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OpenSourceEconomics · Oct 30, 2023 · e467148 · e467148
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diff --git a/development/hessian_approximation/compute_hessian.py b/development/hessian_approximation/compute_hessian.py
@@ -29,9 +29,9 @@ def compute_hessian(x0, X1, X0, Z1, Z0, Y1, Y0):
 
     # aux_params
     nu1 = (Y1 - np.dot(beta1, X1.T)) / sd1
-    lambda1 = (np.dot(gamma, Z1.T) - rho1v * nu1) / (np.sqrt(1 - rho1v ** 2))
+    lambda1 = (np.dot(gamma, Z1.T) - rho1v * nu1) / (np.sqrt(1 - rho1v**2))
     nu0 = (Y0 - np.dot(beta0, X0.T)) / sd0
-    lambda0 = (np.dot(gamma, Z0.T) - rho0v * nu0) / (np.sqrt(1 - rho0v ** 2))
+    lambda0 = (np.dot(gamma, Z0.T) - rho0v * nu0) / (np.sqrt(1 - rho0v**2))
 
     eta1 = (
         -lambda1 * norm.pdf(lambda1) * norm.cdf(lambda1) - norm.pdf(lambda1) ** 2
@@ -113,21 +113,21 @@ def calc_hess_beta1(
     """
 
     # define some auxiliary variables
-    rho_aux1 = lambda1 * rho1v / (1 - rho1v ** 2) - nu1 / (1 - rho1v ** 2) ** 0.5
-    rho_aux2 = rho1v ** 2 / ((1 - rho1v ** 2) ** (3 / 2)) + 1 / (1 - rho1v ** 2) ** 0.5
-    sd_aux1 = rho1v ** 2 / (1 - rho1v ** 2)
-    sd_aux2 = rho1v / np.sqrt(1 - rho1v ** 2)
+    rho_aux1 = lambda1 * rho1v / (1 - rho1v**2) - nu1 / (1 - rho1v**2) ** 0.5
+    rho_aux2 = rho1v**2 / ((1 - rho1v**2) ** (3 / 2)) + 1 / (1 - rho1v**2) ** 0.5
+    sd_aux1 = rho1v**2 / (1 - rho1v**2)
+    sd_aux2 = rho1v / np.sqrt(1 - rho1v**2)
     # derivation wrt beta1
     der_b1_beta1 = -(
-        X1X1 * (rho1v ** 2 / (1 - rho1v ** 2)) * 1 / sd1 ** 2 - X1.T @ X1 / sd1 ** 2
+        X1X1 * (rho1v**2 / (1 - rho1v**2)) * 1 / sd1**2 - X1.T @ X1 / sd1**2
     )
     # add zeros for derv beta 0
     der_b1_beta1 = np.concatenate(
         (der_b1_beta1, np.zeros((n_col_X1, n_col_X0))), axis=1
     )
 
     # derivation wrt gamma
-    der_b1_gamma = -(X1Z1 * rho1v / (sd1 * (1 - rho1v ** 2)))
+    der_b1_gamma = -(X1Z1 * rho1v / (sd1 * (1 - rho1v**2)))
     der_b1_gamma = np.concatenate((der_b1_beta1, der_b1_gamma), axis=1)
     # derv wrt sigma 1
     der_b1_sd = (
@@ -150,7 +150,7 @@ def calc_hess_beta1(
     # derv wrt rho1
     der_b1_rho = (
         -(
-            eta1 * rho_aux1 * rho1v / ((1 - rho1v ** 2) ** 0.5)
+            eta1 * rho_aux1 * rho1v / ((1 - rho1v**2) ** 0.5)
             + norm.pdf(lambda1) / norm.cdf(lambda1) * rho_aux2
         )
         * 1
@@ -176,21 +176,21 @@ def calc_hess_beta0(
     """
 
