test_data.py 文件源码

def test_demean_both_large_t():
    data = PanelData(pd.Panel(np.random.standard_normal((1, 100, 10))))
    demeaned = data.demean('both')

    df = data.dataframe
    no_index = df.reset_index()
    cat = pd.Categorical(no_index[df.index.levels[0].name])
    d1 = pd.get_dummies(cat, drop_first=False).astype(np.float64)
    cat = pd.Categorical(no_index[df.index.levels[1].name])
    d2 = pd.get_dummies(cat, drop_first=True).astype(np.float64)
    d = np.c_[d1.values, d2.values]
    dummy_demeaned = df.values - d @ pinv(d) @ df.values
    assert_allclose(1 + np.abs(demeaned.values2d),
                    1 + np.abs(dummy_demeaned))