10000 Pr 451 - modified and added tests to statespace by Dekermanjian · Pull Request #466 · pymc-devs/pymc-extras · GitHub
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Pr 451 - modified and added tests to statespace #466

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Merged
merged 9 commits into from
May 22, 2025
Merged

Pr 451 - modified and added tests to statespace #466

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abfe3b0
Use `set_data` in forecast
jessegrabowski Apr 7, 2025
0961032
Ignore new numpy matmul warnings in tests
jessegrabowski Apr 9, 2025
029a9a1
Tracking down data bug
jessegrabowski Apr 24, 2025
819afef
resolved merge conflicts environment-test.yml
Dekermanjian May 7, 2025
e44331b
added and modified statespace tests
Dekermanjian May 1, 2025
3d9dd92
added logic to update static shape of target when forecasting with ex…
Dekermanjian May 2, 2025
cfcb0be
make sure updated dummy target has correct dimensions
Dekermanjian May 2, 2025
2ad6b61
Revert test env name change
jessegrabowski May 22, 2025
13b18fd
Add some checks to `test_foreacast_valid_index`
jessegrabowski May 22, 2025
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Add some checks to test_foreacast_valid_index
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@jessegrabowski
jessegrabowski committed May 22, 2025
commit 13b18fd57b55222267062d657bf6b2dca8d5aa0a
9 changes: 9 additions & 0 deletions tests/statespace/test_statespace.py
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Expand Up @@ -917,3 +917,12 @@ def test_foreacast_valid_index(exog_pymc_mod, exog_ss_mod, exog_data):

# Generate the forecast
forecasts = exog_ss_mod.forecast(idata.prior, scenario=scenario, use_scenario_index=True)
assert "forecast_latent" in forecasts
assert "forecast_observed" in forecasts

assert (forecasts.coords["time"].values == scenario["data_exog"].index.values).all()
assert not np.any(np.isnan(forecasts.forecast_latent.values))
assert not np.any(np.isnan(forecasts.forecast_observed.values))

assert forecasts.forecast_latent.shape[2] == n_periods
assert forecasts.forecast_observed.shape[2] == n_periods
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