Closed IanGrimstead closed 4 years ago
This test fails under Windows:
import unittest
from scripts.algorithms.ssm import StateSpaceModel
class SSMTests(unittest.TestCase):
def test_StateSpaceModel_(self):
quarterly_values = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
4, 3]
_, _1, smooth_series_s, _intercept = StateSpaceModel(quarterly_values).run_smoothing()
pygrams.py crashed out when StateSpaceModel internally generates NaN.
ssm.py: dfk_llm_vard func eventually gets inf in matrix P, which produces NaN in D and then Dinv. So from then on NaN spreads across the maths...