def test_fullrank(self):
X = R.standard_normal((40,10))
X[:,0] = X[:,1] + X[:,2]
Y = utils.fullrank(X)
self.assertEquals(Y.shape, (40,9))
self.assertEquals(utils.rank(Y), 9)
X[:,5] = X[:,3] + X[:,4]
Y = utils.fullrank(X)
self.assertEquals(Y.shape, (40,8))
self.assertEquals(utils.rank(Y), 8)
def isestimable(C, D):
"""
From an q x p contrast matrix C and an n x p design matrix D, checks
if the contrast C is estimable by looking at the rank of vstack([C,D]) and
verifying it is the same as the rank of D.
"""
if C.ndim == 1:
C.shape = (C.shape[0], 1)
new = np.vstack([C, D])
if utils.rank(new) != utils.rank(D):
return False
return True
def initialize(self, design, hascons=True):
# Jonathan: PLEASE don't assume we have a constant...
# TODO: handle case for noconstant regression
self.design = design
self.wdesign = self.whiten(self.design)
self.calc_beta = np.linalg.pinv(self.wdesign)
self.normalized_cov_beta = np.dot(self.calc_beta,
np.transpose(self.calc_beta))
self.df_total = self.wdesign.shape[0]
self.df_model = utils.rank(self.design)
self.df_resid = self.df_total - self.df_model
def test_rank(self):
X = R.standard_normal((40,10))
self.assertEquals(utils.rank(X), 10)
X[:,0] = X[:,1] + X[:,2]
self.assertEquals(utils.rank(X), 9)
def rank(self):
"""
Compute rank of design matrix
"""
return utils.rank(self.wdesign)
# of dtype np.float
contrasts = {'Duration': f1.main_effect,
'Weight': f2.main_effect,
'Interaction': f1.main_effect * f2.main_effect,
'Duration1': f1.get_term(1)}
X, cons = twoway.design(D, contrasts=contrasts)
Y = D['Days']
# Fit the model
beta = np.dot(np.linalg.pinv(X), Y)
XTXinv = np.linalg.pinv(np.dot(X.T, X))
resid = Y - np.dot(X, beta)
df_resid = (X.shape[0] - rank(X)) # residual degrees of freedom
sigmasq = (resid**2).sum() / df_resid
SS = {}
MS = {}
F = {}
df = {}
p = {}
for n, c in cons.items():
cbeta = np.dot(c, beta)
cov_cbeta = np.dot(c, np.dot(XTXinv, c.T))
if c.ndim > 1:
df[n] = c.shape[0]
SS[n] = np.dot(cbeta, np.dot(np.linalg.pinv(cov_cbeta), cbeta))
MS[n] = SS[n] / df[n]
F[n] = MS[n] / sigmasq
