econmethods 2.0.1__tar.gz → 2.1__tar.gz

{econmethods-2.0.1 → econmethods-2.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 2.0.1
+Version: 2.1
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-2.0.1 → econmethods-2.1}/econmethods/Lib.py

@@ -634,6 +634,7 @@ class SlopeHomogeneityF:
     </ul>
   <li> <strong>level</strong>: Your significance level to test at. Defaults to 5%.</li>
   <li> <strong>intercept</strong>: Specify whether your model has an intercept. Defaults to True.</li>
+  <li> <strong>skip_premise</strong>: Set to True if you wish to ignore heteroskedasticity. Not a recommended option, parameter defaults to False</li>
   </ul>
   <hr>
     <h3><em>Note that this test has got certain assumptions, such as error homoskedasticity, N < T.
@@ -644,12 +645,13 @@ class SlopeHomogeneityF:
   <li>Via the instance.verdict() method - prints the result of the F-test.</li>
   </ol>
   '''
-  def __init__(self, df: pd.DataFrame, level: int = 5, intercept: bool = True) -> None:
+  def __init__(self, df: pd.DataFrame, level: int = 5, intercept: bool = True, skip_premise: bool = False) -> None:
     self.__df = df
     self.__l = []
     self.__C = intercept
     self.__alpha = level/100
     self.__k = 0
+    self.__skip = skip_premise
     for i, ex in enumerate(self.__df.columns[3:], 1):
       self.__k +=1
       self.__l.append(f'x{i}')
@@ -663,7 +665,10 @@ class SlopeHomogeneityF:
     if self.__N > self.__T:
       raise AssertionError('The F-test for slope Homogeneity assumes that N< T!')
     if self.__homo_res[1] < self.__alpha:
-      raise AssertionError('The Data contains Heteroskedastic errors according to the Goldfeld-Quandt test!')
+      if not self.__skip:
+        raise AssertionError('The Data contains Heteroskedastic errors according to the Goldfeld-Quandt test!')
+      else:
+        pass
   
   def fit(self) -> float | int:
     USSR = 0

{econmethods-2.0.1 → econmethods-2.1}/econmethods.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 2.0.1
+Version: 2.1
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-2.0.1 → econmethods-2.1}/setup.py

@@ -5,7 +5,7 @@ with open('README.md', 'r') as f:
   
 setup(
   name = 'econmethods',
-  version = 'v2.0.1',
+  version = 'v2.1',
   description='A python package implementing various econometrical tests and estimators',
   packages = find_packages(),
   long_description=long_desc,