: Upgrade to meaningful test
-        mcs = MCS(self.losses, 0.05, reps=100, block_size=10, method='max')
-        mcs.compute()
+    def test_output_types(self):
         mcs = MCS(self.losses_df, 0.05, reps=100, block_size=10, method='r')
         mcs.compute()
         assert_equal(type(mcs.included), list)