some new features

.venv/lib/python3.12/site-packages/statsmodels/nonparametric/tests/test_bandwidths.py

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+"""
+
+Tests for bandwidth selection and calculation.
+
+Author: Padarn Wilson
+"""
+
+import numpy as np
+from scipy import stats
+
+from statsmodels.sandbox.nonparametric import kernels
+from statsmodels.distributions.mixture_rvs import mixture_rvs
+from statsmodels.nonparametric.bandwidths import select_bandwidth
+from statsmodels.nonparametric.bandwidths import bw_normal_reference
+
+
+from numpy.testing import assert_allclose
+import pytest
+
+# setup test data
+
+np.random.seed(12345)
+Xi = mixture_rvs([.25,.75], size=200, dist=[stats.norm, stats.norm],
+                kwargs = (dict(loc=-1,scale=.5),dict(loc=1,scale=.5)))
+
+
+class TestBandwidthCalculation:
+
+    def test_calculate_bandwidth_gaussian(self):
+
+        bw_expected = [0.29774853596742024,
+                       0.25304408155871411,
+                       0.29781147113698891]
+
+        kern = kernels.Gaussian()
+
+        bw_calc = [0, 0, 0]
+        for ii, bw in enumerate(['scott','silverman','normal_reference']):
+            bw_calc[ii] = select_bandwidth(Xi, bw, kern)
+
+        assert_allclose(bw_expected, bw_calc)
+
+    def test_calculate_normal_reference_bandwidth(self):
+        # Should be the same as the Gaussian Kernel
+        bw_expected = 0.29781147113698891
+        bw = bw_normal_reference(Xi)
+        assert_allclose(bw, bw_expected)
+
+
+class CheckNormalReferenceConstant:
+
+    def test_calculate_normal_reference_constant(self):
+        const = self.constant
+        kern = self.kern
+        assert_allclose(const, kern.normal_reference_constant, 1e-2)
+
+
+class TestEpanechnikov(CheckNormalReferenceConstant):
+
+    kern = kernels.Epanechnikov()
+    constant = 2.34
+
+
+class TestGaussian(CheckNormalReferenceConstant):
+
+    kern = kernels.Gaussian()
+    constant = 1.06
+
+
+class TestBiweight(CheckNormalReferenceConstant):
+
+    kern = kernels.Biweight()
+    constant = 2.78
+
+
+class TestTriweight(CheckNormalReferenceConstant):
+
+    kern = kernels.Triweight()
+    constant = 3.15
+
+
+class BandwidthZero:
+
+    def test_bandwidth_zero(self):
+
+        kern = kernels.Gaussian()
+        for bw in ['scott', 'silverman', 'normal_reference']:
+            with pytest.raises(RuntimeError,
+                               match="Selected KDE bandwidth is 0"):
+                select_bandwidth(self.xx, bw, kern)
+
+
+class TestAllBandwidthZero(BandwidthZero):
+
+    xx = np.ones((100, 3))
+
+
+class TestAnyBandwidthZero(BandwidthZero):
+
+    xx = np.random.normal(size=(100, 3))
+    xx[:, 0] = 1.0