econmethods 2__tar.gz → 2.1__tar.gz

{econmethods-2 → econmethods-2.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 2
+Version: 2.1
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-2 → econmethods-2.1}/econmethods/Lib.py

@@ -45,12 +45,13 @@ class CipsTest:
     the test will choose the best lag amount from 1 to n_lags based on AIC (Akaike Information Criterion) 
     
   - *level*: Value of significance to conduct the test at (in %%). Only 5 and 1% are allowed.
+  - *log_target*: Specify whether the test shall aplly a natural logarithm to your target variable. Defaults to True.
   -----------------------------
   RETURNS:
   --
   via instance.verdict() -> None: Prints the verdict of the test based on the parameters set by the user.
   '''
-  def __init__(self, df: pd.DataFrame, T: int, N: int, trend: bool =  False, poly_trend: int = 1, intercept: bool = False, n_lags: int = 2, level: int = 5) -> None:
+  def __init__(self, df: pd.DataFrame, T: int, N: int, trend: bool =  False, poly_trend: int = 1, intercept: bool = False, n_lags: int = 2, level: int = 5, log_target: bool = True) -> None:
     CipsTest.__build_tables()
     self.__df = df
     self.__L = 1
@@ -65,7 +66,8 @@ class CipsTest:
         self.__n_lags = 1
     self.__alpha = level/100
     self.__df = self.__df.rename(columns={self.__df.columns[0]:'SpUnit', self.__df.columns[1]:'time', self.__df.columns[2]:'target'})
-    self.__df.target = np.log(self.__df.target)
+    if log_target:
+      self.__df.target = np.log(self.__df.target)
     self.__poly = poly_trend
     if self.__trend:
       if self.__poly > 1:
@@ -632,6 +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.
@@ -642,12 +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}')
@@ -661,7 +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 → econmethods-2.1}/econmethods.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: econmethods
-Version: 2
+Version: 2.1
 Summary: A python package implementing various econometrical tests and estimators
 Home-page: https://github.com/NaturionBG/econmethods
 Author: NaturionBG

{econmethods-2 → econmethods-2.1}/setup.py

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