本文整理汇总了Python中statsmodels.tsa.statespace.representation.Representation.initialize_known方法的典型用法代码示例。如果您正苦于以下问题：Python Representation.initialize_known方法的具体用法？Python Representation.initialize_known怎么用？Python Representation.initialize_known使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类statsmodels.tsa.statespace.representation.Representation的用法示例。
在下文中一共展示了Representation.initialize_known方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: test_initialization
# 需要导入模块: from statsmodels.tsa.statespace.representation import Representation [as 别名]
# 或者: from statsmodels.tsa.statespace.representation.Representation import initialize_known [as 别名]
def test_initialization():
# Test Kalman filter initialization
mod = Representation(1, k_states=2)
# Test invalid state initialization
assert_raises(RuntimeError, lambda: mod._initialize_state())
# Test valid initialization
initial_state = np.zeros(2) + 1.5
initial_state_cov = np.eye(2) * 3.0
mod.initialize_known(initial_state, initial_state_cov)
assert_equal(mod._initial_state.sum(), 3)
assert_equal(mod._initial_state_cov.diagonal().sum(), 6)
# Test invalid initial_state
initial_state = np.zeros(10)
assert_raises(ValueError, lambda: mod.initialize_known(initial_state, initial_state_cov))
initial_state = np.zeros((10, 10))
assert_raises(ValueError, lambda: mod.initialize_known(initial_state, initial_state_cov))
# Test invalid initial_state_cov
initial_state = np.zeros(2) + 1.5
initial_state_cov = np.eye(3)
assert_raises(ValueError, lambda: mod.initialize_known(initial_state, initial_state_cov))