From: Debian Science Maintainers <debian-science-maintainers@lists.alioth.debian.org>
Date: Sun, 24 Jul 2022 16:51:07 +0000 (+0100)
Subject: DynamicFactor test fail on ppc64el, s390x with pythran, and intermittently on armhf
X-Git-Tag: archive/raspbian/0.13.2+dfsg-4+rpi1^2~8
X-Git-Url: https://dgit.raspbian.org/?a=commitdiff_plain;h=34279c42e32e2f33c80438626d881548c0b42abb;p=statsmodels.git

DynamicFactor test fail on ppc64el, s390x with pythran, and intermittently on armhf

Warn on use and xfail test

Bug-Debian: https://bugs.debian.org/1014278
Author: Rebecca N. Palmer <rebecca_palmer@zoho.com>
Forwarded: no


Gbp-Pq: Name xfail_dynamicfactor_ppc64el.patch
---

diff --git a/statsmodels/tsa/statespace/dynamic_factor.py b/statsmodels/tsa/statespace/dynamic_factor.py
index bec3147..ca698c1 100644
--- a/statsmodels/tsa/statespace/dynamic_factor.py
+++ b/statsmodels/tsa/statespace/dynamic_factor.py
@@ -23,6 +23,10 @@ from statsmodels.tsa.tsatools import lagmat
 from statsmodels.tools.decorators import cache_readonly
 import statsmodels.base.wrapper as wrap
 from statsmodels.compat.pandas import Appender
+import platform
+import warnings
+import sys
+warn_dfactor_platform= "DynamicFactor can give wrong results on ppc64el, armhf (armv7), and s390x: https://bugs.debian.org/1014278" if (((platform.uname()[4].startswith('arm') or platform.uname()[4].startswith('aarch')) and np.log2(sys.maxsize)<=32) or platform.uname()[4].startswith('ppc') or platform.uname()[4].startswith('s390')) else False # pp64el test results at end of https://buildd.debian.org/status/fetch.php?pkg=statsmodels&arch=ppc64el&ver=0.11.0-1&stamp=1580692747&raw=0 , s390x test result in the linked bug
 
 
 class DynamicFactor(MLEModel):
@@ -141,6 +145,8 @@ class DynamicFactor(MLEModel):
     def __init__(self, endog, k_factors, factor_order, exog=None,
                  error_order=0, error_var=False, error_cov_type='diagonal',
                  enforce_stationarity=True, **kwargs):
+        if warn_dfactor_platform:
+            warnings.warn(warn_dfactor_platform)
 
         # Model properties
         self.enforce_stationarity = enforce_stationarity
diff --git a/statsmodels/tsa/statespace/tests/test_cfa_simulation_smoothing.py b/statsmodels/tsa/statespace/tests/test_cfa_simulation_smoothing.py
index 102a7cb..7d7b8c5 100644
--- a/statsmodels/tsa/statespace/tests/test_cfa_simulation_smoothing.py
+++ b/statsmodels/tsa/statespace/tests/test_cfa_simulation_smoothing.py
@@ -97,6 +97,8 @@ class TestDFM(CheckPosteriorMoments):
                             *args, **kwargs)
 
 
+import pytest
+@pytest.mark.xfail(condition=bool(dynamic_factor.warn_dfactor_platform),reason='known intermittently broken on armhf',strict=False)
 class TestDFMComplex(CheckPosteriorMoments):
     @classmethod
     def setup_class(cls, missing=None, *args, **kwargs):
diff --git a/statsmodels/tsa/statespace/tests/test_dynamic_factor.py b/statsmodels/tsa/statespace/tests/test_dynamic_factor.py
index beb17a3..5db5cc4 100644
--- a/statsmodels/tsa/statespace/tests/test_dynamic_factor.py
+++ b/statsmodels/tsa/statespace/tests/test_dynamic_factor.py
@@ -9,6 +9,7 @@ import re
 import warnings
 
 import numpy as np
+from statsmodels.tsa.statespace.dynamic_factor import warn_dfactor_platform
 from numpy.testing import assert_equal, assert_raises, assert_allclose
 import pandas as pd
 import pytest
@@ -575,7 +576,7 @@ class TestDynamicFactor_general_errors(CheckDynamicFactor):
             r'cov.chol\[3,3\] +' + forg(params[offset + 5], prec=4),
             table)
 
-
+@pytest.mark.xfail(condition=bool(warn_dfactor_platform),reason='known broken on ppc64el',strict=False)
 class TestDynamicFactor_ar2_errors(CheckDynamicFactor):
     """
     Test for a dynamic factor model where errors are as general as possible,