Loosen tolerances on intermittently failing test

Author: Josef Perktold, Rebecca N. Palmer <rebecca_palmer@zoho.com>
Forwarded: https://github.com/statsmodels/statsmodels/issue/8195
Bug-Debian: https://bugs.debian.org/1008301

Gbp-Pq: Name 1008301_loosen_test_tolerances.patch

diff --git a/statsmodels/sandbox/distributions/tests/test_multivariate.py b/statsmodels/sandbox/distributions/tests/test_multivariate.py
index 3fd6f5615dcd6d283a80619c55e93766f216ee0c..d17a14180e9c1aa770c08d6a31d24ff29b16ad7f 100644 (file)
--- a/statsmodels/sandbox/distributions/tests/test_multivariate.py
+++ b/statsmodels/sandbox/distributions/tests/test_multivariate.py
@@ -129,15 +129,15 @@ class TestMVDistributions(object):
         mvn3 = self.mvn3
 
         r_val = [-7.667977543898155, -6.917977543898155, -5.167977543898155]
-        assert_array_almost_equal(mvn3.logpdf(cov3), r_val, decimal=14)
+        assert_array_almost_equal(mvn3.logpdf(cov3), r_val, decimal=13)
         # decimal 18
         r_val = [0.000467562492721686, 0.000989829804859273,
                  0.005696077243833402]
-        assert_array_almost_equal(mvn3.pdf(cov3), r_val, decimal=17)
+        assert_array_almost_equal(mvn3.pdf(cov3), r_val, decimal=15)
 
         mvn3b = MVNormal(np.array([0, 0, 0]), cov3)
         r_val = [0.02914269740502042, 0.02269635555984291, 0.01767593948287269]
-        assert_array_almost_equal(mvn3b.pdf(cov3), r_val, decimal=16)
+        assert_array_almost_equal(mvn3b.pdf(cov3), r_val, decimal=15)
 
     def test_mvt_pdf(self, reset_randomstate):
         cov3 = self.cov3