
    M/Ph1                        d dl mZ d dlmZmZ d dlZd dlZd dl	Z	d dl
Z
d dlmc mZ d dlmZmZ d Zd Zd Ze	j        j        e	j                            dd	d
g          d                         Zd Ze	j        j        e	j                            dd	d
g          d                         Ze	j                            dd	d
g          d             ZdS )    )PLATFORM_OSX)
ProcessMLEGaussianCovarianceN)assert_allcloseassert_equalc                     t           j        d         }t           j        d         }t           j        d         }| rt           j        d         }nt          j        g           }||||fS )N)   r   r   )r	   r	   )g      ?皙?)      ?r   )npr_array)noisemn_parsc_parsm_parno_pars        l/var/www/html/test/jupyter/venv/lib/python3.11/site-packages/statsmodels/regression/tests/test_processreg.pymodel1r      sV    U;FU4[FU8_F z""666))    c                     ||          \  }}}}t          j        t          j        | dz            t          j        d                    }t          j        t          j        | dz            t          j        d                    }||                                z
  |                                z  }	t           j                            | t          |          f          }
t           j                            | t          |          f          }d|d d df<   |	|d d df<   t           j                            | t          |          f          }d|d d df<   |	|d d df<   t          j	        |
|          }t          j
        t          j	        ||                    }t          j
        t          j	        ||                    }|rit           j                            | t          |          f          }d|d d df<   |	|d d df<   t          j
        t          j	        ||                    }nd }|                                }t                      }t          j        t                    }t!          |          D ] \  }}||                             |           !|                                D ]\  }}|                    ||         ||         ||                   }t           j                            |          }||xx         t          j	        |t           j                            t          |                              z  cc<   |r+||t           j                            |j                  z  z  }||
|||||fS )N   sizer	   r   )r   kronarangeonesmeanstdrandomnormallendotexpcopyr   collectionsdefaultdictlist	enumerateappenditemsget_covlinalgcholeskyshape)n	get_modelr   r   r   r   r   groupstimetime_zx_meanx_scx_smmnscsmx_nonoygcixigiicrs                             r   setup1rF      s   %.Yu%5%5"FFFFWRYqAv&&

33F72716??BIaLL11DTYY[[ DHHJJ.FYAs6{{#344F9!S[[!122DDAJDAJ9!S[[!122DDAJDAJ			B	tV$$	%	%B	tV$$	%	%B yaV%566QQQT
QQQT
VBF4(())
		A			B		 	&	&B&!!  1
1Q ; ;2JJtBxBB00Iq!!	"29++R+99:::  1	R")"""0000fdD$f44r   c           	          t          | ||          \  }}}}}}}	t          |||||||	          }
|
                                S N)rF   r   fit)r1   r2   r   r>   r6   r7   r8   r<   r4   r3   pregs              r   
run_arraysrK   N   sI    06q)U0K0K-AvtT4vatT4@@D88::r   r   FTc                    t           j                            d           t          dt          |           }|j        }|                                 t          j        t	          |                     }t          |j	        |dd           |
                    |j        dd         |j        ddd d f         |j        ddd d f                   }t          ||j                   t           j                            |          \  }}t#          |dk    d           |                                }t#          t          j        ||j                  d         d	k    d           |                    |j        
          }t#          ||           |                    |j	        |j                  }	t#          ||	           |                    t          j        t1          |j	                                       d S )Ni*     g333333?atolrtolr   r   Tr   r	   皙?exogparamsrT   )r   r!   seedrK   r   modelsummaryconcatenater   rV   
covariancer4   
exog_scaleexog_smoothTr.   eigr   predictcorrcoefendogrT   t_testeyer#   )
r   fmodeparcva_yhatyhatmyhat0s
             r   test_arraysrn   W   s    INN44''A
'CIIKKK >&--((DAHd37777 
chqsmS^AaCF%;oac111f-
/ 
/BB9==DAqQ 99;;DT39--d3c94@@@II38I$$EuKKqxchK77Eu HHRVCMM""#####r   c                    t          | ||          \  }}}}}}}	t          j        ||d d df         |d d df         |d d df         |d d df         |d d df         |d d df         |d d df         |d d df         ||	d          }
|r|d d df         |
d<   |d d df         |
d<   d}d	}d
}|rd}nd }t          j        ||
|||dd          }|                                }||
fS )Nr   r	         )r>   x1x2x3x4xsc1xsc2xsm1xsm2r4   r3   xno1xno2zy ~ 0 + x1 + x2 + x3 + x4z0 + xsc1 + xsc2z0 + xsm1 + xsm2z0 + xno1 + xno2r4   r3   )datascale_formulasmooth_formulanoise_formular4   r3   )rF   pd	DataFramer   from_formularI   )r1   r2   r   r>   r6   r7   r8   r<   r4   r3   dfmean_formular}   r~   r   rJ   re   s                    r   run_formular   y   sY   06q)U0K0K-AvtT4v	QQQTlQQQTlQQQTlQQQTlQQQT
QQQT
QQQT
QQQT
  