     # define some aux_vars
-    rho_aux1 = lambda0 * rho0v / (1 - rho0v ** 2) - nu0 / (1 - rho0v ** 2) ** 0.5
-    rho_aux2 = rho0v ** 2 / ((1 - rho0v ** 2) ** (3 / 2)) + 1 / (1 - rho0v ** 2) ** 0.5
-    sd_aux1 = rho0v ** 2 / (1 - rho0v ** 2)
-    sd_aux2 = rho0v / (np.sqrt(1 - rho0v ** 2))
+    rho_aux1 = lambda0 * rho0v / (1 - rho0v**2) - nu0 / (1 - rho0v**2) ** 0.5
+    rho_aux2 = rho0v**2 / ((1 - rho0v**2) ** (3 / 2)) + 1 / (1 - rho0v**2) ** 0.5
+    sd_aux1 = rho0v**2 / (1 - rho0v**2)
+    sd_aux2 = rho0v / (np.sqrt(1 - rho0v**2))
 
     # add zeros for beta0
     der_b0_beta1 = np.zeros((n_col_X1, n_col_X0))
 
     # beta0
     der_b0_beta0 = (
-        -(X0X0 * (rho0v ** 2 / (1 - rho0v ** 2)) * 1 / sd0 ** 2) + X0.T @ X0 / sd0 ** 2
+        -(X0X0 * (rho0v**2 / (1 - rho0v**2)) * 1 / sd0**2) + X0.T @ X0 / sd0**2
     )
     der_b0_beta0 = np.concatenate((der_b0_beta1, der_b0_beta0), axis=1)
     # gamma
-    der_b0_gamma = -X0Z0 * rho0v / (1 - rho0v ** 2) * 1 / sd0
+    der_b0_gamma = -X0Z0 * rho0v / (1 - rho0v**2) * 1 / sd0
     der_b0_gamma = np.concatenate((der_b0_beta0, der_b0_gamma), axis=1)
 
     # add zeros for sigma1 and rho1
@@ -204,15 +204,15 @@ def calc_hess_beta0(
             - 2 * nu0
         )
         * 1
-        / sd0 ** 2
+        / sd0**2
     )
     der_b0_sd = np.expand_dims((der_b0_sd.T @ X0), 1)
     der_b0_sd = np.concatenate((der_b0_gamma, der_b0_sd), axis=1)
 
     # rho
     der_b0_rho = (
         (
-            eta0 * -rho_aux1 * (rho0v / ((1 - rho0v ** 2) ** 0.5))
+            eta0 * -rho_aux1 * (rho0v / ((1 - rho0v**2) ** 0.5))
             + norm.pdf(lambda0) / (1 - norm.cdf(lambda0)) * rho_aux2
         )
         * 1
@@ -252,7 +252,7 @@ def calc_hess_gamma(
 
     der_gamma_beta = np.zeros((Z1.shape[1], num_col_X1X0))
 
-    der_g_gamma = -(1 / (1 - rho1v ** 2) * Z1Z1 + 1 / (1 - rho0v ** 2) * Z0Z0)
+    der_g_gamma = -(1 / (1 - rho1v**2) * Z1Z1 + 1 / (1 - rho0v**2) * Z0Z0)
     der_g_gamma = np.concatenate((der_gamma_beta, der_g_gamma), axis=1)
 
     # sigma1
@@ -261,19 +261,19 @@ def calc_hess_gamma(
         @ np.einsum("ij, i ->ij", X1, nu1)
         / sd1
         * rho1v
-        / (1 - rho1v ** 2)
+        / (1 - rho1v**2)
     )[:, 0]
     der_g_sd1 = np.expand_dims(der_g_sd1, 0).T
     der_g_sd1 = np.concatenate((der_g_gamma, der_g_sd1), axis=1)
 
     # rho1
     aux_rho11 = np.einsum("ij, i ->ij", Z1, eta1).T @ (
-        lambda1 * rho1v / (1 - rho1v ** 2) - nu1 / np.sqrt(1 - rho1v ** 2)
+        lambda1 * rho1v / (1 - rho1v**2) - nu1 / np.sqrt(1 - rho1v**2)
     )
     aux_rho21 = Z1.T @ (norm.pdf(lambda1) / norm.cdf(lambda1))
 
