truth,
                                selection_algorithm,
                                splitting_sampler,
                                success_params=(1, 1),
                                B=B,
                                fit_probability=probit_fit,
                                fit_args={'df': 20},
                                how_many=1)


if __name__ == "__main__":
    import statsmodels.api as sm
    import matplotlib.pyplot as plt
    import pandas as pd

    for i in range(500):
        df = simulate()
        csvfile = 'lasso_exact_CV_null.csv'
        outbase = csvfile[:-4]

        if df is not None and i > 0:

            try:  # concatenate to disk
                df = pd.concat([df, pd.read_csv(csvfile)])
            except FileNotFoundError:
                pass
            df.to_csv(csvfile, index=False)

            if len(df['pivot']) > 0:
                pivot_ax, length_ax = pivot_plot(df, outbase)
Exemple #2
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                                smooth_sampler,
                                success_params=(1, 1),
                                B=B,
                                fit_probability=gbm_fit_sk,
                                fit_args={'n_estimators':2000})

if __name__ == "__main__":
    import statsmodels.api as sm
    import matplotlib.pyplot as plt
    import pandas as pd

    U = np.linspace(0, 1, 101)
    plt.clf()

    for i in range(500):
        df = simulate()
        csvfile = 'lasso_multi_CV_random_gbm.csv'
        outbase = csvfile[:-4]

        if df is not None and i > 0:

            try:
                df = pd.concat([df, pd.read_csv(csvfile)])
            except FileNotFoundError:
                pass
            df.to_csv(csvfile, index=False)

            if len(df['pivot']) > 0:
                pivot_plot(df, outbase)