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* gnu/packages/statistics.scm (python-statsmodels): Add patch to fix tests. (python2-statsmodels)[propagated-inputs]: Add python2-pytz. * gnu/packages/patches/python-statsmodels-fix-tests.patch: New file. * gnu/local.mk (dist_patch_DATA): Add it.
196 lines
7.9 KiB
Diff
196 lines
7.9 KiB
Diff
This patch fixes a couple of test failures introduced by changes to the pandas
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package. It was extracted from this pull request:
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https://github.com/statsmodels/statsmodels/pull/2675
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From c9ef60a7bc4407766ab9e9f12c8a6b89013046ee Mon Sep 17 00:00:00 2001
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From: Ralf Gommers <ralf.gommers@gmail.com>
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Date: Tue, 20 Oct 2015 07:34:11 +0200
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Subject: [PATCH 1/4] MAINT: fix use of old_behavior kw for numpy.correlate.
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Was removed in 1.10.0
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Numpy PR that removed it: https://github.com/numpy/numpy/pull/5991
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Closes gh-2667.
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---
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statsmodels/tsa/ar_model.py | 6 ++----
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1 file changed, 2 insertions(+), 4 deletions(-)
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diff --git a/statsmodels/tsa/ar_model.py b/statsmodels/tsa/ar_model.py
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index 087a9e0..02984bd 100644
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--- a/statsmodels/tsa/ar_model.py
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+++ b/statsmodels/tsa/ar_model.py
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@@ -261,10 +261,8 @@ def _presample_varcov(self, params):
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Vpinv = np.zeros((p, p), dtype=params.dtype)
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for i in range(1, p1):
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- Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i],
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- old_behavior=False)[:-1]
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- Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0,
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- old_behavior=False)[:-1]
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+ Vpinv[i-1, i-1:] = np.correlate(params0, params0[:i],)[:-1]
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+ Vpinv[i-1, i-1:] -= np.correlate(params0[-i:], params0,)[:-1]
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Vpinv = Vpinv + Vpinv.T - np.diag(Vpinv.diagonal())
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return Vpinv
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From f1dc8979b09bc1736149993f895943b3158ee2db Mon Sep 17 00:00:00 2001
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From: Ralf Gommers <ralf.gommers@gmail.com>
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Date: Wed, 21 Oct 2015 22:05:52 +0200
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Subject: [PATCH 2/4] MAINT: fix graphics module for changes in recent pandas
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versions.
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---
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statsmodels/graphics/tests/test_mosaicplot.py | 2 +-
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statsmodels/graphics/tests/test_tsaplots.py | 6 +++---
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statsmodels/graphics/tsaplots.py | 2 +-
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3 files changed, 5 insertions(+), 5 deletions(-)
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diff --git a/statsmodels/graphics/tests/test_mosaicplot.py b/statsmodels/graphics/tests/test_mosaicplot.py
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index cb9bbbe..e41020e 100644
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--- a/statsmodels/graphics/tests/test_mosaicplot.py
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+++ b/statsmodels/graphics/tests/test_mosaicplot.py
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@@ -113,7 +113,7 @@ def test_mosaic():
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# sort by the marriage quality and give meaningful name
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# [rate_marriage, age, yrs_married, children,
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# religious, educ, occupation, occupation_husb]
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- datas = datas.sort(['rate_marriage', 'religious'])
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+ datas = datas.sort_values(by=['rate_marriage', 'religious'])
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num_to_desc = {1: 'awful', 2: 'bad', 3: 'intermediate',
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4: 'good', 5: 'wonderful'}
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datas['rate_marriage'] = datas['rate_marriage'].map(num_to_desc)
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diff --git a/statsmodels/graphics/tests/test_tsaplots.py b/statsmodels/graphics/tests/test_tsaplots.py
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index 511f18f..365be82 100644
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--- a/statsmodels/graphics/tests/test_tsaplots.py
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+++ b/statsmodels/graphics/tests/test_tsaplots.py
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@@ -1,4 +1,4 @@
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-from statsmodels.compat.python import lmap, lzip, map
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+from statsmodels.compat.python import lmap, map
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import numpy as np
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import pandas as pd
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from numpy.testing import dec
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@@ -51,8 +51,8 @@ def test_plot_month():
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dta = sm.datasets.elnino.load_pandas().data
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dta['YEAR'] = dta.YEAR.astype(int).apply(str)
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dta = dta.set_index('YEAR').T.unstack()
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- dates = lmap(lambda x : pd.datetools.parse('1 '+' '.join(x)),
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- dta.index.values)
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+ dates = lmap(lambda x : pd.datetools.parse_time_string('1 '+' '.join(x))[0],
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+ dta.index.values)
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# test dates argument
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fig = month_plot(dta.values, dates=dates, ylabel='el nino')
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diff --git a/statsmodels/graphics/tsaplots.py b/statsmodels/graphics/tsaplots.py
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index 3d04692..94626c9 100644
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--- a/statsmodels/graphics/tsaplots.py
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+++ b/statsmodels/graphics/tsaplots.py
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@@ -200,7 +200,7 @@ def seasonal_plot(grouped_x, xticklabels, ylabel=None, ax=None):
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ticks = []
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for season, df in grouped_x:
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df = df.copy() # or sort balks for series. may be better way
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- df.sort()
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+ df.sort_values(inplace=True)
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nobs = len(df)
