Loosen tolerances on some tests on i386

and xfail a test that fails for not producing ConvergenceWarning.

Failure logs:
test_smoothing
https://buildd.debian.org/status/fetch.php?pkg=statsmodels&arch=i386&ver=0.9.0-3&stamp=1567157609&raw=0
test_multivariate_switch_univariate
https://buildd.debian.org/status/fetch.php?pkg=statsmodels&arch=i386&ver=0.12.0-1&stamp=1599693472&raw=0

As it only fails on i386 and isn't far wrong,
I suspect different rounding due to x87 excess precision

Author: Rebecca N. Palmer <rebecca_palmer@zoho.com>
Bug-Debian: https://bugs.debian.org/938949
Forwarded: no

Gbp-Pq: Name i386_loosen_test_tolerances.patch

diff --git a/statsmodels/tsa/holtwinters/tests/test_holtwinters.py b/statsmodels/tsa/holtwinters/tests/test_holtwinters.py
index 641547480e48c62157a36e2eaa483855f1676b1c..8911c5f18c3481a3ee29e3b036e90c1d98939240 100644 (file)
--- a/statsmodels/tsa/holtwinters/tests/test_holtwinters.py
+++ b/statsmodels/tsa/holtwinters/tests/test_holtwinters.py
@@ -5,6 +5,8 @@ Modified: Kevin Sheppard
 import os
 import re
 import warnings
+import sys
+import platform
 
 import numpy as np
 from numpy.testing import assert_allclose, assert_almost_equal
@@ -1612,6 +1614,7 @@ def test_simulate_boxcox(austourists):
     assert np.all(np.abs(mean - expected) < 5)
 
 
+@pytest.mark.xfail(condition=bool(re.match('i.?86|x86',platform.uname()[4])) and np.log2(sys.maxsize)<33,reason="doesn't warn on i386",strict=False)
 @pytest.mark.parametrize("ix", [10, 100, 1000, 2000])
 def test_forecast_index(ix):
     # GH 6549

diff --git a/statsmodels/tsa/statespace/tests/test_multivariate_switch_univariate.py b/statsmodels/tsa/statespace/tests/test_multivariate_switch_univariate.py
index 2fd2c3c92f349313f8f63a20c59ff99592ccea43..ba0e15c2a56a65a2bc1e74caed61735704eb87a8 100644 (file)
--- a/statsmodels/tsa/statespace/tests/test_multivariate_switch_univariate.py
+++ b/statsmodels/tsa/statespace/tests/test_multivariate_switch_univariate.py
@@ -19,6 +19,10 @@ Princeton, N.J.: Princeton University Press.
 """
 import numpy as np
 import pytest
+import sys
+import platform
+import re
+i386_looser_tolerances=bool(re.match('i.?86|x86',platform.uname()[4])) and np.log2(sys.maxsize)<33
 
 from statsmodels.tsa.statespace import (
     mlemodel, sarimax, structural, varmax, dynamic_factor)
@@ -236,7 +240,7 @@ def test_filter_output(univariate, missing, init, periods):
     # Test the output when the multivariate filter switches to the univariate
     # filter
     mod = get_model(univariate, missing, init)
-    check_filter_output(mod, periods)
+    check_filter_output(mod, periods, atol=1e-10 if i386_looser_tolerances else 0)
 
 
 @pytest.mark.parametrize('univariate', [True, False])
@@ -255,7 +259,7 @@ def test_smoother_output(univariate, missing, init, periods, option):
         if init == 'diffuse':
             return
         mod.ssm.timing_init_filtered = True
-    atol = 1e-12
+    atol = 1e-8 if i386_looser_tolerances else 1e-12
     # Tolerance is lower for approximate diffuse for one attribute in this case
     if missing == 'init' and init == 'approximate_diffuse':
         atol = 1e-6

diff --git a/statsmodels/tsa/statespace/tests/test_smoothing.py b/statsmodels/tsa/statespace/tests/test_smoothing.py
index 8c67dfba279be540fcbecc395d6e156c296186d5..d0353aceaad83cd480af88b3e858a60a8ead2e42 100644 (file)
--- a/statsmodels/tsa/statespace/tests/test_smoothing.py
+++ b/statsmodels/tsa/statespace/tests/test_smoothing.py
@@ -29,8 +29,10 @@ from statsmodels.tsa.statespace.kalman_smoother import (
     SMOOTH_UNIVARIATE)
 
 current_path = os.path.dirname(os.path.abspath(__file__))
-
-
+import sys
+import platform
+import re
+i386_looser_tolerances=bool(re.match('i.?86|x86',platform.uname()[4])) and np.log2(sys.maxsize)<33
 class TestStatesAR3(object):
     @classmethod
     def setup_class(cls, alternate_timing=False, *args, **kwargs):
@@ -834,7 +836,7 @@ class TestMultivariateVARUnivariate(object):
     def test_forecasts_error_cov(self):
         assert_allclose(
             self.results.forecasts_error_cov.diagonal(),
-            self.desired[['F1', 'F2', 'F3']]
+            self.desired[['F1', 'F2', 'F3']],rtol=2e-7 if i386_looser_tolerances else 1e-7
         )
 
     def test_predicted_states(self):
@@ -888,7 +890,7 @@ class TestMultivariateVARUnivariate(object):
     def test_smoothed_measurement_disturbance_cov(self):
         assert_allclose(
             self.results.smoothed_measurement_disturbance_cov.diagonal(),
-            self.desired[['Veps1', 'Veps2', 'Veps3']]
+            self.desired[['Veps1', 'Veps2', 'Veps3']],rtol=2e-7 if i386_looser_tolerances else 1e-7
         )