Example #1
0
 def __init__(self, model, params, normalized_cov_params, scale):
     super(RLMResults, self).__init__(model, params, normalized_cov_params,
                                      scale)
     self.model = model
     self.df_model = model.df_model
     self.df_resid = model.df_resid
     self.nobs = model.nobs
     self._cache = resettable_cache()
     #for remove_data
     self.data_in_cache = ['sresid']
Example #2
0
 def __init__(self, model, params, normalized_cov_params, scale):
     super(RLMResults, self).__init__(model, params,
             normalized_cov_params, scale)
     self.model = model
     self.df_model = model.df_model
     self.df_resid = model.df_resid
     self.nobs = model.nobs
     self._cache = resettable_cache()
     #for remove_data
     self.data_in_cache = ['sresid']
 def __init__(self, model, params, normalized_cov_params, scale):
     super(GLMResults, self).__init__(model, params,
             normalized_cov_params=normalized_cov_params, scale=scale)
     self.family = model.family
     self._endog = model.endog
     self.nobs = model.endog.shape[0]
     self.mu = model.mu
     self._data_weights = model.data_weights
     self.df_resid = model.df_resid
     self.df_model = model.df_model
     self.pinv_wexog = model.pinv_wexog
     self._cache = resettable_cache()
Example #4
0
 def __init__(self, model, params, normalized_cov_params, scale):
     super(GLMResults,
           self).__init__(model,
                          params,
                          normalized_cov_params=normalized_cov_params,
                          scale=scale)
     self.family = model.family
     self._endog = model.endog
     self.nobs = model.endog.shape[0]
     self.mu = model.mu
     self._data_weights = model.data_weights
     self.df_resid = model.df_resid
     self.df_model = model.df_model
     self.pinv_wexog = model.pinv_wexog
     self._cache = resettable_cache()
Example #5
0
 def __init__(self, model, params, normalized_cov_params=None, scale=1.):
     super(ARResults, self).__init__(model, params, normalized_cov_params,
             scale)
     self._cache = resettable_cache()
     self.nobs = model.nobs
     n_totobs = len(model.endog)
     self.n_totobs = n_totobs
     self.X = model.X # copy?
     self.Y = model.Y
     k_ar = model.k_ar
     self.k_ar = k_ar
     k_trend = model.k_trend
     self.k_trend = k_trend
     trendorder = None
     if k_trend > 0:
         trendorder = k_trend - 1
     self.trendorder = 1
     #TODO: cmle vs mle?
     self.df_resid = self.model.df_resid = n_totobs - k_ar - k_trend
Example #6
0
 def __init__(self, model, params, normalized_cov_params=None, scale=1.):
     super(ARMAResults, self).__init__(model, params, normalized_cov_params,
                                       scale)
     self.sigma2 = model.sigma2
     nobs = model.nobs
     self.nobs = nobs
     k_exog = model.k_exog
     self.k_exog = k_exog
     k_trend = model.k_trend
     self.k_trend = k_trend
     k_ar = model.k_ar
     self.k_ar = k_ar
     self.n_totobs = len(model.endog)
     k_ma = model.k_ma
     self.k_ma = k_ma
     df_model = k_exog + k_trend + k_ar + k_ma
     self.df_model = df_model
     self.df_resid = self.nobs - df_model
     self._cache = resettable_cache()
Example #7
0
 def __init__(self, model, params, normalized_cov_params=None, scale=1.):
     super(ARMAResults, self).__init__(model, params, normalized_cov_params,
             scale)
     self.sigma2 = model.sigma2
     nobs = model.nobs
     self.nobs = nobs
     k_exog = model.k_exog
     self.k_exog = k_exog
     k_trend = model.k_trend
     self.k_trend = k_trend
     k_ar = model.k_ar
     self.k_ar = k_ar
     self.n_totobs = len(model.endog)
     k_ma = model.k_ma
     self.k_ma = k_ma
     df_model = k_exog + k_trend + k_ar + k_ma
     self.df_model = df_model
     self.df_resid = self.nobs - df_model
     self._cache = resettable_cache()
Example #8
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 def __init__(self, endog, exog=None, **kwds):
     self._orig_endog = endog
     self._orig_exog = exog
     self.endog, self.exog = self._convert_endog_exog(endog, exog)
     self._check_integrity()
     self._cache = resettable_cache()
Example #9
0
 def __init__(self, endog, exog=None, **kwds):
     self._orig_endog = endog
     self._orig_exog = exog
     self.endog, self.exog = self._convert_endog_exog(endog, exog)
     self._check_integrity()
     self._cache = resettable_cache()