Python Earth.linear_fit Examples

Example #1

def test_linear_fit():
    from statsmodels.regression.linear_model import GLS, OLS

    earth = Earth(**default_params)
    earth.fit(X, y)
    earth.linear_fit(X, y)
    soln = OLS(y, earth.transform(X)).fit().params
    assert_almost_equal(numpy.mean((earth.coef_ - soln)**2), 0.0)

    sample_weight = 1.0 / (numpy.random.normal(size=y.shape)**2)
    earth.fit(X, y)
    earth.linear_fit(X, y, sample_weight)
    soln = GLS(y, earth.transform(X), 1.0 / sample_weight).fit().params
    assert_almost_equal(numpy.mean((earth.coef_ - soln)**2), 0.0)

Example #2

File: test_earth.py Project: mehdidc/py-earth

def test_linear_fit():
    from statsmodels.regression.linear_model import GLS, OLS

    earth = Earth(**default_params)
    earth.fit(X, y)
    earth.linear_fit(X, y)
    soln = OLS(y, earth.transform(X)).fit().params
    assert_almost_equal(numpy.mean((earth.coef_ - soln) ** 2), 0.0)

    sample_weight = 1.0 / (numpy.random.normal(size=y.shape) ** 2)
    earth.fit(X, y)
    earth.linear_fit(X, y, sample_weight)
    soln = GLS(y, earth.transform(
        X), 1.0 / sample_weight).fit().params
    assert_almost_equal(numpy.mean((earth.coef_ - soln) ** 2), 0.0)