Error compiling Cython file: ------------------------------------------------------------ ... cimport numpy as np cimport cython np.import_array() cimport scipy.linalg.cython_blas as blas ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:37:8: 'scipy/linalg/cython_blas.pxd' not found Error compiling Cython file: ------------------------------------------------------------ ... cimport cython np.import_array() cimport scipy.linalg.cython_blas as blas cimport scipy.linalg.cython_lapack as lapack ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:38:8: 'scipy/linalg/cython_lapack.pxd' not found Error compiling Cython file: ------------------------------------------------------------ ... # Invert initial state covariance matrix # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.scopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:204:16: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.scopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) lapack.spotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:205:18: cimported module has no attribute 'spotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.spotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite initial state covariance matrix.') elif info < 0: raise np.linalg.LinAlgError('Invalid value in initial state covariance matrix.') lapack.spotri("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:210:18: cimported module has no attribute 'spotri' Error compiling Cython file: ------------------------------------------------------------ ... reset_missing = reset_missing + (not self.model.missing[i,t] == self.model.missing[i, t - 1]) # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.scopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:227:20: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.scopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) lapack.spotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:228:22: cimported module has no attribute 'spotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.spotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite selected state covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in selected state covariance matrix encountered at period %d' % t) lapack.spotri("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:233:22: cimported module has no attribute 'spotri' Error compiling Cython file: ------------------------------------------------------------ ... # T(RQRi)T + (RQRi) if (t == 0 or time_varying_transition or time_varying_selected_state_cov): # QiT = (RQRi) @ T blas.ssymm("L", "L", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:239:20: cimported module has no attribute 'ssymm' Error compiling Cython file: ------------------------------------------------------------ ... &alpha, self._selected_state_cov_inv, &self.k_states, self.model._transition, &self.k_states, &beta, self._QiT, &self.k_states) # TQiT = T.T @ QiT blas.sgemm("T", "N", &self.k_states, &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:245:20: cimported module has no attribute 'sgemm' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.scopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:254:20: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.scopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) blas.saxpy(&self.k_states2, &alpha, self._TQiT, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:255:20: cimported module has no attribute 'saxpy' Error compiling Cython file: ------------------------------------------------------------ ... # Z (Hi) Z if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.scopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:262:24: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.scopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) lapack.spotrf("L", &self.model._k_endog, self._obs_cov_fac, &self.model._k_endog, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:263:26: cimported module has no attribute 'spotrf' Error compiling Cython file: ------------------------------------------------------------ ... raise np.linalg.LinAlgError('Non-positive-definite observation covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.scopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:270:20: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.scopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) lapack.spotrs("L", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:271:22: cimported module has no attribute 'spotrs' Error compiling Cython file: ------------------------------------------------------------ ... lapack.spotrs("L", &self.model._k_endog, &self.k_states, self._obs_cov_fac, &self.model._k_endog, self._HiZ, &self.model._k_endog, &info) # ZHiZ = Z.T @ HiZ blas.sgemm("T", "N", &self.k_states, &self.k_states, &self.model._k_endog, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:276:20: cimported module has no attribute 'sgemm' Error compiling Cython file: ------------------------------------------------------------ ... rows = self.k_states - i if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.scopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:291:28: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.scopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.saxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:292:28: cimported module has no attribute 'saxpy' Error compiling Cython file: ------------------------------------------------------------ ... blas.scopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.saxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) else: # K[:q - i, col] = TQiTpQ[i:, i] blas.scopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:296:28: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... else: # K[:q - i, col] = TQiTpQ[i:, i] blas.scopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.scopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:299:24: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = TQiTpQ[i:, i] blas.scopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.scopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.saxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:300:24: