Merge pull request #758 from bashtage/improve-typing

TYP: Improve typing accuracy

arch/bootstrap/base.py

@@ -1271,15 +1271,15 @@ def _resample(self) -> tuple[tuple[ArrayLike, ...], dict[str, ArrayLike]]:
         pos_data: list[Union[NDArray, pd.DataFrame, pd.Series]] = []
         for values in self._args:
             if isinstance(values, (pd.Series, pd.DataFrame)):
-                assert isinstance(indices, NDArray)
+                assert isinstance(indices, np.ndarray)
                 pos_data.append(values.iloc[indices])
             else:
                 assert isinstance(values, np.ndarray)
                 pos_data.append(values[indices])
         named_data: dict[str, Union[NDArray, pd.DataFrame, pd.Series]] = {}
         for key, values in self._kwargs.items():
             if isinstance(values, (pd.Series, pd.DataFrame)):
-                assert isinstance(indices, NDArray)
+                assert isinstance(indices, np.ndarray)
                 named_data[key] = values.iloc[indices]
             else:
                 assert isinstance(values, np.ndarray)

arch/tests/univariate/test_mean.py

@@ -29,6 +29,7 @@
 from arch.typing import Literal
 from arch.univariate.base import (
     ARCHModel,
+    ARCHModelFixedResult,
     ARCHModelForecast,
     ARCHModelResult,
     _align_forecast,
@@ -139,7 +140,7 @@ def simulated_data(request):
         for a, b in itertools.product(simple_mean_models, analytic_volatility_processes)
     ],
 )
-def forecastable_model(request):
+def forecastable_model(request) -> tuple[ARCHModelResult, ARCHModelFixedResult]:
     mod: ARCHModel
     vol: VolatilityProcess
     mod, vol = request.param

arch/unitroot/unitroot.py

@@ -17,6 +17,7 @@
     diag,
     diff,
     empty,
+    float64,
     full,
     hstack,
     inf,
@@ -235,7 +236,7 @@ def _autolag_ols_low_memory(
         trendx.append(empty((nobs, 0)))
     else:
         if "tt" in trend:
-            tt = arange(1, nobs + 1, dtype=float)[:, None] ** 2
+            tt = arange(1, nobs + 1, dtype=float64)[:, None] ** 2
             tt *= sqrt(5) / float(nobs) ** (5 / 2)
             trendx.append(tt)
         if "t" in trend:
@@ -402,6 +403,7 @@ def _df_select_lags(
     if max_lags is None:
         max_lags = int(ceil(12.0 * power(nobs / 100.0, 1 / 4.0)))
         max_lags = max(min(max_lags, max_max_lags), 0)
+        assert isinstance(max_lags, int)
         if max_lags > 119:
             warnings.warn(
                 "The value of max_lags was not specified and has been calculated as "
@@ -1970,8 +1972,8 @@ def auto_bandwidth(
     float
         The estimated optimal bandwidth.
     """
-    y = ensure1d(y, "y")
-    if y.shape[0] < 2:
+    y_arr = ensure1d(y, "y")
+    if y_arr.shape[0] < 2:
         raise ValueError("Data must contain more than one observation")
 
     lower_kernel = kernel.lower()
@@ -1987,12 +1989,12 @@ def auto_bandwidth(
     else:
         raise ValueError("Unknown kernel")
 
-    n = int(4 * ((len(y) / 100) ** n_power))
+    n = int(4 * ((len(y_arr) / 100) ** n_power))
     sig = (n + 1) * [0]
 
     for i in range(n + 1):
-        a = list(y[i:])
-        b = list(y[: len(y) - i])
+        a = list(y_arr[i:])
+        b = list(y_arr[: len(y_arr) - i])
         sig[i] = int(npsum([i * j for (i, j) in zip(a, b)]))
 
     sigma_m1 = sig[1 : len(sig)]  # sigma without the 1st element
@@ -2018,6 +2020,6 @@ def auto_bandwidth(
         else:  # kernel == "qs":
             gamma = 1.3221 * (((s2 / s0) ** 2) ** t_power)
 
-    bandwidth = gamma * power(len(y), t_power)
+    bandwidth = gamma * power(len(y_arr), t_power)
 
     return bandwidth

arch/univariate/base.py

@@ -7,7 +7,7 @@
 from copy import deepcopy
 import datetime as dt
 from functools import cached_property
-from typing import Any, Callable, Optional, Union, cast
+from typing import Any, Callable, Optional, Union, cast, overload
 import warnings
 
 import numpy as np
@@ -410,6 +410,38 @@ def _fit_parameterless_model(
             deepcopy(self),
         )
 
