def ols_r_squared(x): out = np.zeros(2) a = x[:, :1] b = x[:, 1:] slope = ols(a, b)[0][0] r2 = r_squared(a, b)[0][0] out[0] = slope out[1] = r2 return out
def assert_singular_matrix_raises(A, b): with raises(np.linalg.LinAlgError) as e: _ = ols(A, b) assert e.value.args[0] == 'Singular matrix'
def test_versus_statsmodels_params(self): A, b, sm_model = self.statsmodels_test_fixtures() output = ols(*self.fn(A, b)) assert np.allclose(output, sm_model.params)
def ols_wrap(x): a = x[:, :1] b = x[:, 1:] return ols(a, b)[0][0]