Old engine for Continuous Time Bayesian Networks. Superseded by reCTBN. 🐍
https://github.com/madlabunimib/PyCTBN
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129 lines
4.0 KiB
129 lines
4.0 KiB
import numpy as np
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import pytest
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from pandas.errors import UnsupportedFunctionCall
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from pandas import DataFrame, DatetimeIndex, Series, date_range
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import pandas._testing as tm
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from pandas.core.window import ExponentialMovingWindow
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def test_doc_string():
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df = DataFrame({"B": [0, 1, 2, np.nan, 4]})
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df
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df.ewm(com=0.5).mean()
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def test_constructor(which):
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c = which.ewm
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# valid
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c(com=0.5)
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c(span=1.5)
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c(alpha=0.5)
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c(halflife=0.75)
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c(com=0.5, span=None)
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c(alpha=0.5, com=None)
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c(halflife=0.75, alpha=None)
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# not valid: mutually exclusive
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msg = "comass, span, halflife, and alpha are mutually exclusive"
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with pytest.raises(ValueError, match=msg):
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c(com=0.5, alpha=0.5)
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with pytest.raises(ValueError, match=msg):
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c(span=1.5, halflife=0.75)
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with pytest.raises(ValueError, match=msg):
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c(alpha=0.5, span=1.5)
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# not valid: com < 0
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msg = "comass must satisfy: comass >= 0"
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with pytest.raises(ValueError, match=msg):
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c(com=-0.5)
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# not valid: span < 1
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msg = "span must satisfy: span >= 1"
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with pytest.raises(ValueError, match=msg):
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c(span=0.5)
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# not valid: halflife <= 0
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msg = "halflife must satisfy: halflife > 0"
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with pytest.raises(ValueError, match=msg):
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c(halflife=0)
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# not valid: alpha <= 0 or alpha > 1
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msg = "alpha must satisfy: 0 < alpha <= 1"
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for alpha in (-0.5, 1.5):
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with pytest.raises(ValueError, match=msg):
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c(alpha=alpha)
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@pytest.mark.parametrize("method", ["std", "mean", "var"])
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def test_numpy_compat(method):
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# see gh-12811
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e = ExponentialMovingWindow(Series([2, 4, 6]), alpha=0.5)
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msg = "numpy operations are not valid with window objects"
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with pytest.raises(UnsupportedFunctionCall, match=msg):
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getattr(e, method)(1, 2, 3)
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with pytest.raises(UnsupportedFunctionCall, match=msg):
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getattr(e, method)(dtype=np.float64)
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def test_ewma_times_not_datetime_type():
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msg = r"times must be datetime64\[ns\] dtype."
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with pytest.raises(ValueError, match=msg):
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Series(range(5)).ewm(times=np.arange(5))
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def test_ewma_times_not_same_length():
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msg = "times must be the same length as the object."
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with pytest.raises(ValueError, match=msg):
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Series(range(5)).ewm(times=np.arange(4).astype("datetime64[ns]"))
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def test_ewma_halflife_not_correct_type():
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msg = "halflife must be a string or datetime.timedelta object"
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with pytest.raises(ValueError, match=msg):
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Series(range(5)).ewm(halflife=1, times=np.arange(5).astype("datetime64[ns]"))
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def test_ewma_halflife_without_times(halflife_with_times):
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msg = "halflife can only be a timedelta convertible argument if times is not None."
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with pytest.raises(ValueError, match=msg):
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Series(range(5)).ewm(halflife=halflife_with_times)
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@pytest.mark.parametrize(
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"times",
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[
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np.arange(10).astype("datetime64[D]").astype("datetime64[ns]"),
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date_range("2000", freq="D", periods=10),
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date_range("2000", freq="D", periods=10).tz_localize("UTC"),
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"time_col",
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],
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)
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@pytest.mark.parametrize("min_periods", [0, 2])
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def test_ewma_with_times_equal_spacing(halflife_with_times, times, min_periods):
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halflife = halflife_with_times
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data = np.arange(10.0)
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data[::2] = np.nan
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df = DataFrame({"A": data, "time_col": date_range("2000", freq="D", periods=10)})
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result = df.ewm(halflife=halflife, min_periods=min_periods, times=times).mean()
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expected = df.ewm(halflife=1.0, min_periods=min_periods).mean()
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tm.assert_frame_equal(result, expected)
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def test_ewma_with_times_variable_spacing(tz_aware_fixture):
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tz = tz_aware_fixture
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halflife = "23 days"
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times = DatetimeIndex(
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["2020-01-01", "2020-01-10T00:04:05", "2020-02-23T05:00:23"]
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).tz_localize(tz)
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data = np.arange(3)
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df = DataFrame(data)
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result = df.ewm(halflife=halflife, times=times).mean()
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expected = DataFrame([0.0, 0.5674161888241773, 1.545239952073459])
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tm.assert_frame_equal(result, expected)
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