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ENH: Use lower case as the only spelling of string options that arch shows - #955
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Matching of string options is not case sensitive, but a few options still
had a canonical spelling that was not lower case, and arch showed it in
docstrings, annotations, defaults, error messages and attributes. Lower
case is now the only spelling that arch shows:
- MCS: method is "r" or "max" (the method attribute was "R").
- phillips_ouliaris, phillips_ouliaris_cv and phillips_ouliaris_pval:
test_type is "za", "zt", "pu" or "pz". The tests keep their names in the
results ("Phillips-Ouliaris Zt Cointegration Test").
- ARCHModelResult.plot: annualize is "d", "w" or "m".
- arch_model: the annotations, defaults and docstrings use "constant",
"garch" and the other lower case names.
- Kernels: the error message and the docstrings list the names of the
classes in KERNELS in lower case with hyphens, such as
"quadratic-spectral".
Every previous spelling is still accepted and gives the same results. The
tests that checked the old values and messages are updated, and
test_lower_case_options.py checks the annotations, defaults, documented sets,
the values listed in error messages and the exposed values.
xref #947, #950
The narrative documentation and the example notebooks pass the options of arch_model, plot and phillips_ouliaris and the kernel names in lower case. xref #947
![github-advanced-security[bot]](https://avatars.githubusercontent.com/in/57789?s=60&v=4){kind=small}
| ) | ||
| self.name = f"Phillips-Ouliaris {test_type} Cointegration Test" | ||
| name = _TEST_NAMES.get(test_type.lower(), test_type) | ||
| self.name = f"Phillips-Ouliaris {name} Cointegration Test" |
This was referenced Oct 17, 2026
Codecov Report❌ Patch coverage is
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## main #955 +/- ##
==========================================
- Coverage 99.01% 98.96% -0.06%
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Files 134 135 +1
Lines 29563 29725 +162
Branches 2290 2314 +24
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+ Hits 29271 29416 +145
- Misses 239 255 +16
- Partials 53 54 +1
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Branch
a90-lower1-option-case, 4 commits ona90-fix-main-tests. Merge #953first. This is release decision 64: "Lower case should be the only way the
arch package makes official strings shown to users, even though case
insensitive matching is used."
#947 made every string option case-insensitive, but a few still showed or
stored capitals. They are now lower case everywhere arch shows them:
method: the storedMCS.methodis now"r"; it was"R"."max"is unchanged.
arch_model: themean/volannotations and defaults are now"constant"and"garch"; they were"Constant"and"GARCH".plot(annualize=...)is now"d","w","m"; thePhillips-Ouliaris
test_typeis now"za","zt","pu","pz"; kernel namesin messages and docs are written like
"quadratic-spectral"and"newey-west".Literalannotations, signature defaults, docstring option sets,error messages, four documentation pages and five example notebooks.
Matching is still case-insensitive:
vol="GARCH",method="R"andannualize="D"work and give identical results. Names that are not optionvalues are unchanged: model and process names in summaries, class names such as
the
KERNELSkeys, and test names such as "Phillips-Ouliaris Zt CointegrationTest".
Behaviour, compared with the base on 1461 cases (every function × option ×
spelling):
MCS.method. The MCS p-values and theincluded/excluded sets are identical for "R", "r" and "max".
The golden battery is identical.
Tests: 845 new tests in
arch/tests/test_lower_case_options.py(annotations,defaults, documented sets, listed values, exposed values, and old spellings
still accepted); 14 test files updated for the new values and messages. Fast
suite 24,467 passed. The only failures are the 7 covariance dtype tests that
also fail on main; a separate PR fixes them. Docs build 0 warnings; numpydoc lint
0; style clean. The release notes have a backward-incompatible entry for the
exposed values and messages.
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