+    @overload
+    def _loglikelihood(
+        self,
+        parameters: Float64Array,
+        sigma2: Float64Array,
+        backcast: Union[float, Float64Array],
+        var_bounds: Float64Array,
+    ) -> float:  # pragma: no cover
+        ...  # pragma: no cover
+
+    @overload
+    def _loglikelihood(
+        self,
+        parameters: Float64Array,
+        sigma2: Float64Array,
+        backcast: Union[float, Float64Array],
+        var_bounds: Float64Array,
+        individual: Literal[False] = ...,
+    ) -> float:  # pragma: no cover
+        ...  # pragma: no cover
+
+    @overload
+    def _loglikelihood(
+        self,
+        parameters: Float64Array,
+        sigma2: Float64Array,
+        backcast: Union[float, Float64Array],
+        var_bounds: Float64Array,
+        individual: Literal[True] = ...,
+    ) -> Float64Array:  # pragma: no cover
+        ...  # pragma: no cover
+
     def _loglikelihood(
         self,
         parameters: Float64Array,
@@ -706,6 +738,7 @@ def fit(
         if starting_values is not None:
             assert sv is not None
             sv = ensure1d(sv, "starting_values")
+            assert isinstance(sv, (np.ndarray, pd.Series))
             valid = sv.shape[0] == num_params
             if a.shape[0] > 0:
                 satisfies_constraints = a.dot(sv) - b >= 0
@@ -1362,7 +1395,7 @@ def _set_tight_x(axis: Axes, index: pd.Index) -> None:
         ax = fig.add_subplot(2, 1, 1)
         ax.plot(self._index.values, self.resid / self.conditional_volatility)
         ax.set_title("Standardized Residuals")
-        ax.axes.xaxis.set_ticklabels([])
+        ax.set_xticklabels([])
         _set_tight_x(ax, self._index)
 
         ax = fig.add_subplot(2, 1, 2)

arch/univariate/mean.py

@@ -5,7 +5,7 @@
 
 from collections.abc import Mapping, Sequence
 import copy
-from typing import TYPE_CHECKING, Callable, Optional, Union, cast
+from typing import TYPE_CHECKING, Callable, Optional, Union, cast, overload
 
 import numpy as np
 import pandas as pd
@@ -546,7 +546,9 @@ def _check_specification(self) -> None:
             if isinstance(self._x, pd.Series):
                 self._x = pd.DataFrame(self._x)
             elif self._x.ndim == 1:
+                assert isinstance(self._x, np.ndarray)
                 self._x = np.asarray(self._x)[:, None]
+            assert isinstance(self._x, (np.ndarray, pd.DataFrame))
             if self._x.ndim != 2 or self._x.shape[0] != self._y.shape[0]:
                 raise ValueError(
                     "x must be nobs by n, where nobs is the same as "
@@ -1723,6 +1725,38 @@ def resids(
     def starting_values(self) -> Float64Array:
         return np.r_[super().starting_values(), 0.0]
 
+    @overload
+    def _loglikelihood(
+        self,
+        parameters: Float64Array,
+        sigma2: Float64Array,
+        backcast: Union[float, Float64Array],
+        var_bounds: Float64Array,
+    ) -> float:  # pragma: no cover
+        ...  # pragma: no cover
+
+    @overload
+    def _loglikelihood(
+        self,
+        parameters: Float64Array,
+        sigma2: Float64Array,
+        backcast: Union[float, Float64Array],
+        var_bounds: Float64Array,
+        individual: Literal[False] = ...,
+    ) -> float:  # pragma: no cover
+        ...  # pragma: no cover
+
+    @overload
+    def _loglikelihood(
+        self,
+        parameters: Float64Array,
+        sigma2: Float64Array,
+        backcast: Union[float, Float64Array],
+        var_bounds: Float64Array,
+        individual: Literal[True] = ...,
+    ) -> Float64Array:  # pragma: no cover
+        ...  # pragma: no cover
+
     def _loglikelihood(
         self,
         parameters: Float64Array,

arch/univariate/volatility.py

@@ -2111,6 +2111,7 @@ def compute_variance(
         var_bounds: Float64Array,
     ) -> Float64Array:
         lam = parameters[0] if self._estimate_lam else self.lam
+        assert isinstance(lam, float)
         return ewma_recursion(lam, resids, sigma2, resids.shape[0], float(backcast))
 
     def constraints(self) -> tuple[Float64Array, Float64Array]: