def fit_regularized(self, start_params=None, method='l1',
maxiter='defined_by_method', full_output=1, disp=1, callback=None,
alpha=0, trim_mode='auto', auto_trim_tol=0.01, size_trim_tol=1e-4,
qc_tol=0.03, **kwargs):
_validate_l1_method(method)
if np.size(alpha) == 1 and alpha != 0:
k_params = self.k_exog + self.k_inflate
alpha = alpha * np.ones(k_params)
extra = self.k_extra - self.k_inflate
alpha_p = alpha[:-(self.k_extra - extra)] if (self.k_extra
and np.size(alpha) > 1) else alpha
if start_params is None:
offset = getattr(self, "offset", 0) + getattr(self, "exposure", 0)
if np.size(offset) == 1 and offset == 0:
offset = None
start_params = self.model_main.fit_regularized(
start_params=start_params, method=method, maxiter=maxiter,
full_output=full_output, disp=0, callback=callback,
alpha=alpha_p, trim_mode=trim_mode, auto_trim_tol=auto_trim_tol,
size_trim_tol=size_trim_tol, qc_tol=qc_tol, **kwargs).params
start_params = np.append(np.ones(self.k_inflate), start_params)
cntfit = super(CountModel, self).fit_regularized(
start_params=start_params, method=method, maxiter=maxiter,
full_output=full_output, disp=disp, callback=callback,
alpha=alpha, trim_mode=trim_mode, auto_trim_tol=auto_trim_tol,
size_trim_tol=size_trim_tol, qc_tol=qc_tol, **kwargs)
discretefit = self.result_class_reg(self, cntfit)
return self.result_class_reg_wrapper(discretefit)
def fit_regularized(self, start_params=None, method='l1',
maxiter='defined_by_method', full_output=1, disp=1, callback=None,
alpha=0, trim_mode='auto', auto_trim_tol=0.01, size_trim_tol=1e-4,
qc_tol=0.03, **kwargs):
_validate_l1_method(method)
if np.size(alpha) == 1 and alpha != 0:
k_params = self.k_exog + self.k_inflate
alpha = alpha * np.ones(k_params)
extra = self.k_extra - self.k_inflate
alpha_p = alpha[:-(self.k_extra - extra)] if (self.k_extra
and np.size(alpha) > 1) else alpha
if start_params is None:
offset = getattr(self, "offset", 0) + getattr(self, "exposure", 0)
if np.size(offset) == 1 and offset == 0:
offset = None
start_params = self.model_main.fit_regularized(
start_params=start_params, method=method, maxiter=maxiter,
full_output=full_output, disp=0, callback=callback,
alpha=alpha_p, trim_mode=trim_mode, auto_trim_tol=auto_trim_tol,
size_trim_tol=size_trim_tol, qc_tol=qc_tol, **kwargs).params
start_params = np.append(np.ones(self.k_inflate), start_params)
cntfit = super(CountModel, self).fit_regularized(
start_params=start_params, method=method, maxiter=maxiter,
full_output=full_output, disp=disp, callback=callback,
alpha=alpha, trim_mode=trim_mode, auto_trim_tol=auto_trim_tol,
size_trim_tol=size_trim_tol, qc_tol=qc_tol, **kwargs)
discretefit = self.result_class_reg(self, cntfit)
return self.result_class_reg_wrapper(discretefit)
