Loosen tolerance on a possibly unstable test

Author: Rebecca N. Palmer <rebecca_palmer@zoho.com>
Bug-Debian: https://bugs.debian.org/1020060 and 1014278
Forwarded: https://github.com/statsmodels/statsmodels/issues/8341

Gbp-Pq: Name 1020060_loosen_test_tolerance.patch

diff --git a/statsmodels/tsa/statespace/tests/test_dynamic_factor.py b/statsmodels/tsa/statespace/tests/test_dynamic_factor.py
index 03eac1d62cc83a177a9748c2fabf5c46cf572e36..82001867706951cfbc949940bafa584a23e9ef1f 100644 (file)
--- a/statsmodels/tsa/statespace/tests/test_dynamic_factor.py
+++ b/statsmodels/tsa/statespace/tests/test_dynamic_factor.py
@@ -608,7 +608,7 @@ class TestDynamicFactor_ar2_errors(CheckDynamicFactor):
                 res1.params, method='nm', maxiter=10000,
                 optim_score='approx', disp=False)
             # Added rtol to catch spurious failures on some platforms
-            assert_allclose(res.llf, self.results.llf, atol=1e-2, rtol=1e-4)
+            assert_allclose(res.llf, self.results.llf, atol=1e-2, rtol=1e-2)
 
 
 class TestDynamicFactor_scalar_error(CheckDynamicFactor):