-    der_g_rho1 = -aux_rho11 * 1 / (np.sqrt(1 - rho1v ** 2)) - aux_rho21 * rho1v / (
-        (1 - rho1v ** 2) ** (3 / 2)
+    der_g_rho1 = -aux_rho11 * 1 / (np.sqrt(1 - rho1v**2)) - aux_rho21 * rho1v / (
+        (1 - rho1v**2) ** (3 / 2)
     )
     der_g_rho1 = np.expand_dims(der_g_rho1, 0).T
     der_g_rho1 = np.concatenate((der_g_sd1, der_g_rho1), axis=1)
@@ -284,19 +284,19 @@ def calc_hess_gamma(
         @ np.einsum("ij, i ->ij", X0, nu0)
         / sd0
         * rho0v
-        / (1 - rho0v ** 2)
+        / (1 - rho0v**2)
     )[:, 0]
     der_g_sd0 = np.expand_dims(der_g_sd0, 0).T
     der_g_sd0 = np.concatenate((der_g_rho1, -der_g_sd0), axis=1)
 
     # rho1
     aux_rho10 = np.einsum("ij, i ->ij", Z0, eta0).T @ (
-        lambda0 * rho0v / (1 - rho0v ** 2) - nu0 / np.sqrt(1 - rho0v ** 2)
+        lambda0 * rho0v / (1 - rho0v**2) - nu0 / np.sqrt(1 - rho0v**2)
     )
     aux_rho20 = -Z0.T @ (norm.pdf(lambda0) / (1 - norm.cdf(lambda0)))
 
-    der_g_rho0 = aux_rho10 * 1 / (np.sqrt(1 - rho0v ** 2)) + aux_rho20 * rho0v / (
-        (1 - rho0v ** 2) ** (3 / 2)
+    der_g_rho0 = aux_rho10 * 1 / (np.sqrt(1 - rho0v**2)) + aux_rho20 * rho0v / (
+        (1 - rho0v**2) ** (3 / 2)
     )
     der_g_rho0 = np.expand_dims(-der_g_rho0, 0).T
     der_g_rho0 = np.concatenate((der_g_sd0, der_g_rho0), axis=1)
@@ -328,52 +328,52 @@ def calc_hess_dist(
     Delta_sd1 = (
         +1 / sd1
         - (norm.pdf(lambda1) / norm.cdf(lambda1))
-        * (rho1v * nu1 / (np.sqrt(1 - rho1v ** 2) * sd1))
-        - nu1 ** 2 / sd1
+        * (rho1v * nu1 / (np.sqrt(1 - rho1v**2) * sd1))
+        - nu1**2 / sd1
     )
     Delta_sd1_der = (
         nu1
         / sd1
         * (
-            -eta1 * (rho1v ** 2 * nu1) / (1 - rho1v ** 2)
-            + (norm.pdf(lambda1) / norm.cdf(lambda1)) * rho1v / np.sqrt(1 - rho1v ** 2)
+            -eta1 * (rho1v**2 * nu1) / (1 - rho1v**2)
+            + (norm.pdf(lambda1) / norm.cdf(lambda1)) * rho1v / np.sqrt(1 - rho1v**2)
             + 2 * nu1
         )
     )
 
     Delta_sd0 = (
         +1 / sd0
         + (norm.pdf(lambda0) / (1 - norm.cdf(lambda0)))
-        * (rho0v * nu0 / (np.sqrt(1 - rho0v ** 2) * sd0))
-        - nu0 ** 2 / sd0
+        * (rho0v * nu0 / (np.sqrt(1 - rho0v**2) * sd0))
+        - nu0**2 / sd0
     )
     Delta_sd0_der = (
         nu0
         / sd0
         * (
-            -eta0 * (rho0v ** 2 * nu0) / (1 - rho0v ** 2)
+            -eta0 * (rho0v**2 * nu0) / (1 - rho0v**2)
             - (norm.pdf(lambda0) / (1 - norm.cdf(lambda0)))
             * rho0v
-            / np.sqrt(1 - rho0v ** 2)
+            / np.sqrt(1 - rho0v**2)
             + 2 * nu0
         )
     )
 
-    aux_rho11 = lambda1 * rho1v / (1 - rho1v ** 2) - nu1 / np.sqrt(1 - rho1v ** 2)
-    aux_rho12 = 1 / (1 - rho1v ** 2) ** (3 / 2)
+    aux_rho11 = lambda1 * rho1v / (1 - rho1v**2) - nu1 / np.sqrt(1 - rho1v**2)
+    aux_rho12 = 1 / (1 - rho1v**2) ** (3 / 2)
 
