'''generates some ARMA random samples and saves to python module file

'''

import numpy as np
from scikits.statsmodels.sandbox import tsa
from scikits.statsmodels.tsa.arima_process import arma_generate_sample
from maketests_mlabwrap import HoldIt

if __name__ == '__main__':
    filen = 'savedrvs_tmp.py'
    np.set_printoptions(precision=14, linewidth=100)
    
    
    # check arma to return same as random.normal
    np.random.seed(10000)
    xo = arma_generate_sample([1], [1], nsample=100)
    xo2 = np.round(xo*1000).astype(int)
    np.random.seed(10000)
    rvs = np.random.normal(size=100)
    rvs2 = np.round(xo*1000).astype(int)
    assert (xo2==rvs2).all()
    
    nsample = 1000
    data =  HoldIt('rvsdata')
    
    np.random.seed(10000)
    xo = arma_generate_sample([1, -0.8, 0.5], [1], nsample=nsample)
    data.xar2 = np.round(xo*1000).astype(int)
    np.random.seed(10000)
    xo = np.random.normal(size=nsample)
    data.xnormal = np.round(xo*1000).astype(int)
    np.random.seed(10000)
    xo = arma_generate_sample([1, -0.8, 0.5, -0.3], [1, 0.3, 0.2], nsample=nsample)
    data.xarma32 = np.round(xo*1000).astype(int)
    
    data.save(filename=filen, comment='generated data, divide by 1000, see savervs')
