def __init__(self, y, x, regimes, w=None, constant_regi='many',\ cols2regi='all', method='full', epsilon=0.0000001,\ regime_lag_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) USER.check_spat_diag(spat_diag, w) name_y = USER.set_name_y(name_y) self.name_y = name_y self.name_x_r = USER.set_name_x(name_x, x) + [USER.set_name_yend_sp(name_y)] self.method = method self.epsilon = epsilon self.name_regimes = USER.set_name_ds(name_regimes) self.constant_regi=constant_regi self.n = n cols2regi = REGI.check_cols2regi(constant_regi, cols2regi, x, add_cons=False) self.cols2regi = cols2regi self.regimes_set = REGI._get_regimes_set(regimes) self.regimes = regimes self.regime_lag_sep = regime_lag_sep self._cache = {} self.name_ds = USER.set_name_ds(name_ds) self.name_w = USER.set_name_w(name_w, w) USER.check_regimes(self.regimes_set,self.n,x.shape[1]) if regime_lag_sep == True: if not (set(cols2regi) == set([True]) and constant_regi == 'many'): raise Exception, "All variables must vary by regimes if regime_lag_sep = True." cols2regi += [True] w_i,regi_ids,warn = REGI.w_regimes(w, regimes, self.regimes_set, transform=True, get_ids=True, min_n=len(cols2regi)+1) set_warn(self,warn) else: cols2regi += [False] if set(cols2regi) == set([True]) and constant_regi == 'many': self.y = y self.ML_Lag_Regimes_Multi(y, x, w_i, w, regi_ids,\ cores=cores, cols2regi=cols2regi, method=method, epsilon=epsilon,\ spat_diag=spat_diag, vm=vm, name_y=name_y, name_x=name_x,\ name_regimes=self.name_regimes,\ name_w=name_w, name_ds=name_ds) else: #if regime_lag_sep == True: # w = REGI.w_regimes_union(w, w_i, self.regimes_set) name_x = USER.set_name_x(name_x, x,constant=True) x, self.name_x = REGI.Regimes_Frame.__init__(self, x, \ regimes, constant_regi, cols2regi=cols2regi[:-1], names=name_x) self.name_x.append("_Global_"+USER.set_name_yend_sp(name_y)) BaseML_Lag.__init__(self, y=y, x=x, w=w, method=method, epsilon=epsilon) self.kf += 1 #Adding a fixed k to account for spatial lag. self.chow = REGI.Chow(self) self.aic = DIAG.akaike(reg=self) self.schwarz = DIAG.schwarz(reg=self) self.regime_lag_sep=regime_lag_sep self.title = "MAXIMUM LIKELIHOOD SPATIAL LAG - REGIMES" + " (METHOD = " + method + ")" SUMMARY.ML_Lag(reg=self, w=w, vm=vm, spat_diag=spat_diag, regimes=True)
def _work(y, x, regi_ids, r, w_r, method, epsilon, name_ds, name_y, name_x, name_w, name_regimes): y_r = y[regi_ids[r]] x_r = x[regi_ids[r]] x_constant = USER.check_constant(x_r) model = BaseML_Lag(y_r, x_constant, w_r, method=method, epsilon=epsilon) model.title = "MAXIMUM LIKELIHOOD SPATIAL LAG - 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.k += 1 # add 1 for proper df and aic, sc model.aic = DIAG.akaike(reg=model) model.schwarz = DIAG.schwarz(reg=model) return model
def _work(y, x, regi_ids, r, w_r, method, epsilon, name_ds, name_y, name_x, name_w, name_regimes): y_r = y[regi_ids[r]] x_r = x[regi_ids[r]] x_constant = USER.check_constant(x_r) model = BaseML_Lag(y_r, x_constant, w_r, method=method, epsilon=epsilon) model.title = "MAXIMUM LIKELIHOOD SPATIAL LAG - 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 __init__(self, y, x, regimes, w=None, constant_regi='many', cols2regi='all', method='full', epsilon=0.0000001, regime_lag_sep=False, regime_err_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) USER.check_spat_diag(spat_diag, w) name_y = USER.set_name_y(name_y) self.name_y = name_y self.name_x_r = USER.set_name_x( name_x, x) + [USER.set_name_yend_sp(name_y)] self.method = method self.epsilon = epsilon self.name_regimes = USER.set_name_ds(name_regimes) self.constant_regi = constant_regi self.n = n cols2regi = REGI.check_cols2regi( constant_regi, cols2regi, x, add_cons=False) self.cols2regi = cols2regi self.regimes_set = REGI._get_regimes_set(regimes) self.regimes = regimes self.regime_lag_sep = regime_lag_sep self._cache = {} self.name_ds = USER.set_name_ds(name_ds) self.name_w = USER.set_name_w(name_w, w) USER.check_regimes(self.regimes_set, self.n, x.shape[1]) # regime_err_sep is ignored, always False if regime_lag_sep == True: if not (set(cols2regi) == set([True]) and constant_regi == 'many'): raise Exception, "All variables must vary by regimes if regime_lag_sep = True." cols2regi += [True] w_i, regi_ids, warn = REGI.w_regimes( w, regimes, self.regimes_set, transform=True, get_ids=True, min_n=len(cols2regi) + 1) set_warn(self, warn) else: cols2regi += [False] if set(cols2regi) == set([True]) and constant_regi == 'many': self.y = y self.ML_Lag_Regimes_Multi(y, x, w_i, w, regi_ids, cores=cores, cols2regi=cols2regi, method=method, epsilon=epsilon, spat_diag=spat_diag, vm=vm, name_y=name_y, name_x=name_x, name_regimes=self.name_regimes, name_w=name_w, name_ds=name_ds) else: # if regime_lag_sep == True: # w = REGI.w_regimes_union(w, w_i, self.regimes_set) name_x = USER.set_name_x(name_x, x, constant=True) x, self.name_x = REGI.Regimes_Frame.__init__(self, x, regimes, constant_regi, cols2regi=cols2regi[:-1], names=name_x) self.name_x.append("_Global_" + USER.set_name_yend_sp(name_y)) BaseML_Lag.__init__( self, y=y, x=x, w=w, method=method, epsilon=epsilon) self.kf += 1 # Adding a fixed k to account for spatial lag in Chow # adding a fixed k to account for spatial lag in aic, sc self.k += 1 self.chow = REGI.Chow(self) self.aic = DIAG.akaike(reg=self) self.schwarz = DIAG.schwarz(reg=self) self.regime_lag_sep = regime_lag_sep self.title = "MAXIMUM LIKELIHOOD SPATIAL LAG - REGIMES" + \ " (METHOD = " + method + ")" SUMMARY.ML_Lag( reg=self, w=w, vm=vm, spat_diag=spat_diag, regimes=True)