def __init__(self, model, params, normalized_cov_params, scale): super(RLMResults, self).__init__(model, params, normalized_cov_params, scale) self.model = model self.df_model = model.df_model self.df_resid = model.df_resid self.nobs = model.nobs self._cache = resettable_cache() #for remove_data self.data_in_cache = ['sresid']
def __init__(self, model, params, normalized_cov_params, scale): super(GLMResults, self).__init__(model, params, normalized_cov_params=normalized_cov_params, scale=scale) self.family = model.family self._endog = model.endog self.nobs = model.endog.shape[0] self.mu = model.mu self._data_weights = model.data_weights self.df_resid = model.df_resid self.df_model = model.df_model self.pinv_wexog = model.pinv_wexog self._cache = resettable_cache()
def __init__(self, model, params, normalized_cov_params=None, scale=1.): super(ARResults, self).__init__(model, params, normalized_cov_params, scale) self._cache = resettable_cache() self.nobs = model.nobs n_totobs = len(model.endog) self.n_totobs = n_totobs self.X = model.X # copy? self.Y = model.Y k_ar = model.k_ar self.k_ar = k_ar k_trend = model.k_trend self.k_trend = k_trend trendorder = None if k_trend > 0: trendorder = k_trend - 1 self.trendorder = 1 #TODO: cmle vs mle? self.df_resid = self.model.df_resid = n_totobs - k_ar - k_trend
def __init__(self, model, params, normalized_cov_params=None, scale=1.): super(ARMAResults, self).__init__(model, params, normalized_cov_params, scale) self.sigma2 = model.sigma2 nobs = model.nobs self.nobs = nobs k_exog = model.k_exog self.k_exog = k_exog k_trend = model.k_trend self.k_trend = k_trend k_ar = model.k_ar self.k_ar = k_ar self.n_totobs = len(model.endog) k_ma = model.k_ma self.k_ma = k_ma df_model = k_exog + k_trend + k_ar + k_ma self.df_model = df_model self.df_resid = self.nobs - df_model self._cache = resettable_cache()
def __init__(self, endog, exog=None, **kwds): self._orig_endog = endog self._orig_exog = exog self.endog, self.exog = self._convert_endog_exog(endog, exog) self._check_integrity() self._cache = resettable_cache()