-    aux_rho_rho11 = (np.dot(gamma, Z1.T) * rho1v - nu1) / (1 - rho1v ** 2) ** (3 / 2)
+    aux_rho_rho11 = (np.dot(gamma, Z1.T) * rho1v - nu1) / (1 - rho1v**2) ** (3 / 2)
     aux_rho_rho12 = (
-        2 * np.dot(gamma, Z1.T) * rho1v ** 2 + np.dot(gamma, Z1.T) - 3 * nu1 * rho1v
-    ) / (1 - rho1v ** 2) ** (5 / 2)
+        2 * np.dot(gamma, Z1.T) * rho1v**2 + np.dot(gamma, Z1.T) - 3 * nu1 * rho1v
+    ) / (1 - rho1v**2) ** (5 / 2)
 
-    aux_rho01 = lambda0 * rho0v / (1 - rho0v ** 2) - nu0 / np.sqrt(1 - rho0v ** 2)
-    aux_rho02 = 1 / (1 - rho0v ** 2) ** (3 / 2)
+    aux_rho01 = lambda0 * rho0v / (1 - rho0v**2) - nu0 / np.sqrt(1 - rho0v**2)
+    aux_rho02 = 1 / (1 - rho0v**2) ** (3 / 2)
 
-    aux_rho_rho01 = (np.dot(gamma, Z0.T) * rho0v - nu0) / (1 - rho0v ** 2) ** (3 / 2)
+    aux_rho_rho01 = (np.dot(gamma, Z0.T) * rho0v - nu0) / (1 - rho0v**2) ** (3 / 2)
     aux_rho_rho02 = (
-        2 * np.dot(gamma, Z0.T) * rho0v ** 2 + np.dot(gamma, Z0.T) - 3 * nu0 * rho0v
-    ) / (1 - rho0v ** 2) ** (5 / 2)
+        2 * np.dot(gamma, Z0.T) * rho0v**2 + np.dot(gamma, Z0.T) - 3 * nu0 * rho0v
+    ) / (1 - rho0v**2) ** (5 / 2)
 
     # for sigma1
 
@@ -385,7 +385,7 @@ def calc_hess_dist(
         1
         / sd1
         * (
-            -eta1 * aux_rho11 * (rho1v * nu1) / (np.sqrt(1 - rho1v ** 2))
+            -eta1 * aux_rho11 * (rho1v * nu1) / (np.sqrt(1 - rho1v**2))
             - (norm.pdf(lambda1) / norm.cdf(lambda1)) * aux_rho12 * nu1
         )
     )
@@ -411,7 +411,7 @@ def calc_hess_dist(
         1
         / sd0
         * (
-            -eta0 * aux_rho01 * (rho0v * nu0) / (np.sqrt(1 - rho0v ** 2))
+            -eta0 * aux_rho01 * (rho0v * nu0) / (np.sqrt(1 - rho0v**2))
             + (norm.pdf(lambda0) / (1 - norm.cdf(lambda0))) * aux_rho02 * nu0
         )
     )

diff --git a/development/tests/property/property_auxiliary.py b/development/tests/property/property_auxiliary.py
@@ -53,7 +53,6 @@ def print_rslt_ext(start, timeout, rslt, err_msg):
     current_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
 
     with open("property.grmpy.info", "w") as outfile:
-
         # Write out some header information.
         outfile.write("\n\n")
         str_ = "\t{0[0]:<15}{0[1]:<20}\n\n"
@@ -64,14 +63,12 @@ def print_rslt_ext(start, timeout, rslt, err_msg):
         modules = sorted(rslt.keys())
 
         for module in modules:
-
             outfile.write("\n " + module.replace(".py", "") + "\n\n")
 
             string = "{:>18}{:>15}{:>15}\n\n"
             outfile.write(string.format("Test", "Success", "Failure"))
 
             for test in sorted(rslt[module].keys()):
-
                 stat = rslt[module][test]
 