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x_plot = np.arange(start, start + nobs)
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ticks.append(x_plot.mean())
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From 4cfbef6af137629c6953f1f025d9cfc781874256 Mon Sep 17 00:00:00 2001
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From: Ralf Gommers <ralf.gommers@gmail.com>
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Date: Wed, 21 Oct 2015 22:15:25 +0200
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Subject: [PATCH 3/4] MAINT: work around pandas breaking backwards compat for
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pandas.version
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---
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setup.py | 5 ++++-
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statsmodels/tools/testing.py | 6 ++----
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2 files changed, 6 insertions(+), 5 deletions(-)
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diff --git a/setup.py b/setup.py
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index 0002840..74aefb8 100644
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--- a/setup.py
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+++ b/setup.py
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@@ -134,7 +134,10 @@ def check_dependency_versions(min_versions):
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(spversion, min_versions['scipy']))
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try:
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- from pandas.version import short_version as pversion
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+ import pandas
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+ #FIXME: this will break for pandas 1.0.0. Needs elaborate parsing now,
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+ # due to pandas removing version.short_version
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+ pversion = pandas.__version__[:6]
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except ImportError:
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install_requires.append('pandas')
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else:
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diff --git a/statsmodels/tools/testing.py b/statsmodels/tools/testing.py
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index e207e44..643f79f 100644
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--- a/statsmodels/tools/testing.py
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+++ b/statsmodels/tools/testing.py
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@@ -16,10 +16,8 @@ def strip_rc(version):
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def is_pandas_min_version(min_version):
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- '''check whether pandas is at least min_version
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- '''
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- from pandas.version import short_version as pversion
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- return StrictVersion(strip_rc(pversion)) >= min_version
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+ '''check whether pandas is at least min_version '''
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+ return StrictVersion((pandas.__version__[:6])) >= min_version
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# local copies, all unchanged
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From c894c3f4882d570efb517950069d83afa9794db8 Mon Sep 17 00:00:00 2001
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From: Ralf Gommers <ralf.gommers@gmail.com>
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Date: Mon, 26 Oct 2015 20:47:51 +0100
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Subject: [PATCH 4/4] BUG: fix use of Series.sort_values for older pandas.
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Some failing tests in the previous commits because older ``pandas`` versions
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don't have ``Series.sort_values``. That method was only added in pandas 0.17,
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in https://github.com/pydata/pandas/pull/10726
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---
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statsmodels/graphics/tests/test_mosaicplot.py | 6 +++++-
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statsmodels/graphics/tsaplots.py | 6 +++++-
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2 files changed, 10 insertions(+), 2 deletions(-)
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diff --git a/statsmodels/graphics/tests/test_mosaicplot.py b/statsmodels/graphics/tests/test_mosaicplot.py
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index e41020e..2a873e7 100644
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--- a/statsmodels/graphics/tests/test_mosaicplot.py
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+++ b/statsmodels/graphics/tests/test_mosaicplot.py
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@@ -113,7 +113,11 @@ def test_mosaic():
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# sort by the marriage quality and give meaningful name
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# [rate_marriage, age, yrs_married, children,
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# religious, educ, occupation, occupation_husb]
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- datas = datas.sort_values(by=['rate_marriage', 'religious'])
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+ if pandas.__version__ < '0.17.0':
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+ datas = datas.sort(['rate_marriage', 'religious'])
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+ else:
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+ datas = datas.sort_values(by=['rate_marriage', 'religious'])
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+
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num_to_desc = {1: 'awful', 2: 'bad', 3: 'intermediate',
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4: 'good', 5: 'wonderful'}
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datas['rate_marriage'] = datas['rate_marriage'].map(num_to_desc)
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diff --git a/statsmodels/graphics/tsaplots.py b/statsmodels/graphics/tsaplots.py
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index 94626c9..217724f 100644
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--- a/statsmodels/graphics/tsaplots.py
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+++ b/statsmodels/graphics/tsaplots.py
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@@ -2,6 +2,7 @@
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import numpy as np
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+import pandas
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from statsmodels.graphics import utils
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from statsmodels.tsa.stattools import acf, pacf
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@@ -200,7 +201,10 @@ def seasonal_plot(grouped_x, xticklabels, ylabel=None, ax=None):
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ticks = []
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for season, df in grouped_x:
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df = df.copy() # or sort balks for series. may be better way
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- df.sort_values(inplace=True)
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+ if pandas.__version__ < '0.17.0':
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+ df.sort()
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+ else:
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+ df.sort_values(inplace=True)
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nobs = len(df)
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x_plot = np.arange(start, start + nobs)
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ticks.append(x_plot.mean())
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