Merge pull request #282 from bashtage/fix-imports

BUG: Fix import locations
bashtage · Mar 28, 2019 · ffe9746 · ffe9746
2 parents 864a7df + 55bdd9b
commit ffe9746
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Showing 4 changed files with 18 additions and 10 deletions.
diff --git a/arch/tests/bootstrap/test_bootstrap.py b/arch/tests/bootstrap/test_bootstrap.py
@@ -668,6 +668,7 @@ def test_uneven_sampling(self):
             assert kw['x'].shape == self.x_df.shape
 
     @pytest.mark.skipif(not HAS_EXTENSION, reason='Extension not built.')
+    @pytest.mark.filterwarnings('ignore::arch.compat.numba.PerformanceWarning')
     def test_samplers(self):
         """
         Test all three implementations are identical

diff --git a/arch/tests/univariate/test_variance_forecasting.py b/arch/tests/univariate/test_variance_forecasting.py
@@ -9,7 +9,7 @@
 from arch.univariate import arch_model
 from arch.univariate.distribution import Normal, StudentsT
 from arch.univariate.mean import ConstantMean
-from arch.univariate.recursions_python import figarch_weights
+from arch.univariate.recursions import figarch_weights
 from arch.univariate.volatility import (EGARCH, FIGARCH, GARCH, HARCH,
                                         BootstrapRng, ConstantVariance,
                                         EWMAVariance, FixedVariance,

diff --git a/arch/tests/univariate/test_volatility.py b/arch/tests/univariate/test_volatility.py
@@ -18,7 +18,7 @@
 from arch.utility.exceptions import InitialValueWarning
 
 try:
-    from arch.univariate import _recursions as rec
+    from arch.univariate import recursions as rec
 except ImportError:
     rec = recpy
 
@@ -1052,8 +1052,8 @@ def test_midas_symmetric(self):
         resids = self.resids
         direct_params = parameters.copy()
         direct_params[-1] = 0.0  # gamma, strip theta
-        rec.midas_recursion_python(direct_params, weights, resids, cond_var_direct, self.T,
-                                   backcast, var_bounds)
+        recpy.midas_recursion_python(direct_params, weights, resids, cond_var_direct, self.T,
+                                     backcast, var_bounds)
         assert_allclose(self.sigma2, cond_var_direct)
 
         a, b = midas.constraints()
@@ -1132,8 +1132,8 @@ def test_midas_asymmetric(self):
         assert_allclose(direct_weights, weights)
         resids = self.resids
         direct_params = parameters[:3].copy()
-        rec.midas_recursion_python(direct_params, weights, resids, cond_var_direct, self.T,
-                                   backcast, var_bounds)
+        recpy.midas_recursion_python(direct_params, weights, resids, cond_var_direct, self.T,
+                                     backcast, var_bounds)
         assert_allclose(self.sigma2, cond_var_direct)
 
         a, b = midas.constraints()
@@ -1217,8 +1217,8 @@ def test_figarch(self):
         fresids = self.resids ** 2
         p = q = 1
         nobs = self.resids.shape[0]
-        rec.figarch_recursion_python(parameters, fresids, cond_var_direct, p, q,
-                                     nobs, trunc_lag, backcast, var_bounds)
+        recpy.figarch_recursion_python(parameters, fresids, cond_var_direct, p, q,
+                                       nobs, trunc_lag, backcast, var_bounds)
         assert_allclose(self.sigma2, cond_var_direct)
 
         a, b = figarch.constraints()
@@ -1385,6 +1385,6 @@ def test_figarch_weights():
     params = np.array([0.2, 0.4, 0.2])
     lam_py = recpy.figarch_weights_python(params, 1, 1, 1000)
     lam_nb = recpy.figarch_weights(params, 1, 1, 1000)
-    lam_cy = rec.figarch_weights_python(params, 1, 1, 1000)
+    lam_cy = rec.figarch_weights(params, 1, 1, 1000)
     assert_allclose(lam_py, lam_nb)
     assert_allclose(lam_py, lam_cy)
diff --git a/arch/univariate/__init__.py b/arch/univariate/__init__.py
@@ -9,8 +9,15 @@
                                         FixedVariance, MIDASHyperbolic,
                                         RiskMetrics2006)
 
+from arch.univariate import recursions_python
+try:
+    from arch.univariate import recursions
+except ImportError:
+    recursions = recursions_python
+
 __all__ = ['HARX', 'ConstantMean', 'ZeroMean', 'ARX', 'arch_model', 'LS',
            'GARCH', 'ARCH', 'HARCH', 'ConstantVariance',
            'EWMAVariance', 'RiskMetrics2006', 'EGARCH',
            'Distribution', 'Normal', 'StudentsT', 'SkewStudent', 'GeneralizedError',
-           'FixedVariance', 'MIDASHyperbolic', 'FIGARCH']
+           'FixedVariance', 'MIDASHyperbolic', 'FIGARCH', 'recursions',
+           'recursions_python']