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TYP: Type the options of lsmr and of the IVSystemGMM estimators with … - #843
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…TypedDicts The options that are passed on with ** had a union of value types, so mypy checked every parameter of the callee against the whole union and reported seven errors: five for scipy.sparse.linalg.lsmr in lsmr_annihilate, one for the weight matrix of IVSystemGMM and one for its covariance. - _LSMROptions lists the keyword arguments of lsmr. _options_key takes a Mapping, which a TypedDict is. - _WeightConfig and _KernelWeightConfig, and _GMMCovConfig and _GMMKernelCovConfig, list the options of the weight matrices and of the covariances of IVSystemGMM. Only the kernel estimators take kernel, bandwidth and optimal_bw, so the kernel estimator is constructed directly, and the others through GMM_W_EST and GMM_COV_EST as before. The public signatures are unchanged, and so are the estimators that are constructed and the options they receive.
find_constant is annotated to return an int, but returned a NumPy integer. The demeaning paths of PanelOLS returned the integer 0 as the weighted mean of the dependent variable of a model without a constant, where the return type is a float64 array; it is now the 0-d array np.array(0.0). fit uses that mean only if the model has a constant, so the results do not change.
Run mypy with pandas-stubs and scipy-stubs on pushes to main and on pull requests. The result is informational: new releases of mypy and of the stubs often add errors, so a failure does not fail the check. It adds a warning annotation with the number of errors, and the log lists them.
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…TypedDicts
The options that are passed on with ** had a union of value types, so mypy
checked every parameter of the callee against the whole union and reported
seven errors: five for scipy.sparse.linalg.lsmr in lsmr_annihilate, one for
the weight matrix of IVSystemGMM and one for its covariance.
Mapping, which a TypedDict is.
_GMMKernelCovConfig, list the options of the weight matrices and of the
covariances of IVSystemGMM. Only the kernel estimators take kernel,
bandwidth and optimal_bw, so the kernel estimator is constructed directly,
and the others through GMM_W_EST and GMM_COV_EST as before.
The public signatures are unchanged, and so are the estimators that are
constructed and the options they receive.