def __init__(self, y, x, regimes, w=None, constant_regi='many', cols2regi='all', method='full', epsilon=0.0000001, regime_err_sep=False, cores=None, spat_diag=False, vm=False, name_y=None, name_x=None, name_w=None, name_ds=None, name_regimes=None): n = USER.check_arrays(y, x) USER.check_y(y, n) USER.check_weights(w, y, w_required=True) self.constant_regi = constant_regi self.cols2regi = cols2regi self.regime_err_sep = regime_err_sep self.name_ds = USER.set_name_ds(name_ds) self.name_y = USER.set_name_y(name_y) self.name_w = USER.set_name_w(name_w, w) self.name_regimes = USER.set_name_ds(name_regimes) self.n = n self.y = y x_constant = USER.check_constant(x) name_x = USER.set_name_x(name_x, x) self.name_x_r = name_x cols2regi = REGI.check_cols2regi(constant_regi, cols2regi, x) self.regimes_set = REGI._get_regimes_set(regimes) self.regimes = regimes USER.check_regimes(self.regimes_set, self.n, x.shape[1]) self.regime_err_sep = regime_err_sep if regime_err_sep == True: if set(cols2regi) == set([True]): self._error_regimes_multi(y, x, regimes, w, cores, method, epsilon, cols2regi, vm, name_x, spat_diag) else: raise Exception, "All coefficients must vary accross regimes if regime_err_sep = True." else: regimes_att = {} regimes_att['x'] = x_constant regimes_att['regimes'] = regimes regimes_att['cols2regi'] = cols2regi x, name_x = REGI.Regimes_Frame.__init__(self, x_constant, regimes, constant_regi=None, cols2regi=cols2regi, names=name_x) BaseML_Error.__init__( self, y=y, x=x, w=w, method=method, epsilon=epsilon, regimes_att=regimes_att) self.title = "MAXIMUM LIKELIHOOD SPATIAL ERROR - REGIMES" + \ " (METHOD = " + method + ")" self.name_x = USER.set_name_x(name_x, x, constant=True) self.name_x.append('lambda') self.kf += 1 # Adding a fixed k to account for lambda. self.chow = REGI.Chow(self) self.aic = DIAG.akaike(reg=self) self.schwarz = DIAG.schwarz(reg=self) self._cache = {} SUMMARY.ML_Error(reg=self, w=w, vm=vm, spat_diag=spat_diag, regimes=True)
def __init__(self, y, x, regimes, w=None, constant_regi='many', cols2regi='all', method='full', epsilon=0.0000001, regime_err_sep=False, regime_lag_sep=False, cores=False, spat_diag=False, vm=False, name_y=None, name_x=None, name_w=None, name_ds=None, name_regimes=None): n = USER.check_arrays(y, x) USER.check_y(y, n) USER.check_weights(w, y, w_required=True) self.constant_regi = constant_regi self.cols2regi = cols2regi self.regime_err_sep = regime_err_sep self.name_ds = USER.set_name_ds(name_ds) self.name_y = USER.set_name_y(name_y) self.name_w = USER.set_name_w(name_w, w) self.name_regimes = USER.set_name_ds(name_regimes) self.n = n self.y = y x_constant = USER.check_constant(x) name_x = USER.set_name_x(name_x, x) self.name_x_r = name_x cols2regi = REGI.check_cols2regi(constant_regi, cols2regi, x) self.regimes_set = REGI._get_regimes_set(regimes) self.regimes = regimes USER.check_regimes(self.regimes_set, self.n, x.shape[1]) self.regime_err_sep = regime_err_sep if regime_err_sep == True: if set(cols2regi) == set([True]): self._error_regimes_multi(y, x, regimes, w, cores, method, epsilon, cols2regi, vm, name_x, spat_diag) else: raise Exception, "All coefficients must vary accross regimes if regime_err_sep = True." else: regimes_att = {} regimes_att['x'] = x_constant regimes_att['regimes'] = regimes regimes_att['cols2regi'] = cols2regi x, name_x = REGI.Regimes_Frame.__init__(self, x_constant, regimes, constant_regi=None, cols2regi=cols2regi, names=name_x) BaseML_Error.__init__( self, y=y, x=x, w=w, method=method, epsilon=epsilon, regimes_att=regimes_att) self.title = "MAXIMUM LIKELIHOOD SPATIAL ERROR - REGIMES" + \ " (METHOD = " + method + ")" self.name_x = USER.set_name_x(name_x, x, constant=True) self.name_x.append('lambda') self.kf += 1 # Adding a fixed k to account for lambda. self.chow = REGI.Chow(self) self.aic = DIAG.akaike(reg=self) self.schwarz = DIAG.schwarz(reg=self) self._cache = {} SUMMARY.ML_Error( reg=self, w=w, vm=vm, spat_diag=spat_diag, regimes=True)
def _work_error(y,x,regi_ids,r,w,method,epsilon,name_ds,name_y,name_x,name_w,name_regimes): w_r,warn = REGI.w_regime(w, regi_ids[r], r, transform=True) y_r = y[regi_ids[r]] x_r = x[regi_ids[r]] x_constant = USER.check_constant(x_r) model = BaseML_Error(y=y_r,x=x_constant,w=w_r,method=method,epsilon=epsilon) set_warn(model, warn) model.w = w_r model.title = "MAXIMUM LIKELIHOOD SPATIAL ERROR - REGIME "+str(r)+" (METHOD = "+method+")" model.name_ds = name_ds model.name_y = '%s_%s'%(str(r), name_y) model.name_x = ['%s_%s'%(str(r), i) for i in name_x] model.name_w = name_w model.name_regimes = name_regimes model.aic = DIAG.akaike(reg=model) model.schwarz = DIAG.schwarz(reg=model) return model
def _work_error(y, x, regi_ids, r, w, method, epsilon, name_ds, name_y, name_x, name_w, name_regimes): w_r, warn = REGI.w_regime(w, regi_ids[r], r, transform=True) y_r = y[regi_ids[r]] x_r = x[regi_ids[r]] x_constant = USER.check_constant(x_r) model = BaseML_Error( y=y_r, x=x_constant, w=w_r, method=method, epsilon=epsilon) set_warn(model, warn) model.w = w_r model.title = "MAXIMUM LIKELIHOOD SPATIAL ERROR - REGIME " + \ str(r) + " (METHOD = " + method + ")" model.name_ds = name_ds model.name_y = '%s_%s' % (str(r), name_y) model.name_x = ['%s_%s' % (str(r), i) for i in name_x] model.name_w = name_w model.name_regimes = name_regimes model.aic = DIAG.akaike(reg=model) model.schwarz = DIAG.schwarz(reg=model) return model