 
B   !!!Q$Z6
!!!Q$Z6
.L%M&N )"#%#  D 	

Ab5Lr   c                 J   t           j                            d           t          dt          |           \  }}|j        }|                                 t          j        t	          |                     }t          |j	        |dd           t          j        |j        ddd d f         dd	g
          }t          j        |j        ddd d f         ddg
          }|                    |j        dd         ||          }t          ||j                   t           j                            |          \  }}	t'          |dk    d           |                                }
t'          t          j        |
|j                  d         dk    d           |                    |          }t          |
|d           |                    |j	        |          }t          |
|d           |                    t          j        t3          |j	                                       d S )NiU"  rM   r   r	   rN   r   r   rv   rw   )columnsrx   ry   TrQ   rR   rS   gdy=)rP   rU   )r   r!   rW   r   r   rX   rY   rZ   r   rV   r   r   r\   r]   r[   r4   r^   r.   r_   r   r`   ra   rb   rc   rd   r#   )r   re   r   rf   rg   r\   r]   rh   ri   rj   rk   rl   rm   s                r   test_formulasr      s    INN4fe,,EAr
'CIIKKK >&--((DAHd15555 cnQqS!!!V4'-v&68 8 8J,sqsAAAv6(.'79 9 9K	
chqsmZ	=	=BB9==DAqQ 99;;DT39--d3c94@@@II2IED%e,,,,KKqxbK11ED%e,,,, HHRVCMM""#####r   c           	      X   t          dt          |           \  }}}}}}}t          |||||||          fd}|j        d         |j        d         z   |j        d         z   }	| r|	|j        d         z  }	t          j                            d           t          rdnd}
t          d          D ]{}	                                }|dt          j        
                    |		          z  z   }                    |          }t          j        ||d
          }t          |||
d           |d S )NrM   c                 .                         |           S rH   )loglike)xrJ   s    r   r   z#test_score_numdiff.<locals>.loglike   s    ||Ar   r	   iV  gMb`?g{Gz?r   r   r   gHz>)epsilong-C6?rN   )rF   r   r   r0   r   r!   rW   r   range
_get_startr"   scorendapprox_fprimer   )r   r>   r6   r7   r8   r<   r4   r3   r   qrO   rj   par0parr   score_ndrJ   s                   @r   test_score_numdiffr      sD    17tVU0K0K-AvtT4vatT4@@D     	Q$*Q-'$*Q-7A 	TZ]INN3)44TD1XX ? ?  S29+++3333

3#C$???xd>>>>>? ?r   )statsmodels.compat.platformr   )statsmodels.regression.process_regressionr   r   numpyr   pandasr   pytestr'   statsmodels.tools.numdifftoolsnumdiffr   numpy.testingr   r   r   rF   rK   markslowparametrizern   r   r   r    r   r   <module>r      s   4 4 4 4 4 4' ' ' ' ' ' ' '              & & & & & & & & & 7 7 7 7 7 7 7 7
* * *-5 -5 -5`   5$-00$ $ 10 $@) ) )X 5$-00 $  $ 10  $H 5$-00? ? 10? ? ?r   