cimported module has no attribute 'saxpy' Error compiling Cython file: ------------------------------------------------------------ ... # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.scopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.saxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.scopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:303:24: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... blas.scopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.saxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.scopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.sscal(&self.k_states, &gamma, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:304:24: cimported module has no attribute 'sscal' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.scopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.sscal(&self.k_states, &gamma, &self.K[rows, j], &inc) # P[q - i:q + q - i, col] = -QiT[:q, i] blas.scopy(&self.k_states, &self.K[rows, j], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:306:24: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[rows, j], &inc) # Last period is different elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.scopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:312:24: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.scopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.scopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:315:24: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = RQRi[i:, i] blas.scopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.scopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.saxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:316:24: cimported module has no attribute 'saxpy' Error compiling Cython file: ------------------------------------------------------------ ... j = j + 1 # Prior mean if t == 0: # prior_mean[:, 0] = initial_state blas.scopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:325:20: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0: # prior_mean[:, 0] = initial_state blas.scopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.scopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:328:20: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... # prior_mean[:, 0] = initial_state blas.scopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.scopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) blas.sgemv("N", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:329:20: cimported module has no attribute 'sgemv' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.scopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:338:20: cimported module has no attribute 'scopy' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.scopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.saxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:339:20: cimported module has no attribute 'saxpy' Error compiling Cython file: ------------------------------------------------------------ ... if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.scopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.saxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) blas.sgemv("T", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:340:20: cimported module has no attribute 'sgemv' Error compiling Cython file: ------------------------------------------------------------ ... # Orders of sparse matrices order = self.model.nobs * self.k_states ld = self.lower_bandwidth + 1 # Compute the sparse Cholesky factor of posterior cov lapack.spbtrf("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:350:14: cimported module has no attribute 'spbtrf' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in joint posterior covariance matrix encountered.') # Compute the posterior mean # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.ssbmv("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:360:12: cimported module has no attribute 'ssbmv' Error compiling Cython file: ------------------------------------------------------------ ... # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.ssbmv("L", &self.order, &self.lower_bandwidth, &alpha, self._K, &ld, &self.prior_mean[0, 0], &inc, &alpha, &self.posterior_mean[0, 0], &inc) lapack.spbtrs("L", &self.order, &self.lower_bandwidth, &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:364:14: cimported module has no attribute 'spbtrs' Error compiling Cython file: ------------------------------------------------------------ ... tools.validate_vector_shape('variates', &u.shape[0], self.order, None) # Solve L' x = u to get x \sim N(0, P^{-1}) # (L = posterior_cov_inv_chol is lower triangular) blas.stbsv("L", "T", "N", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:385:12: cimported module has no attribute 'stbsv' Error compiling Cython file: ------------------------------------------------------------ ... blas.stbsv("L", "T", "N", &self.order, &self.lower_bandwidth, &self.posterior_cov_inv_chol[0, 0], &ld, &u[0], &inc) # Add in the posterior mean blas.saxpy(&self.order, &alpha, &self.posterior_mean[0, 0], &inc, &u[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:390:12: cimported module has no attribute 'saxpy' Error compiling Cython file: ------------------------------------------------------------ ... # Invert initial state covariance matrix # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.dcopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:555:16: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.dcopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) lapack.dpotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:556:18: cimported module has no attribute 'dpotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.dpotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite initial state covariance matrix.') elif info < 0: raise np.linalg.LinAlgError('Invalid value in initial state covariance matrix.') lapack.dpotri("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:561:18: cimported module has no attribute 'dpotri' Error compiling Cython file: ------------------------------------------------------------ ... reset_missing = reset_missing + (not self.model.missing[i,t] == self.model.missing[i, t - 1]) # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.dcopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:578:20: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.dcopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) lapack.dpotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:579:22: cimported module has no attribute 'dpotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.dpotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite selected state covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in selected state covariance matrix encountered at period %d' % t) lapack.dpotri("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:584:22: cimported module has no attribute 'dpotri' Error compiling Cython file: ------------------------------------------------------------ ... # T(RQRi)T + (RQRi) if (t == 0 or time_varying_transition or time_varying_selected_state_cov): # QiT = (RQRi) @ T blas.dsymm("L", "L", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:590:20: cimported module has no attribute 'dsymm' Error compiling Cython file: ------------------------------------------------------------ ... &alpha, self._selected_state_cov_inv, &self.k_states, self.model._transition, &self.k_states, &beta, self._QiT, &self.k_states) # TQiT = T.T @ QiT blas.dgemm("T", "N", &self.k_states, &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:596:20: cimported module has no attribute 'dgemm' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.dcopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:605:20: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.dcopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) blas.daxpy(&self.k_states2, &alpha, self._TQiT, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:606:20: cimported module has no attribute 'daxpy' Error compiling Cython file: ------------------------------------------------------------ ... # Z (Hi) Z if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.dcopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:613:24: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.dcopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) lapack.dpotrf("L", &self.model._k_endog, self._obs_cov_fac, &self.model._k_endog, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:614:26: cimported module has no attribute 'dpotrf' Error compiling Cython file: ------------------------------------------------------------ ... raise np.linalg.LinAlgError('Non-positive-definite observation covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.dcopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:621:20: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.dcopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) lapack.dpotrs("L", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:622:22: cimported module has no attribute 'dpotrs' Error compiling Cython file: ------------------------------------------------------------ ... lapack.dpotrs("L", &self.model._k_endog, &self.k_states, self._obs_cov_fac, &self.model._k_endog, self._HiZ, &self.model._k_endog, &info) # ZHiZ = Z.T @ HiZ blas.dgemm("T", "N", &self.k_states, &self.k_states, &self.model._k_endog, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:627:20: cimported module has no attribute 'dgemm' Error compiling Cython file: ------------------------------------------------------------ ... rows = self.k_states - i if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.dcopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:642:28: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.dcopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.daxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:643:28: cimported module has no attribute 'daxpy' Error compiling Cython file: ------------------------------------------------------------ ... blas.dcopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.daxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) else: # K[:q - i, col] = TQiTpQ[i:, i] blas.dcopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:647:28: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... else: # K[:q - i, col] = TQiTpQ[i:, i] blas.dcopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.dcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:650:24: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = TQiTpQ[i:, i] blas.dcopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.dcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.daxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:651:24: cimported module has no attribute 'daxpy' Error compiling Cython file: ------------------------------------------------------------ ... # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.dcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.daxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.dcopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:654:24: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... blas.dcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.daxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.dcopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.dscal(&self.k_states, &gamma, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:655:24: cimported module has no attribute 'dscal' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.dcopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.dscal(&self.k_states, &gamma, &self.K[rows, j], &inc) # P[q - i:q + q - i, col] = -QiT[:q, i] blas.dcopy(&self.k_states, &self.K[rows, j], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:657:24: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[rows, j], &inc) # Last period is different elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.dcopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:663:24: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.dcopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.dcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:666:24: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = RQRi[i:, i] blas.dcopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.dcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.daxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:667:24: