TST/CLN: Tighten tol to reduce spurious test failure

Sighten integration tol to avoid spurious fail on Win32
Clean up related functions

statsmodels/sandbox/distributions/multivariate.py

@@ -65,7 +65,8 @@ def bghfactor(df):
 
 
 def mvstdtprob(a, b, R, df, ieps=1e-5, quadkwds=None, mvstkwds=None):
- '''probability of rectangular area of standard t distribution
+ """
+ Probability of rectangular area of standard t distribution
 
  assumes mean is zero and R is correlation matrix
 
@@ -74,14 +75,12 @@ def mvstdtprob(a, b, R, df, ieps=1e-5, quadkwds=None, mvstkwds=None):
  This function does not calculate the estimate of the combined error
  between the underlying multivariate normal probability calculations
  and the integration.
-
- '''
- kwds = dict(args=(a,b,R,df), epsabs=1e-4, epsrel=1e-2, limit=150)
+ """
+ kwds = dict(args=(a, b, R, df), epsabs=1e-4, epsrel=1e-2, limit=150)
  if not quadkwds is None:
  kwds.update(quadkwds)
- #print kwds
- res, err = integrate.quad(funbgh2, *chi.ppf([ieps,1-ieps], df),
- **kwds)
+ lower, upper = chi.ppf([ieps, 1 - ieps], df)
+ res, err = integrate.quad(funbgh2, lower, upper, **kwds)
  prob = res * bghfactor(df)
  return prob
 

statsmodels/sandbox/distributions/tests/test_multivariate.py

@@ -63,15 +63,17 @@ def test_mvn_mvt_3(self):
  df = self.df
  corr2 = self.corr2
 
- #from -inf
- #print 'from -inf'
  a2 = a.copy()
  a2[:] = -np.inf
- probmvn_R = 0.9961141 #using higher precision in R, error approx. 6.866163e-07
- probmvt_R = 0.9522146 #using higher precision in R, error approx. 1.6e-07
- assert_almost_equal(probmvt_R, mvstdtprob(a2, b, corr2, df), 4)
- assert_almost_equal(probmvn_R, mvstdnormcdf(a2, b, corr2, maxpts=100000,
- abseps=1e-5), 4)
+ # using higher precision in R, error approx. 6.866163e-07
+ probmvn_R = 0.9961141
+ # using higher precision in R, error approx. 1.6e-07
+ probmvt_R = 0.9522146
+ quadkwds = {'epsabs': 1e-08}
+ probmvt = mvstdtprob(a2, b, corr2, df, quadkwds=quadkwds)
+ assert_almost_equal(probmvt_R, probmvt, 4)
+ probmvn = mvstdnormcdf(a2, b, corr2, maxpts=100000, abseps=1e-5)
+ assert_almost_equal(probmvn_R, probmvn, 4)
 
  def test_mvn_mvt_4(self):
  a, bl = self.a, self.b