Tests / jacobian_triangularity_best

Jacobian Triangularity Best

CONSISTENTHierarchyHIGH confidence

Description

Figures

I-O Jacobian Triangularity: Ordering Method ComparisonI-O Jacobian Triangularity: Ordering Method Comparison

Statistics

p value0
n sectors71
statistic0.2861
rowsum ratio0.2861
best orderingrowsum
diagonal ratio1.7934
fred halflife ratio0.8485
fred halflife n sectors19

Script

thesis-tests/tests/hierarchy/test_jacobian_triangularity.py

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test test_jacobian_triangularity

Data Sources

  • FRED