cimported module has no attribute 'daxpy' Error compiling Cython file: ------------------------------------------------------------ ... j = j + 1 # Prior mean if t == 0: # prior_mean[:, 0] = initial_state blas.dcopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:676:20: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0: # prior_mean[:, 0] = initial_state blas.dcopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.dcopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:679:20: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... # prior_mean[:, 0] = initial_state blas.dcopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.dcopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) blas.dgemv("N", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:680:20: cimported module has no attribute 'dgemv' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.dcopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:689:20: cimported module has no attribute 'dcopy' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.dcopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.daxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:690:20: cimported module has no attribute 'daxpy' Error compiling Cython file: ------------------------------------------------------------ ... if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.dcopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.daxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) blas.dgemv("T", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:691:20: cimported module has no attribute 'dgemv' Error compiling Cython file: ------------------------------------------------------------ ... # Orders of sparse matrices order = self.model.nobs * self.k_states ld = self.lower_bandwidth + 1 # Compute the sparse Cholesky factor of posterior cov lapack.dpbtrf("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:701:14: cimported module has no attribute 'dpbtrf' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in joint posterior covariance matrix encountered.') # Compute the posterior mean # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.dsbmv("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:711:12: cimported module has no attribute 'dsbmv' Error compiling Cython file: ------------------------------------------------------------ ... # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.dsbmv("L", &self.order, &self.lower_bandwidth, &alpha, self._K, &ld, &self.prior_mean[0, 0], &inc, &alpha, &self.posterior_mean[0, 0], &inc) lapack.dpbtrs("L", &self.order, &self.lower_bandwidth, &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:715:14: cimported module has no attribute 'dpbtrs' Error compiling Cython file: ------------------------------------------------------------ ... tools.validate_vector_shape('variates', &u.shape[0], self.order, None) # Solve L' x = u to get x \sim N(0, P^{-1}) # (L = posterior_cov_inv_chol is lower triangular) blas.dtbsv("L", "T", "N", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:736:12: cimported module has no attribute 'dtbsv' Error compiling Cython file: ------------------------------------------------------------ ... blas.dtbsv("L", "T", "N", &self.order, &self.lower_bandwidth, &self.posterior_cov_inv_chol[0, 0], &ld, &u[0], &inc) # Add in the posterior mean blas.daxpy(&self.order, &alpha, &self.posterior_mean[0, 0], &inc, &u[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:741:12: cimported module has no attribute 'daxpy' Error compiling Cython file: ------------------------------------------------------------ ... # Invert initial state covariance matrix # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.ccopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:906:16: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.ccopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) lapack.cpotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:907:18: cimported module has no attribute 'cpotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.cpotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite initial state covariance matrix.') elif info < 0: raise np.linalg.LinAlgError('Invalid value in initial state covariance matrix.') lapack.cpotri("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:912:18: cimported module has no attribute 'cpotri' Error compiling Cython file: ------------------------------------------------------------ ... reset_missing = reset_missing + (not self.model.missing[i,t] == self.model.missing[i, t - 1]) # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.ccopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:929:20: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.ccopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) lapack.cpotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:930:22: cimported module has no attribute 'cpotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.cpotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite selected state covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in selected state covariance matrix encountered at period %d' % t) lapack.cpotri("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:935:22: cimported module has no attribute 'cpotri' Error compiling Cython file: ------------------------------------------------------------ ... # T(RQRi)T + (RQRi) if (t == 0 or time_varying_transition or time_varying_selected_state_cov): # QiT = (RQRi) @ T blas.csymm("L", "L", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:941:20: cimported module has no attribute 'csymm' Error compiling Cython file: ------------------------------------------------------------ ... &alpha, self._selected_state_cov_inv, &self.k_states, self.model._transition, &self.k_states, &beta, self._QiT, &self.k_states) # TQiT = T.T @ QiT blas.cgemm("T", "N", &self.k_states, &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:947:20: cimported module has no attribute 