fracdiff · Oct 4, 2021 · Oct 3, 2021 · Oct 3, 2021 · Oct 3, 2021 · Oct 3, 2021
diff --git a/Makefile b/Makefile
@@ -1,7 +1,7 @@
 PROJECT_NAME := fracdiff
 
 .PHONY: check
-check: test lint
+check: test lint typecheck
 
 .PHONY: install
 install:
@@ -45,6 +45,7 @@ doc:
 	@cd docs && make html
 
 .PHONY: typecheck
+typecheck:
 	@poetry run mypy $(PROJECT_NAME)
 
 .PHONY: publish

diff --git a/fracdiff/fdiff.py b/fracdiff/fdiff.py
@@ -7,7 +7,7 @@
 from scipy.special import binom  # type: ignore
 
 
-def fdiff_coef(d, window) -> np.ndarray:
+def fdiff_coef(d: float, window: int) -> np.ndarray:
     """Returns sequence of coefficients in fracdiff operator.
 
     Parameters
@@ -35,7 +35,13 @@ def fdiff_coef(d, window) -> np.ndarray:
 
 
 def fdiff(
-    a, n=1.0, axis=-1, prepend=np._NoValue, append=np._NoValue, window=10, mode="full"
+    a: np.ndarray,
+    n: float = 1.0,
+    axis: int = -1,
+    prepend=np._NoValue,
+    append=np._NoValue,
+    window: int = 10,
+    mode: str = "full",
 ) -> np.ndarray:
     """Calculate the `n`-th differentiation along the given axis.
 

diff --git a/fracdiff/sklearn/stat.py b/fracdiff/sklearn/stat.py
@@ -1,3 +1,4 @@
+import numpy as np  # type:ignore
 import statsmodels.tsa.stattools as stattools  # type: ignore
 
 
@@ -31,7 +32,7 @@ class StatTester:
     False
     """
 
-    def __init__(self, method="ADF"):
+    def __init__(self, method: str = "ADF"):
         self.method = method
 
     @property
@@ -41,7 +42,7 @@ def null_hypothesis(self) -> str:
         else:
             raise ValueError(f"Unknown method: {self.method}")
 
-    def pvalue(self, x) -> float:
+    def pvalue(self, x: np.ndarray) -> float:
         """
         Return p-value of the stationarity test.
 
@@ -61,7 +62,7 @@ def pvalue(self, x) -> float:
         else:
             raise ValueError(f"Unknown method: {self.method}")
 
-    def is_stat(self, x, pvalue=0.05) -> bool:
+    def is_stat(self, x: np.ndarray, pvalue: float = 0.05) -> bool:
         """
         Return whether stationarity test implies stationarity.
 

diff --git a/fracdiff/sklearn/tol.py b/fracdiff/sklearn/tol.py
@@ -4,7 +4,7 @@
 from fracdiff.fdiff import fdiff_coef
 
 
-def window_from_tol_coef(n, tol_coef, max_window=2 ** 12) -> int:
+def window_from_tol_coef(n: float, tol_coef: float, max_window: int = 2 ** 12) -> int:
     """
     Return length of window determined from tolerance to memory loss.
 
@@ -43,7 +43,9 @@ def window_from_tol_coef(n, tol_coef, max_window=2 ** 12) -> int:
     return np.searchsorted(-coef, -tol_coef) + 1  # index -> length
 
 
-def window_from_tol_memory(n, tol_memory, max_window=2 ** 12) -> int:
+def window_from_tol_memory(
+    n: float, tol_memory: float, max_window: int = 2 ** 12
+) -> int:
     """
     Return length of window determined from tolerance to memory loss.
 

diff --git a/fracdiff/torch/functional.py b/fracdiff/torch/functional.py
@@ -6,7 +6,7 @@
 from fracdiff.fdiff import fdiff_coef as fdiff_coef_numpy
 
 
-def fdiff_coef(d: float, window: int) -> torch.Tensor:
+def fdiff_coef(d: float, window: int) -> Tensor:
     """Returns sequence of coefficients in fracdiff operator.
 
     Args:
@@ -59,7 +59,6 @@ def fdiff(
           increases by the number of elements in each of these tensors.
 
     Examples:
-
         >>> from fracdiff.torch import fdiff
         >>> input = torch.tensor([1, 2, 4, 7, 0])
         >>> fdiff(input, 0.5, mode="same", window=3)

diff --git a/fracdiff/torch/module.py b/fracdiff/torch/module.py
@@ -36,7 +36,6 @@ class Fracdiff(Module):
           :math:`L_{\\mathrm{in}} - \\mathrm{window} + 1` if `mode="valid"`.
 
     Examples:
-
         >>> from fracdiff.torch import Fracdiff
         >>> m = Fracdiff(0.5)
         >>> m

diff --git a/pyproject.toml b/pyproject.toml
@@ -27,6 +27,7 @@ Sphinx = "^4.2.0"
 furo = "^2021.9.22"
 sphinx-autobuild = "^2021.3.14"
 sphinx-copybutton = "^0.4.0"
+mypy = "^0.910"
 
 [build-system]
 requires = ["poetry>=0.12"]