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< h1 > Source code for arch.utility.testing</ h1 > < div class ="highlight "> < pre >
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- < span > </ span > < code > < span class ="kn "> from</ span > < span class ="nn "> functools</ span > < span class ="kn "> import</ span > < span class ="n "> cached_property</ span >
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+ < span > </ span > < code > < span class ="kn "> from</ span > < span class =" w " > </ span > < span class ="nn "> functools</ span > < span class =" w " > </ span > < span class ="kn "> import</ span > < span class ="n "> cached_property</ span >
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- < span class ="kn "> from</ span > < span class ="nn "> scipy.stats</ span > < span class ="kn "> import</ span > < span class ="n "> chi2</ span >
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+ < span class ="kn "> from</ span > < span class =" w " > </ span > < span class ="nn "> scipy.stats</ span > < span class =" w " > </ span > < span class ="kn "> import</ span > < span class ="n "> chi2</ span >
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< span class ="n "> __all__</ span > < span class ="o "> =</ span > < span class ="p "> [</ span > < span class ="s2 "> "WaldTestStatistic"</ span > < span class ="p "> ]</ span >
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< div class ="viewcode-block " id ="WaldTestStatistic ">
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< a class ="viewcode-back " href ="../../../univariate/utility.html#arch.utility.testing.WaldTestStatistic "> [docs]</ a >
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- < span class ="k "> class</ span > < span class ="nc "> WaldTestStatistic</ span > < span class ="p "> :</ span >
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+ < span class ="k "> class</ span > < span class =" w " > </ span > < span class ="nc "> WaldTestStatistic</ span > < span class ="p "> :</ span >
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< span class ="w "> </ span > < span class ="sd "> """</ span >
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< span class ="sd "> Test statistic holder for Wald-type tests</ span >
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@@ -407,7 +407,7 @@ <h1>Source code for arch.utility.testing</h1><div class="highlight"><pre>
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< span class ="sd "> Name of test</ span >
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< span class ="sd "> """</ span >
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- < span class ="k "> def</ span > < span class ="fm "> __init__</ span > < span class ="p "> (</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="fm "> __init__</ span > < span class ="p "> (</ span >
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< span class ="bp "> self</ span > < span class ="p "> ,</ span >
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< span class ="n "> stat</ span > < span class ="p "> :</ span > < span class ="nb "> float</ span > < span class ="p "> ,</ span >
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< span class ="n "> df</ span > < span class ="p "> :</ span > < span class ="nb "> int</ span > < span class ="p "> ,</ span >
@@ -424,37 +424,37 @@ <h1>Source code for arch.utility.testing</h1><div class="highlight"><pre>
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< span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> dist_name</ span > < span class ="p "> :</ span > < span class ="nb "> str</ span > < span class ="o "> =</ span > < span class ="sa "> f</ span > < span class ="s2 "> "chi2(</ span > < span class ="si "> {</ span > < span class ="n "> df</ span > < span class ="si "> }</ span > < span class ="s2 "> )"</ span >
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< span class ="nd "> @property</ span >
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- < span class ="k "> def</ span > < span class ="nf "> stat</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> float</ span > < span class ="p "> :</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="nf "> stat</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> float</ span > < span class ="p "> :</ span >
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< span class ="w "> </ span > < span class ="sd "> """Test statistic"""</ span >
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< span class ="k "> return</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> _stat</ span >
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< span class ="nd "> @cached_property</ span >
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- < span class ="k "> def</ span > < span class ="nf "> pval</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> float</ span > < span class ="p "> :</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="nf "> pval</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> float</ span > < span class ="p "> :</ span >
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< span class ="w "> </ span > < span class ="sd "> """P-value of test statistic"""</ span >
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< span class ="k "> return</ span > < span class ="mi "> 1</ span > < span class ="o "> -</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> dist</ span > < span class ="o "> .</ span > < span class ="n "> cdf</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> stat</ span > < span class ="p "> )</ span >
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< span class ="nd "> @cached_property</ span >
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- < span class ="k "> def</ span > < span class ="nf "> critical_values</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> dict</ span > < span class ="p "> [</ span > < span class ="nb "> str</ span > < span class ="p "> ,</ span > < span class ="nb "> float</ span > < span class ="p "> ]:</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="nf "> critical_values</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> dict</ span > < span class ="p "> [</ span > < span class ="nb "> str</ span > < span class ="p "> ,</ span > < span class ="nb "> float</ span > < span class ="p "> ]:</ span >
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< span class ="w "> </ span > < span class ="sd "> """Critical values test for common test sizes"""</ span >
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< span class ="k "> return</ span > < span class ="nb "> dict</ span > < span class ="p "> (</ span > < span class ="nb "> zip</ span > < span class ="p "> ([</ span > < span class ="s2 "> "10%"</ span > < span class ="p "> ,</ span > < span class ="s2 "> "5%"</ span > < span class ="p "> ,</ span > < span class ="s2 "> "1%"</ span > < span class ="p "> ],</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> dist</ span > < span class ="o "> .</ span > < span class ="n "> ppf</ span > < span class ="p "> ([</ span > < span class ="mf "> 0.9</ span > < span class ="p "> ,</ span > < span class ="mf "> 0.95</ span > < span class ="p "> ,</ span > < span class ="mf "> 0.99</ span > < span class ="p "> ])))</ span >
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< span class ="nd "> @property</ span >
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- < span class ="k "> def</ span > < span class ="nf "> null</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> str</ span > < span class ="p "> :</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="nf "> null</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> str</ span > < span class ="p "> :</ span >
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< span class ="w "> </ span > < span class ="sd "> """Null hypothesis"""</ span >
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< span class ="k "> return</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> _null</ span >
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< span class ="nd "> @property</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="nf "> alternative</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> str</ span > < span class ="p "> :</ span >
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< span class ="k "> return</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> _alternative</ span >
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- < span class ="k "> def</ span > < span class ="fm "> __str__</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> str</ span > < span class ="p "> :</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="fm "> __str__</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> str</ span > < span class ="p "> :</ span >
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< span class ="n "> name</ span > < span class ="o "> =</ span > < span class ="s2 "> ""</ span > < span class ="k "> if</ span > < span class ="ow "> not</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> _name</ span > < span class ="k "> else</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> _name</ span > < span class ="o "> +</ span > < span class ="s2 "> "</ span > < span class ="se "> \n</ span > < span class ="s2 "> "</ span >
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< span class ="k "> return</ span > < span class ="p "> (</ span >
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< span class ="sa "> f</ span > < span class ="s2 "> "</ span > < span class ="si "> {</ span > < span class ="n "> name</ span > < span class ="si "> }</ span > < span class ="s2 "> H0: </ span > < span class ="si "> {</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> null</ span > < span class ="si "> }</ span > < span class ="se "> \n</ span > < span class ="si "> {</ span > < span class ="n "> name</ span > < span class ="si "> }</ span > < span class ="s2 "> H1: </ span > < span class ="si "> {</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> alternative</ span > < span class ="si "> }</ span > < span class ="se "> \n</ span > < span class ="s2 "> Statistic: </ span > < span class ="si "> {</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> stat</ span > < span class ="si "> :</ span > < span class ="s2 "> 0.4f</ span > < span class ="si "> }</ span > < span class ="se "> \n</ span > < span class ="s2 "> "</ span >
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< span class ="sa "> f</ span > < span class ="s2 "> "P-value: </ span > < span class ="si "> {</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> pval</ span > < span class ="si "> :</ span > < span class ="s2 "> 0.4f</ span > < span class ="si "> }</ span > < span class ="se "> \n</ span > < span class ="s2 "> Distributed: </ span > < span class ="si "> {</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="n "> dist</ span > < span class ="si "> }</ span > < span class ="s2 "> "</ span >
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< span class ="p "> )</ span >
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- < span class ="k "> def</ span > < span class ="fm "> __repr__</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> str</ span > < span class ="p "> :</ span >
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+ < span class ="k "> def</ span > < span class =" w " > </ span > < span class ="fm "> __repr__</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> )</ span > < span class ="o "> -></ span > < span class ="nb "> str</ span > < span class ="p "> :</ span >
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< span class ="k "> return</ span > < span class ="p "> (</ span >
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< span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="fm "> __str__</ span > < span class ="p "> ()</ span > < span class ="o "> +</ span > < span class ="s2 "> "</ span > < span class ="se "> \n</ span > < span class ="s2 "> "</ span > < span class ="o "> +</ span > < span class ="bp "> self</ span > < span class ="o "> .</ span > < span class ="vm "> __class__</ span > < span class ="o "> .</ span > < span class ="vm "> __name__</ span > < span class ="o "> +</ span > < span class ="sa "> f</ span > < span class ="s2 "> ", id: </ span > < span class ="si "> {</ span > < span class ="nb "> hex</ span > < span class ="p "> (</ span > < span class ="nb "> id</ span > < span class ="p "> (</ span > < span class ="bp "> self</ span > < span class ="p "> ))</ span > < span class ="si "> }</ span > < span class ="s2 "> "</ span >
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< span class ="p "> )</ span > </ div >
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