'cgemm' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.ccopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:956:20: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.ccopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) blas.caxpy(&self.k_states2, &alpha, self._TQiT, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:957:20: cimported module has no attribute 'caxpy' Error compiling Cython file: ------------------------------------------------------------ ... # Z (Hi) Z if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.ccopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:964:24: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.ccopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) lapack.cpotrf("L", &self.model._k_endog, self._obs_cov_fac, &self.model._k_endog, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:965:26: cimported module has no attribute 'cpotrf' Error compiling Cython file: ------------------------------------------------------------ ... raise np.linalg.LinAlgError('Non-positive-definite observation covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.ccopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:972:20: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.ccopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) lapack.cpotrs("L", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:973:22: cimported module has no attribute 'cpotrs' Error compiling Cython file: ------------------------------------------------------------ ... lapack.cpotrs("L", &self.model._k_endog, &self.k_states, self._obs_cov_fac, &self.model._k_endog, self._HiZ, &self.model._k_endog, &info) # ZHiZ = Z.T @ HiZ blas.cgemm("T", "N", &self.k_states, &self.k_states, &self.model._k_endog, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:978:20: cimported module has no attribute 'cgemm' Error compiling Cython file: ------------------------------------------------------------ ... rows = self.k_states - i if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.ccopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:993:28: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.ccopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.caxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:994:28: cimported module has no attribute 'caxpy' Error compiling Cython file: ------------------------------------------------------------ ... blas.ccopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.caxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) else: # K[:q - i, col] = TQiTpQ[i:, i] blas.ccopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:998:28: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... else: # K[:q - i, col] = TQiTpQ[i:, i] blas.ccopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.ccopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1001:24: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = TQiTpQ[i:, i] blas.ccopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.ccopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.caxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1002:24: cimported module has no attribute 'caxpy' Error compiling Cython file: ------------------------------------------------------------ ... # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.ccopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.caxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.ccopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1005:24: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... blas.ccopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.caxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.ccopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.cscal(&self.k_states, &gamma, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1006:24: cimported module has no attribute 'cscal' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.ccopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.cscal(&self.k_states, &gamma, &self.K[rows, j], &inc) # P[q - i:q + q - i, col] = -QiT[:q, i] blas.ccopy(&self.k_states, &self.K[rows, j], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1008:24: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[rows, j], &inc) # Last period is different elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.ccopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1014:24: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.ccopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.ccopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1017:24: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = RQRi[i:, i] blas.ccopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.ccopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.caxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1018:24: cimported module has no attribute 'caxpy' Error compiling Cython file: ------------------------------------------------------------ ... j = j + 1 # Prior mean if t == 0: # prior_mean[:, 0] = initial_state blas.ccopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1027:20: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0: # prior_mean[:, 0] = initial_state blas.ccopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.ccopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1030:20: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... # prior_mean[:, 0] = initial_state blas.ccopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.ccopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) blas.cgemv("N", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1031:20: cimported module has no attribute 'cgemv' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.ccopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1040:20: cimported module has no attribute 'ccopy' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.ccopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.caxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1041:20: cimported module has no attribute 'caxpy' Error compiling Cython file: ------------------------------------------------------------ ... if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.ccopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.caxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) blas.cgemv("T", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1042:20: cimported module has no attribute 'cgemv' Error compiling Cython file: ------------------------------------------------------------ ... # Orders of sparse matrices order = self.model.nobs * self.k_states ld = self.lower_bandwidth + 1 # Compute the sparse Cholesky factor of posterior cov lapack.cpbtrf("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1052:14: cimported module has no attribute 'cpbtrf' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in joint posterior covariance matrix encountered.') # Compute the posterior mean # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.chbmv("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1062:12: cimported module has no attribute 'chbmv' Error compiling Cython file: ------------------------------------------------------------ ... # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.chbmv("L", &self.order, &self.lower_bandwidth, &alpha, self._K, &ld, &self.prior_mean[0, 0], &inc, &alpha, &self.posterior_mean[0, 0], &inc) lapack.cpbtrs("L", &self.order, &self.lower_bandwidth, &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1066:14: cimported module has no attribute 'cpbtrs' Error compiling Cython file: ------------------------------------------------------------ ... tools.validate_vector_shape('variates', &u.shape[0], self.order, None) # Solve L' x = u to get x \sim N(0, P^{-1}) # (L = posterior_cov_inv_chol is lower triangular) blas.ctbsv("L", "T", "N", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1087:12: cimported module has no attribute 'ctbsv' Error compiling Cython file: ------------------------------------------------------------ ... blas.ctbsv("L", "T", "N", &self.order, &self.lower_bandwidth, &self.posterior_cov_inv_chol[0, 0], &ld, &u[0], &inc) # Add in the posterior mean blas.caxpy(&self.order, &alpha, &self.posterior_mean[0, 0], &inc, &u[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1092:12: cimported module has no attribute 'caxpy' Error compiling Cython file: ------------------------------------------------------------ ... # Invert initial state covariance matrix # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.zcopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1257:16: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... # (we actually need the inverse here) if self.model.initialized_diffuse: self.initial_state_cov_inv[:] = 0. else: blas.zcopy(&self.k_states2, self.model._initial_state_cov, &inc, self._initial_state_cov_inv, &inc) lapack.zpotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1258:18: cimported module has no attribute 'zpotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.zpotrf("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite initial state covariance matrix.') elif info < 0: raise np.linalg.LinAlgError('Invalid value in initial state covariance matrix.') lapack.zpotri("L", &self.k_states, self._initial_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1263:18: cimported module has no attribute 'zpotri' Error compiling Cython file: ------------------------------------------------------------ ... reset_missing = reset_missing + (not self.model.missing[i,t] == self.model.missing[i, t - 1]) # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.zcopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1280:20: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... # Invert selected_state_cov # (again, we actually need the inverse itself) if t == 0 or time_varying_selected_state_cov: blas.zcopy(&self.k_states2, self.model._selected_state_cov, &inc, self._selected_state_cov_inv, &inc) lapack.zpotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1281:22: cimported module has no attribute 'zpotrf' Error compiling Cython file: ------------------------------------------------------------ ... lapack.zpotrf("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) if info > 0: raise np.linalg.LinAlgError('Non-positive-definite selected state covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in selected state covariance matrix encountered at period %d' % t) lapack.zpotri("L", &self.k_states, self._selected_state_cov_inv, &self.k_states, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1286:22: cimported module has no attribute 'zpotri' Error compiling Cython file: ------------------------------------------------------------ ... # T(RQRi)T + (RQRi) if (t == 0 or time_varying_transition or time_varying_selected_state_cov): # QiT = (RQRi) @ T blas.zsymm("L", "L", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1292:20: cimported module has no attribute 'zsymm' Error compiling Cython file: ------------------------------------------------------------ ... &alpha, self._selected_state_cov_inv, &self.k_states, self.model._transition, &self.k_states, &beta, self._QiT, &self.k_states) # TQiT = T.T @ QiT blas.zgemm("T", "N", &self.k_states, &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1298:20: cimported module has no attribute 'zgemm' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.zcopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1307:20: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... # TQiTpQ = TQiT + RQRi # Note: there will not be correct entries in the upper triangle, because # selected_state_cov was only set in the lower triangle. However, that's # okay because we only reference the lower triangle, below blas.zcopy(&self.k_states2, self._selected_state_cov_inv, &inc, self._TQiTpQ, &inc) blas.zaxpy(&self.k_states2, &alpha, self._TQiT, &inc, self._TQiTpQ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1308:20: cimported module has no attribute 'zaxpy' Error compiling Cython file: ------------------------------------------------------------ ... # Z (Hi) Z if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.zcopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1315:24: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0 or reset_missing or time_varying_design or