Xfail / increase tolerance on tests

TestMICE and test_mixedlm vary enough with the random state, and
corrpsd is close enough to 0, that this is plausibly a rounding non-bug

Author: Rebecca N. Palmer <rebecca_palmer@zoho.com>
Bug-Debian: https://bugs.debian.org/997081
Forwarded: https://github.com/statsmodels/statsmodels/issues/7911

Gbp-Pq: Name 997081_xfail.patch

diff --git a/statsmodels/stats/tests/test_corrpsd.py b/statsmodels/stats/tests/test_corrpsd.py
index fd41eebf6adedb57171679f35877d137c061069a..44483f7a40f0d17ca0bb92a1ce3a0546d0857213 100644 (file)
--- a/statsmodels/stats/tests/test_corrpsd.py
+++ b/statsmodels/stats/tests/test_corrpsd.py
@@ -192,19 +192,19 @@ def test_corrpsd_threshold(threshold):
 
     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: