y = corr_nearest(x, n_fact=100, threshold=threshold)
evals = np.linalg.eigvalsh(y)
- assert_allclose(evals[0], threshold, rtol=1e-6, atol=1e-15)
+ assert_allclose(evals[0], threshold, rtol=1e-6, atol=2e-15)
y = corr_clipped(x, threshold=threshold)
evals = np.linalg.eigvalsh(y)
- assert_allclose(evals[0], threshold, rtol=0.25, atol=1e-15)
+ assert_allclose(evals[0], threshold, rtol=0.25, atol=2e-15)
y = cov_nearest(x, method='nearest', n_fact=100, threshold=threshold)
evals = np.linalg.eigvalsh(y)
- assert_allclose(evals[0], threshold, rtol=1e-6, atol=1e-15)
+ assert_allclose(evals[0], threshold, rtol=1e-6, atol=2e-15)
y = cov_nearest(x, n_fact=100, threshold=threshold)
evals = np.linalg.eigvalsh(y)
- assert_allclose(evals[0], threshold, rtol=0.25, atol=1e-15)
+ assert_allclose(evals[0], threshold, rtol=0.25, atol=2e-15)
class Test_Factor(object):