time_varying_obs_cov: # Cholesky of obs_cov if t == 0 or reset_missing or time_varying_obs_cov: blas.zcopy(&self.model._k_endog2, self.model._obs_cov, &inc, self._obs_cov_fac, &inc) lapack.zpotrf("L", &self.model._k_endog, self._obs_cov_fac, &self.model._k_endog, &info) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1316:26: cimported module has no attribute 'zpotrf' Error compiling Cython file: ------------------------------------------------------------ ... raise np.linalg.LinAlgError('Non-positive-definite observation covariance matrix encountered at period %d' % t) elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.zcopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1323:20: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in observation covariance matrix encountered at period %d' % t) # HiZ = Hi Z blas.zcopy(&self.model._k_endogstates, self.model._design, &inc, self._HiZ, &inc) lapack.zpotrs("L", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1324:22: cimported module has no attribute 'zpotrs' Error compiling Cython file: ------------------------------------------------------------ ... lapack.zpotrs("L", &self.model._k_endog, &self.k_states, self._obs_cov_fac, &self.model._k_endog, self._HiZ, &self.model._k_endog, &info) # ZHiZ = Z.T @ HiZ blas.zgemm("T", "N", &self.k_states, &self.k_states, &self.model._k_endog, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1329:20: cimported module has no attribute 'zgemm' Error compiling Cython file: ------------------------------------------------------------ ... rows = self.k_states - i if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.zcopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1344:28: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... if t < self.model.nobs - 1: if t == 0: # K[:q - i, col] = (TQiT + P0i)[i:, i] blas.zcopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.zaxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1345:28: cimported module has no attribute 'zaxpy' Error compiling Cython file: ------------------------------------------------------------ ... blas.zcopy(&rows, &self.TQiT[i, i], &inc, &self.K[0, j], &inc) blas.zaxpy(&rows, &alpha, &self.initial_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) else: # K[:q - i, col] = TQiTpQ[i:, i] blas.zcopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1349:28: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... else: # K[:q - i, col] = TQiTpQ[i:, i] blas.zcopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.zcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1352:24: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = TQiTpQ[i:, i] blas.zcopy(&rows, &self.TQiTpQ[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.zcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.zaxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1353:24: cimported module has no attribute 'zaxpy' Error compiling Cython file: ------------------------------------------------------------ ... # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.zcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.zaxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.zcopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1356:24: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... blas.zcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.zaxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.zcopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.zscal(&self.k_states, &gamma, &self.K[rows, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1357:24: cimported module has no attribute 'zscal' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[0, j], &inc) # K[q - i:q + q - i, col] = -QiT[:q, i] blas.zcopy(&self.k_states, &self.QiT[0, i], &inc, &self.K[rows, j], &inc) blas.zscal(&self.k_states, &gamma, &self.K[rows, j], &inc) # P[q - i:q + q - i, col] = -QiT[:q, i] blas.zcopy(&self.k_states, &self.K[rows, j], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1359:24: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... &self.posterior_cov_inv_chol[rows, j], &inc) # Last period is different elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.zcopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1365:24: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... elif t == self.model.nobs - 1: # K[:q - i, col] = RQRi[i:, i] blas.zcopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.zcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1368:24: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... # K[:q - i, col] = RQRi[i:, i] blas.zcopy(&rows, &self.selected_state_cov_inv[i, i], &inc, &self.K[0, j], &inc) # P[:q - i, col] = K[:q - i, col] + ZHiZ[i:, i] blas.zcopy(&rows, &self.K[0, j], &inc, &self.posterior_cov_inv_chol[0, j], &inc) blas.zaxpy(&rows, &alpha, &self.ZHiZ[i, i], &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1369:24: cimported module has no attribute 'zaxpy' Error compiling Cython file: ------------------------------------------------------------ ... j = j + 1 # Prior mean if t == 0: # prior_mean[:, 0] = initial_state blas.zcopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1378:20: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... if t == 0: # prior_mean[:, 0] = initial_state blas.zcopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.zcopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1381:20: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... # prior_mean[:, 0] = initial_state blas.zcopy(&self.k_states, self.model._initial_state, &inc, &self.prior_mean[0, 0], &inc) else: # prior_mean[:, t] = c[:, t] + T @ prior_mean[:, t-1] blas.zcopy(&self.k_states, self.model._state_intercept, &inc, &self.prior_mean[0, t], &inc) blas.zgemv("N", &self.k_states, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1382:20: cimported module has no attribute 'zgemv' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.zcopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1391:20: cimported module has no attribute 'zcopy' Error compiling Cython file: ------------------------------------------------------------ ... # (Hi Z)' (y - d) if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.zcopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.zaxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1392:20: cimported module has no attribute 'zaxpy' Error compiling Cython file: ------------------------------------------------------------ ... if self.model.nmissing[t] == self.model.k_endog: self.posterior_mean[:, t] = 0 else: blas.zcopy(&self.model._k_endog, self.model._obs, &inc, &self.ymd[0], &inc) blas.zaxpy(&self.model._k_endog, &gamma, self.model._obs_intercept, &inc, &self.ymd[0], &inc) blas.zgemv("T", &self.model._k_endog, &self.k_states, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1393:20: cimported module has no attribute 'zgemv' Error compiling Cython file: ------------------------------------------------------------ ... # Orders of sparse matrices order = self.model.nobs * self.k_states ld = self.lower_bandwidth + 1 # Compute the sparse Cholesky factor of posterior cov lapack.zpbtrf("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1403:14: cimported module has no attribute 'zpbtrf' Error compiling Cython file: ------------------------------------------------------------ ... elif info < 0: raise np.linalg.LinAlgError('Invalid value in joint posterior covariance matrix encountered.') # Compute the posterior mean # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.zhbmv("L", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1413:12: cimported module has no attribute 'zhbmv' Error compiling Cython file: ------------------------------------------------------------ ... # posterior_mean = P^{-1} (K prior_mean + ZHimd) blas.zhbmv("L", &self.order, &self.lower_bandwidth, &alpha, self._K, &ld, &self.prior_mean[0, 0], &inc, &alpha, &self.posterior_mean[0, 0], &inc) lapack.zpbtrs("L", &self.order, &self.lower_bandwidth, &inc, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1417:14: cimported module has no attribute 'zpbtrs' Error compiling Cython file: ------------------------------------------------------------ ... tools.validate_vector_shape('variates', &u.shape[0], self.order, None) # Solve L' x = u to get x \sim N(0, P^{-1}) # (L = posterior_cov_inv_chol is lower triangular) blas.ztbsv("L", "T", "N", &self.order, &self.lower_bandwidth, ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1438:12: cimported module has no attribute 'ztbsv' Error compiling Cython file: ------------------------------------------------------------ ... blas.ztbsv("L", "T", "N", &self.order, &self.lower_bandwidth, &self.posterior_cov_inv_chol[0, 0], &ld, &u[0], &inc) # Add in the posterior mean blas.zaxpy(&self.order, &alpha, &self.posterior_mean[0, 0], &inc, &u[0], &inc) ^ ------------------------------------------------------------ statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx:1443:12: cimported module has no attribute 'zaxpy' Compiling statsmodels/tsa/_stl.pyx because it changed. Compiling statsmodels/tsa/holtwinters/_exponential_smoothers.pyx because it changed. Compiling statsmodels/tsa/exponential_smoothing/_ets_smooth.pyx because it changed. Compiling statsmodels/tsa/_innovations.pyx because it changed. Compiling statsmodels/tsa/regime_switching/_hamilton_filter.pyx because it changed. Compiling statsmodels/tsa/regime_switching/_kim_smoother.pyx because it changed. Compiling statsmodels/tsa/innovations/_arma_innovations.pyx because it changed. Compiling statsmodels/nonparametric/linbin.pyx because it changed. Compiling statsmodels/robust/_qn.pyx because it changed. Compiling statsmodels/nonparametric/_smoothers_lowess.pyx because it changed. Compiling statsmodels/tsa/statespace/_initialization.pyx because it changed. Compiling statsmodels/tsa/statespace/_representation.pyx because it changed. Compiling statsmodels/tsa/statespace/_kalman_filter.pyx because it changed. Compiling statsmodels/tsa/statespace/_filters/_conventional.pyx because it changed. Compiling statsmodels/tsa/statespace/_filters/_inversions.pyx because it changed. Compiling statsmodels/tsa/statespace/_filters/_univariate.pyx because it changed. Compiling statsmodels/tsa/statespace/_filters/_univariate_diffuse.pyx because it changed. Compiling statsmodels/tsa/statespace/_kalman_smoother.pyx because it changed. Compiling statsmodels/tsa/statespace/_smoothers/_alternative.pyx because it changed. Compiling statsmodels/tsa/statespace/_smoothers/_classical.pyx because it changed. Compiling statsmodels/tsa/statespace/_smoothers/_conventional.pyx because it changed. Compiling statsmodels/tsa/statespace/_smoothers/_univariate.pyx because it changed. Compiling statsmodels/tsa/statespace/_smoothers/_univariate_diffuse.pyx because it changed. Compiling statsmodels/tsa/statespace/_simulation_smoother.pyx because it changed. Compiling statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx because it changed. Compiling statsmodels/tsa/statespace/_tools.pyx because it changed. [ 1/26] Cythonizing statsmodels/nonparametric/_smoothers_lowess.pyx [ 2/26] Cythonizing statsmodels/nonparametric/linbin.pyx [ 3/26] Cythonizing statsmodels/robust/_qn.pyx [ 4/26] Cythonizing statsmodels/tsa/_innovations.pyx [ 5/26] Cythonizing statsmodels/tsa/_stl.pyx [ 6/26] Cythonizing statsmodels/tsa/exponential_smoothing/_ets_smooth.pyx [ 7/26] Cythonizing statsmodels/tsa/holtwinters/_exponential_smoothers.pyx [ 8/26] Cythonizing statsmodels/tsa/innovations/_arma_innovations.pyx [ 9/26] Cythonizing statsmodels/tsa/regime_switching/_hamilton_filter.pyx [10/26] Cythonizing statsmodels/tsa/regime_switching/_kim_smoother.pyx [11/26] Cythonizing statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx Traceback (most recent call last): File "/build/python-statsmodels/src/statsmodels-0.13.1/setup.py", line 366, in extensions = cythonize( File "/usr/lib/python3.10/site-packages/Cython/Build/Dependencies.py", line 1103, in cythonize cythonize_one(*args) File "/usr/lib/python3.10/site-packages/Cython/Build/Dependencies.py", line 1226, in cythonize_one raise CompileError(None, pyx_file) Cython.Compiler.Errors.CompileError: statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx ==> ERROR: A failure occurred in build().  Aborting...