numeraire.testing.check_estimator#
- numeraire.testing.check_estimator(estimator: Any, view_factory: Callable[[], Any], *, splitter: Any | None = None, min_train: int | None = None, forecast_kwargs: dict[str, Any] | None = None) None[source]#
Run the full conformance suite; raise
AssertionErroron the first violation.- Parameters:
estimator – Anything with
fit(view) -> Model(aEstimator).view_factory – A deterministic zero-argument callable returning an equivalent view each call — synthetic data built with a fixed seed. Determinism is required because several checks rebuild the view to compare outputs.
splitter – Forwarded to
check_engine_roundtrip()to size the walk-forward run for the fixture (e.g. a smallmin_trainfor a short synthetic view).min_train – Forwarded to
check_engine_roundtrip()to size the walk-forward run for the fixture (e.g. a smallmin_trainfor a short synthetic view).forecast_kwargs – Forwarded to
check_engine_roundtrip()to size the walk-forward run for the fixture (e.g. a smallmin_trainfor a short synthetic view).