class_docstr: Module level tests for all sktime forecasters.
class_docstr_tok: ["Module","level","tests","for","all","sktime","forecasters","."]
docstr: Check prediction quantiles returned by predict_quantiles.
  
  Arguments
  ---------
  Forecaster: BaseEstimator class descendant, forecaster to test
  fh: ForecastingHorizon, fh at which to test prediction
  alpha: float, alpha at which to make prediction intervals
  
  Raises
  ------
  AssertionError - if Forecaster test instance has "capability:pred_int"
          and pred. int are not returned correctly when calling predict_quantiles
  AssertionError - if Forecaster test instance does not have "capability:pred_int"
          and no NotImplementedError is raised when calling predict_quantiles
docstr_tok: ["Check","prediction","quantiles","returned","by","predict_quantiles",".","Arguments","--","--","--","--","-","Forecaster",":","BaseEstimator","class","descendant",",","forecaster","to","test","fh",":","ForecastingHorizon",",","fh","at","which","to","test","prediction","alpha",":","float",",","alpha","at","which","to","make","prediction","intervals","Raises","--","--","--","AssertionError","-","if","Forecaster","test","instance","has","``","capability",":","pred_int","''","and","pred",".","int","are","not","returned","correctly","when","calling","predict_quantiles","AssertionError","-","if","Forecaster","test","instance","does","not","have","``","capability",":","pred_int","''","and","no","NotImplementedError","is","raised","when","calling","predict_quantiles"]
code: def test_predict_quantiles(
      self, estimator_instance, n_columns, fh_int_oos, alpha
  ):
      """Check prediction quantiles returned by predict_quantiles.
  
      Arguments
      ---------
      Forecaster: BaseEstimator class descendant, forecaster to test
      fh: ForecastingHorizon, fh at which to test prediction
      alpha: float, alpha at which to make prediction intervals
  
      Raises
      ------
      AssertionError - if Forecaster test instance has "capability:pred_int"
              and pred. int are not returned correctly when calling predict_quantiles
      AssertionError - if Forecaster test instance does not have "capability:pred_int"
              and no NotImplementedError is raised when calling predict_quantiles
      """
      y_train = _make_series(n_columns=n_columns)
      estimator_instance.fit(y_train, fh=fh_int_oos)
      if estimator_instance.get_tag("capability:pred_int"):
          quantiles = estimator_instance.predict_quantiles(
              fh=fh_int_oos, alpha=alpha
          )
          self._check_predict_quantiles(
              quantiles,
              y_train,
              fh_int_oos,
              alpha,
          )
      else:
          with pytest.raises(
              NotImplementedError, match="quantile predictions"
          ):
              estimator_instance.predict_quantiles(
                  fh=fh_int_oos, alpha=alpha
              )
  
imports: import numpy
  import pandas
  import pytest
  from sktime.datatypes import check_is_mtype
  from sktime.datatypes._utilities import get_cutoff
  from sktime.exceptions import NotFittedError
  from sktime.forecasting.base._delegate import _DelegatedForecaster
  from sktime.forecasting.base._fh import ForecastingHorizon
  from sktime.forecasting.tests._config import TEST_ALPHAS, TEST_FHS, TEST_OOS_FHS, TEST_STEP_LENGTHS_INT, TEST_WINDOW_LENGTHS_INT, VALID_INDEX_FH_COMBINATIONS
  from sktime.performance_metrics.forecasting import mean_absolute_percentage_error
  from sktime.split import ExpandingWindowSplitter, SlidingWindowSplitter, temporal_train_test_split
  from sktime.tests.test_all_estimators import BaseFixtureGenerator, QuickTester
  from sktime.utils._testing.forecasting import _assert_correct_columns, _assert_correct_pred_time_index, _get_expected_index_for_update_predict, _get_n_columns, _make_fh, make_forecasting_problem
  from sktime.utils._testing.series import _make_series
  from sktime.utils.validation.forecasting import check_fh
label_desc: Use image node_id 13 for calling the TestAllForecasters obj's underlying member method code with example usage: obj.test_predict_quantiles(estimator_instance, n_columns, fh_int_oos, alpha) without return types