FIX: rank-size test by inc. sample size#556
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mmcky merged 1 commit intoQuantEcon:masterfrom Jul 1, 2020
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thanks @jstac |
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As mentioned in PR #551 the test for
rank_sizemethod checks for linearity in the output log-log plot. I did this by performing linear regression oflog(size_data)onlog(rank_data)and comparing the resultingr_squaredvalue to 1.Turns out an error tolerance of
1e-4for a sample size of1000was a little optimistic. I have increased the sample size to10000, reduced the tolerance to1e-3and the comparison works as expected now.Another mistake was setting the seed for exponential draw but not the Pareto draw, I've fixed that as well. I'm not sure if setting a seed here is a good practice in the first place, if not I can remove it and increase sample size / reduce tolerance further.
Please let me know if this is an acceptable fix. This should close #553.