                 string = "{:>18}{:>15}{:>15}\n"
@@ -81,7 +78,6 @@ def print_rslt_ext(start, timeout, rslt, err_msg):
         outfile.write("\n" + "-" * 79 + "\n\n")
 
         for err in err_msg:
-
             module, test, seed, msg = err
 
             string = "MODULE {:<25} TEST {:<15} SEED {:<15}\n\n"

diff --git a/development/tests/property/run.py b/development/tests/property/run.py
@@ -58,7 +58,6 @@ def run(args):
         print_rslt(rslt, err_msg)
 
         while True:
-
             seed = random.randrange(1, 100000)
             dirname = get_random_string()
             np.random.seed(seed)
@@ -86,7 +85,6 @@ def run(args):
 
 
 if __name__ == "__main__":
-
     args = process_command_line_arguments("property")
 
     run(args)
diff --git a/development/tests/regression/run.py b/development/tests/regression/run.py
@@ -86,7 +86,6 @@ def check_vault(num_tests=100):
 
 
 if __name__ == "__main__":
-
     parser = argparse.ArgumentParser(
         description="Work with regression tests for package."
     )

diff --git a/development/tests/reliability/reliability.py b/development/tests/reliability/reliability.py
@@ -89,7 +89,6 @@ def monte_carlo(file, grid_points):
 
     # Loop over different correlations between V and U_1
     for rho in np.linspace(0.00, 0.99, grid_points):
-
         # Readjust the initialization file values to add correlation
         model_spec = read(file)
         sim_spec = read("reliability.grmpy.yml")
@@ -153,7 +152,6 @@ def create_plots(effects, true):
 
 
 if __name__ == "__main__":
-
     ATE = get_effect_grmpy("reliability.grmpy.yml")
 
     x = monte_carlo("reliability.grmpy.yml", 10)

diff --git a/development/tests/replication/run.py b/development/tests/replication/run.py
@@ -97,7 +97,6 @@ def calculate_cof_int(rslt, init_dict, data_frame, mte, quantiles):
 
 
 if __name__ == "__main__":
-
     init_dict = read("replication.grmpy.yml")
     # Estimate the coefficients
     rslt = fit("replication.grmpy.yml")

diff --git a/docs/source/figures/create.py b/docs/source/figures/create.py
@@ -21,5 +21,4 @@ def create_figures():
 
 
 if __name__ == "__main__":
-
     create_figures()
diff --git a/docs/source/figures/scripts/fig-reliability-par.py b/docs/source/figures/scripts/fig-reliability-par.py
@@ -62,6 +62,5 @@ def plot_rslts(rslt, file):
 
 
 if __name__ == "__main__":
-
     rslt_dict = fit(RESOURCE_DIR + "/replication.grmpy.yml")
     plot_rslts(rslt_dict, RESOURCE_DIR + "/replication.grmpy.yml")
diff --git a/docs/source/figures/scripts/fig-treatment-effects.py b/docs/source/figures/scripts/fig-treatment-effects.py
@@ -9,7 +9,6 @@
 
 
 def plot_treatment_effect():
-
     x_axis = np.arange(-2, 4, 0.001)
     ax = plt.figure(figsize=(14, 6))
-Original file line number
+Diff line change
@@ Expand Up / @@ -86,7 +86,6 @@ def check_vault(num_tests=100): @@
     if __name__ == "__main__":
         parser = argparse.ArgumentParser(
             description="Work with regression tests for package."
         )
@@ Expand Down @@
Original file line number	Diff line number	Diff line change
Expand Up		@@ -21,5 +21,4 @@ def create_figures():


		if __name__ == "__main__":

		create_figures()
Original file line number	Diff line number	Diff line change
Expand Up		@@ -62,6 +62,5 @@ def plot_rslts(rslt, file):


		if __name__ == "__main__":

		rslt_dict = fit(RESOURCE_DIR + "/replication.grmpy.yml")
		plot_rslts(rslt_dict, RESOURCE_DIR + "/replication.grmpy.yml")
Original file line number	Diff line number	Diff line change
Expand Up		@@ -9,7 +9,6 @@


		def plot_treatment_effect():

		x_axis = np.arange(-2, 4, 0.001)
		ax = plt.figure(figsize=(14, 6))

Expand Down