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fix: test
1 parent 3be1ba4 commit 5d89ec4

1 file changed

Lines changed: 9 additions & 6 deletions

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src/stats/stationarity/kpss.rs

Lines changed: 9 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -128,14 +128,17 @@ pub fn kpss_test(y: &[f64], cfg: KPSSConfig) -> KPSSResult {
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#[cfg(test)]
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mod tests {
131+
use rand::SeedableRng;
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use rand::rngs::StdRng;
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use super::KPSSConfig;
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use super::kpss_test;
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use crate::distributions::normal::SimdNormal;
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135-
fn simulate_ar1(phi: f64, n: usize) -> Vec<f64> {
138+
fn simulate_ar1(phi: f64, n: usize, seed: u64) -> Vec<f64> {
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let innovations = {
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let dist = SimdNormal::<f64>::new(0.0, 1.0);
138-
let mut rng = rand::rng();
141+
let mut rng = StdRng::seed_from_u64(seed);
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let mut eps = vec![0.0; n];
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dist.fill_slice(&mut rng, &mut eps);
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eps
@@ -148,10 +151,10 @@ mod tests {
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x
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}
150153

151-
fn simulate_random_walk(n: usize) -> Vec<f64> {
154+
fn simulate_random_walk(n: usize, seed: u64) -> Vec<f64> {
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let innovations = {
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let dist = SimdNormal::<f64>::new(0.0, 1.0);
154-
let mut rng = rand::rng();
157+
let mut rng = StdRng::seed_from_u64(seed);
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let mut eps = vec![0.0; n];
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dist.fill_slice(&mut rng, &mut eps);
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eps
@@ -166,7 +169,7 @@ mod tests {
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#[test]
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fn kpss_keeps_stationarity_for_ar1() {
169-
let x = simulate_ar1(0.75, 2000);
172+
let x = simulate_ar1(0.75, 2000, 0x4B505353);
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let res = kpss_test(&x, KPSSConfig::default());
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assert!(
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!res.reject_stationarity,
@@ -176,7 +179,7 @@ mod tests {
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#[test]
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fn kpss_rejects_stationarity_for_random_walk() {
179-
let x = simulate_random_walk(2000);
182+
let x = simulate_random_walk(2000, 0x4B505354);
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let res = kpss_test(&x, KPSSConfig::default());
181184
assert!(
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res.reject_stationarity,

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