Xfail or loosen tolerances on flaky tests

Author: Rebecca N. Palmer <rebecca_palmer@zoho.com>, Graham Inggs
Bug-Debian: https://bugs.debian.org/944054
Forwarded: partially https://github.com/statsmodels/statsmodels/pull/6222

Gbp-Pq: Name 944054_flaky_tests.patch

diff --git a/statsmodels/base/tests/test_penalized.py b/statsmodels/base/tests/test_penalized.py
index f519bc69abfbaec02f9b366e41f7452afddd0a4b..bca186d0b26255a2a7e3b9a64b1519a96196b6b8 100644 (file)
--- a/statsmodels/base/tests/test_penalized.py
+++ b/statsmodels/base/tests/test_penalized.py
@@ -312,6 +312,7 @@ class TestPenalizedPoissonOraclePenalized(CheckPenalizedPoisson):
         cls.atol = 1e-3
 
 
+@pytest.mark.xfail(reason="flaky convergence, https://bugs.debian.org/944054")
 class TestPenalizedPoissonOraclePenalized2(CheckPenalizedPoisson):
 
     @classmethod
@@ -340,6 +341,7 @@ class TestPenalizedPoissonOraclePenalized2(CheckPenalizedPoisson):
         assert_equal(self.res1.bse[self.k_nonzero:], 0)
 
 
+@pytest.mark.xfail(reason="flaky convergence, https://bugs.debian.org/944054")
 class TestPenalizedPoissonOraclePenalized2HC(CheckPenalizedPoisson):
 
     @classmethod

diff --git a/statsmodels/stats/tests/test_diagnostic.py b/statsmodels/stats/tests/test_diagnostic.py
index a8373cc0643f767254ace68b7f578c0c79cb67c3..f01df52e257dd7eee0f247fc8d4ff80a418976d3 100644 (file)
--- a/statsmodels/stats/tests/test_diagnostic.py
+++ b/statsmodels/stats/tests/test_diagnostic.py
@@ -470,7 +470,7 @@ class TestDiagnosticG(object):
         assert_almost_equal(jt1, jtest[0][3:5], decimal=13)
 
         jt2 = smsdia.compare_j(res, res2)
-        assert_almost_equal(jt2, jtest[1][3:5], decimal=14)
+        assert_almost_equal(jt2, jtest[1][3:5], decimal=13)
 
         #Estimate        Std. Error  z value   Pr(>|z|)
         coxtest = [('fitted(M1) ~ M2', -0.782030488930356, 0.599696502782265,
@@ -479,7 +479,7 @@ class TestDiagnosticG(object):
                     -5.727181590258883, 1.021128495098556e-08, '***')]
 
         ct1 = smsdia.compare_cox(res, res2)
-        assert_almost_equal(ct1, coxtest[0][3:5], decimal=13)
+        assert_almost_equal(ct1, coxtest[0][3:5], decimal=12)
 
         ct2 = smsdia.compare_cox(res2, res)
         assert_almost_equal(ct2, coxtest[1][3:5], decimal=12)

diff --git a/statsmodels/tsa/statespace/tests/test_exact_diffuse_filtering.py b/statsmodels/tsa/statespace/tests/test_exact_diffuse_filtering.py
index 9cc786bec02588a8fc5608c7788215ee3d251214..7203d1c68f0d4a4063e7cb48e1730074dc3bb8dc 100644 (file)
--- a/statsmodels/tsa/statespace/tests/test_exact_diffuse_filtering.py
+++ b/statsmodels/tsa/statespace/tests/test_exact_diffuse_filtering.py
@@ -896,6 +896,7 @@ class TestDFM_Approx(CheckApproximateDiffuseMixin, CheckDFM):
     # we can't increase it too much more than this because then we start get
     # numerical errors (e.g. 1e11 works but 1e12 doesn't pass)
     approximate_diffuse_variance = 5e10
+    rtol = 1e-6
 
 
 class TestDFM_KFAS(CheckKFASMixin, CheckDFM):