本文整理匯總了Python中statsmodels.tsa.statespace.representation.Representation.initialize_known方法的典型用法代碼示例。如果您正苦於以下問題：Python Representation.initialize_known方法的具體用法？Python Representation.initialize_known怎麽用？Python Representation.initialize_known使用的例子？那麽, 這裏精選的方法代碼示例或許可以為您提供幫助。您也可以進一步了解該方法所在類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個代碼示例，這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚，您的評價將有助於係統推薦出更棒的Python代碼示例。
示例1: test_initialization
# 需要導入模塊: from statsmodels.tsa.statespace.representation import Representation [as 別名]
# 或者: from statsmodels.tsa.statespace.representation.Representation import initialize_known [as 別名]
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))