Merge pull request #194 from esvhd/conf_int_bca_fix

np.atleast_1d() fix for conf_int(method='bca') on scaler inputs.

Author: bashtage

arch/bootstrap/base.py

@@ -461,6 +461,7 @@ def conf_int(self, func, reps=1000, method='basic', size=0.95, tail='two',
                                   'too small to use BCa'
                         raise RuntimeError(message.format(jk_var=denom))
                     a = numer / denom
+                    a = np.atleast_1d(a)
                     a = a[:, None]
                 else:
                     a = 0.0

arch/tests/bootstrap/test_bootstrap.py

@@ -457,6 +457,19 @@ def func(y):
         ci = ci.T
         assert_allclose(ci_db, ci)
 
+    def test_conf_int_bca_scaler(self):
+        num_bootstrap = 100
+        bs = IIDBootstrap(self.y)
+        bs.seed(23456)
+
+        try:
+            ci = bs.conf_int(np.mean, reps=num_bootstrap, method='bca')
+            assert(ci.shape == (2, 1))
+        except IndexError:
+            pytest.fail('conf_int(method=\'bca\') scaler input regression. '
+                        'Ensure output is at least 1D with '
+                        'numpy.atleast_1d().')
+
     def test_conf_int_parametric(self):
         def param_func(x, params=None, state=None):
             if state is not None: