Module Expr Str ImportFrom alias alias alias Import alias identifier ImportFrom alias alias alias alias alias alias alias alias alias alias alias alias alias ImportFrom alias alias alias alias alias alias ImportFrom alias ClassDef bases NameLoad body FunctionDef arguments args NameParam defaults vararg kwarg body Assign NameStore Call AttributeLoad NameLoad attr Num Assign NameStore Num Assign AttributeStore NameLoad attr Call NameLoad keyword Num keyword NameLoad NameLoad NameLoad Expr Call AttributeLoad AttributeLoad NameLoad attr attr NameLoad decorator_list NameLoad decorator_list ClassDef bases NameLoad body FunctionDef arguments args NameParam defaults body Assign NameStore AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Num Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr keyword NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr BinOpBitOr NameLoad NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr keyword NameLoad keyword NameLoad keyword NameLoad Expr Call NameLoad AttributeLoad NameLoad attr BinOpBitOr NameLoad NameLoad Assign AttributeStore NameLoad attr Num For NameStore AttributeLoad NameLoad attr body Expr Call NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr BinOpBitOr BinOpBitOr BinOpBitOr BinOpBitOr NameLoad NameLoad NameLoad NameLoad NameLoad For NameStore AttributeLoad NameLoad attr body Expr Call NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Num decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Num Assign AttributeStore NameLoad attr Num Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr Num Expr Call AttributeLoad NameLoad attr keyword NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr Num Expr Call AttributeLoad NameLoad attr keyword NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr BinOpBitOr NameLoad NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr keyword NameLoad keyword NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr Num For NameStore AttributeLoad NameLoad attr body If CompareEq NameLoad Str body Continue Expr Call NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr BinOpBitOr BinOpBitOr BinOpBitOr NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad For NameStore AttributeLoad NameLoad attr body If CompareEq NameLoad Str body Continue Expr Call NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Num decorator_list FunctionDef arguments args NameParam defaults body Assign NameStore AttributeLoad NameLoad attr Assign AttributeStore NameLoad attr Num Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr BinOpBitOr NameLoad NameLoad Assign AttributeStore NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Expr Call AttributeLoad NameLoad attr keyword NameLoad keyword NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad Assign AttributeStore NameLoad attr Num For NameStore AttributeLoad NameLoad attr body If CompareEq NameLoad Str body Continue Expr Call NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr BinOpBitOr BinOpBitOr BinOpBitOr NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr NameLoad For NameStore AttributeLoad NameLoad attr body If CompareEq NameLoad Str body Continue Expr Call NameLoad NameLoad NameLoad NameLoad Expr Call NameLoad AttributeLoad NameLoad attr Num decorator_list decorator_list
N/A N/A 
Miscellaneous Tests

- Tests for setting options in KalmanFilter, KalmanSmoother, SimulationSmoother
  (does not test the filtering, smoothing, or simulation smoothing for each
  option)

Author: Chad Fulton
License: Simplified-BSD
 __future__ division absolute_import print_function N/A numpy np statsmodels.tsa.statespace.kalman_filter FILTER_CONVENTIONAL INVERT_UNIVARIATE SOLVE_LU INVERT_LU SOLVE_CHOLESKY INVERT_CHOLESKY STABILITY_FORCE_SYMMETRY MEMORY_STORE_ALL MEMORY_NO_FORECAST MEMORY_NO_PREDICTED MEMORY_NO_FILTERED MEMORY_NO_LIKELIHOOD MEMORY_CONSERVE statsmodels.tsa.statespace.kalman_smoother KalmanSmoother SMOOTHER_STATE SMOOTHER_STATE_COV SMOOTHER_DISTURBANCE SMOOTHER_DISTURBANCE_COV SMOOTHER_ALL numpy.testing assert_equal Options N/A object N/A setup_class N/A N/A cls N/A args kwargs N/A N/A endog N/A N/A np arange 10 N/A k_states 1 N/A N/A cls model N/A KalmanSmoother k_endog 1 k_states k_states args kwargs N/A N/A N/A N/A cls model bind endog N/A classmethod N/A TestOptions N/A Options N/A test_filter_methods N/A N/A self N/A N/A N/A model N/A self model N/A N/A model filter_method 0 N/A N/A model filter_conventional True N/A N/A assert_equal N/A model filter_method FILTER_CONVENTIONAL N/A N/A model filter_conventional False N/A N/A assert_equal N/A model filter_method 0 N/A N/A N/A model set_filter_method FILTER_CONVENTIONAL N/A N/A assert_equal N/A model filter_method FILTER_CONVENTIONAL N/A N/A N/A model set_filter_method filter_conventional True N/A N/A assert_equal N/A model filter_method FILTER_CONVENTIONAL N/A test_inversion_methods N/A N/A self N/A N/A N/A model N/A self model N/A N/A model inversion_method 0 N/A N/A model invert_univariate True N/A N/A assert_equal N/A model inversion_method INVERT_UNIVARIATE N/A N/A model invert_cholesky True N/A N/A assert_equal N/A model inversion_method N/A INVERT_UNIVARIATE INVERT_CHOLESKY N/A N/A model invert_univariate False N/A N/A assert_equal N/A model inversion_method INVERT_CHOLESKY N/A N/A N/A model set_inversion_method INVERT_LU N/A N/A assert_equal N/A model inversion_method INVERT_LU N/A N/A N/A model set_inversion_method invert_cholesky True invert_univariate True invert_lu False N/A N/A assert_equal N/A model inversion_method N/A INVERT_UNIVARIATE INVERT_CHOLESKY N/A N/A model inversion_method 0 N/A name N/A model inversion_methods N/A N/A N/A setattr model name True N/A N/A assert_equal N/A model inversion_method N/A N/A N/A N/A INVERT_UNIVARIATE SOLVE_LU INVERT_LU SOLVE_CHOLESKY INVERT_CHOLESKY N/A name N/A model inversion_methods N/A N/A N/A setattr model name False N/A N/A assert_equal N/A model inversion_method 0 N/A test_stability_methods N/A N/A self N/A N/A N/A model N/A self model N/A N/A model stability_method 0 N/A N/A model stability_force_symmetry True N/A N/A assert_equal N/A model stability_method STABILITY_FORCE_SYMMETRY N/A N/A model stability_force_symmetry False N/A N/A assert_equal N/A model stability_method 0 N/A N/A model stability_method 0 N/A N/A N/A model set_stability_method STABILITY_FORCE_SYMMETRY N/A N/A assert_equal N/A model stability_method STABILITY_FORCE_SYMMETRY N/A N/A model stability_method 0 N/A N/A N/A model set_stability_method stability_method True N/A N/A assert_equal N/A model stability_method STABILITY_FORCE_SYMMETRY N/A N/A model stability_method 0 N/A N/A N/A model set_stability_method stability_force_symmetry True N/A N/A assert_equal N/A model stability_method STABILITY_FORCE_SYMMETRY N/A test_conserve_memory N/A N/A self N/A N/A N/A model N/A self model N/A N/A model conserve_memory MEMORY_STORE_ALL N/A N/A model memory_no_forecast True N/A N/A assert_equal N/A model conserve_memory MEMORY_NO_FORECAST N/A N/A model memory_no_filtered True N/A N/A assert_equal N/A model conserve_memory N/A MEMORY_NO_FORECAST MEMORY_NO_FILTERED N/A N/A model memory_no_forecast False N/A N/A assert_equal N/A model conserve_memory MEMORY_NO_FILTERED N/A N/A N/A model set_conserve_memory MEMORY_NO_PREDICTED N/A N/A assert_equal N/A model conserve_memory MEMORY_NO_PREDICTED N/A N/A N/A model set_conserve_memory memory_no_filtered True memory_no_predicted False N/A N/A assert_equal N/A model conserve_memory MEMORY_NO_FILTERED N/A N/A model conserve_memory 0 N/A name N/A model memory_options N/A N/A N/A name memory_conserve N/A N/A N/A N/A setattr model name True N/A N/A assert_equal N/A model conserve_memory N/A N/A N/A MEMORY_NO_FORECAST MEMORY_NO_PREDICTED MEMORY_NO_FILTERED MEMORY_NO_LIKELIHOOD N/A N/A assert_equal N/A model conserve_memory MEMORY_CONSERVE N/A name N/A model memory_options N/A N/A N/A name memory_conserve N/A N/A N/A N/A setattr model name False N/A N/A assert_equal N/A model conserve_memory 0 N/A test_smoother_outputs N/A N/A self N/A N/A N/A model N/A self model N/A N/A model smoother_output 0 N/A N/A model smoother_state True N/A N/A assert_equal N/A model smoother_output SMOOTHER_STATE N/A N/A model smoother_disturbance True N/A N/A assert_equal N/A model smoother_output N/A SMOOTHER_STATE SMOOTHER_DISTURBANCE N/A N/A model smoother_state False N/A N/A assert_equal N/A model smoother_output SMOOTHER_DISTURBANCE N/A N/A N/A model set_smoother_output SMOOTHER_DISTURBANCE_COV N/A N/A assert_equal N/A model smoother_output SMOOTHER_DISTURBANCE_COV N/A N/A N/A model set_smoother_output smoother_disturbance True smoother_disturbance_cov False N/A N/A assert_equal N/A model smoother_output SMOOTHER_DISTURBANCE N/A N/A model smoother_output 0 N/A name N/A model smoother_outputs N/A N/A N/A name smoother_all N/A N/A N/A N/A setattr model name True N/A N/A assert_equal N/A model smoother_output N/A N/A N/A SMOOTHER_STATE SMOOTHER_STATE_COV SMOOTHER_DISTURBANCE SMOOTHER_DISTURBANCE_COV N/A N/A assert_equal N/A model smoother_output SMOOTHER_ALL N/A name N/A model smoother_outputs N/A N/A N/A name smoother_all N/A N/A N/A N/A setattr model name False N/A N/A assert_equal N/A model smoother_output 0 N/A N/A