Small bug in bootstrap keywords (#483)

optimagic-dev · Mar 5, 2024 · 3fba00e · 3fba00e
1 parent d7d53ec
commit 3fba00e
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Showing 3 changed files with 15 additions and 4 deletions.
diff --git a/src/estimagic/estimation/msm_weighting.py b/src/estimagic/estimation/msm_weighting.py
@@ -24,7 +24,7 @@ def get_moments_cov(
         moment_kwargs (dict): Additional keyword arguments for calculate_moments.
         bootstrap_kwargs (dict): Additional keyword arguments that govern the
             bootstrapping. Allowed arguments are "n_draws", "seed", "n_cores",
-            "batch_evaluator", "cluster" and "error_handling". For details see the
+            "batch_evaluator", "cluster_by" and "error_handling". For details see the
             bootstrap function.
 
     Returns:
@@ -39,8 +39,10 @@ def get_moments_cov(
         "n_draws",
         "seed",
         "batch_evaluator",
-        "cluster",
+        "cluster_by",
         "error_handling",
+        "existing_result",
+        "outcome_kwargs",
     }
     problematic = set(bootstrap_kwargs).difference(valid_bs_kwargs)
     if problematic:

diff --git a/src/estimagic/inference/bootstrap.py b/src/estimagic/inference/bootstrap.py
@@ -37,7 +37,7 @@ def bootstrap(
         data (pd.DataFrame): Dataset.
         existing_result (BootstrapResult): An existing BootstrapResult
             object from a previous call of bootstrap(). Default is None.
-        outcome_kwargs (dict): Additional keyword arguments for outco me.
+        outcome_kwargs (dict): Additional keyword arguments for outcome.
         n_draws (int): Number of bootstrap samples to draw.
             If len(existing_outcomes) >= n_draws, a random subset of existing_outcomes
             is used.

diff --git a/tests/estimation/test_msm_weighting.py b/tests/estimation/test_msm_weighting.py
@@ -95,13 +95,14 @@ def test_get_moments_cov_passes_bootstrap_kwargs_to_bootstrap():
     rng = get_rng(1234)
     data = rng.normal(scale=[10, 5, 1], size=(100, 3))
     data = pd.DataFrame(data=data)
+    data["cluster"] = np.random.choice([1, 2, 3], size=100)
 
     def calc_moments(data, keys):
         means = data.mean()
         means.index = keys
         return means.to_dict()
 
-    moment_kwargs = {"keys": ["a", "b", "c"]}
+    moment_kwargs = {"keys": ["a", "b", "c", "cluster"]}
 
     with pytest.raises(ValueError, match="a must be a positive integer unless no"):
         get_moments_cov(
@@ -110,3 +111,11 @@ def calc_moments(data, keys):
             moment_kwargs=moment_kwargs,
             bootstrap_kwargs={"n_draws": -1},
         )
+
+    with pytest.raises(ValueError, match="Invalid bootstrap_kwargs: {'cluster'}"):
+        get_moments_cov(
+            data=data,
+            calculate_moments=calc_moments,
+            moment_kwargs=moment_kwargs,
+            bootstrap_kwargs={"cluster": "cluster"},
+        )