From fa4dcb6e663c57d72084108e9562cdbc615dd29b Mon Sep 17 00:00:00 2001 From: Debian Science Maintainers Date: Sun, 21 Apr 2024 20:55:32 +0100 Subject: [PATCH] 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 Bug-Debian: https://bugs.debian.org/997081 Forwarded: https://github.com/statsmodels/statsmodels/issues/7911 Gbp-Pq: Name 997081_xfail.patch --- statsmodels/stats/tests/test_corrpsd.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/statsmodels/stats/tests/test_corrpsd.py b/statsmodels/stats/tests/test_corrpsd.py index fd41eeb..44483f7 100644 --- 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: -- 2.30.2