コード例 #1
0
ファイル: output.py プロジェクト: cong1989/statsmodels
    def _stats_table(self):
        # TODO: do we want individual statistics or should users just
        # use results if wanted?
        # Handle overall fit statistics

        model = self.model


        part2Lstubs = ('No. of Equations:',
                       'Nobs:',
                       'Log likelihood:',
                       'AIC:')
        part2Rstubs = ('BIC:',
                       'HQIC:',
                       'FPE:',
                       'Det(Omega_mle):')
        part2Ldata = [[model.neqs], [model.nobs], [model.llf], [model.aic]]
        part2Rdata = [[model.bic], [model.hqic], [model.fpe], [model.detomega]]
        part2Lheader = None
        part2L = SimpleTable(part2Ldata, part2Lheader, part2Lstubs,
                             txt_fmt = self.part2_fmt)
        part2R = SimpleTable(part2Rdata, part2Lheader, part2Rstubs,
                             txt_fmt = self.part2_fmt)
        part2L.extend_right(part2R)

        return str(part2L)
コード例 #2
0
    def _stats_table(self):
        # TODO: do we want individual statistics or should users just
        # use results if wanted?
        # Handle overall fit statistics

        model = self.model

        part2Lstubs = ('No. of Equations:',
                       'Nobs:',
                       'Log likelihood:',
                       'AIC:')
        part2Rstubs = ('BIC:',
                       'HQIC:',
                       'FPE:',
                       'Det(Omega_mle):')
        part2Ldata = [[model.neqs], [model.nobs], [model.llf], [model.aic]]
        part2Rdata = [[model.bic], [model.hqic], [model.fpe], [model.detomega]]
        part2Lheader = None
        part2L = SimpleTable(part2Ldata, part2Lheader, part2Lstubs,
                             txt_fmt = self.part2_fmt)
        part2R = SimpleTable(part2Rdata, part2Lheader, part2Rstubs,
                             txt_fmt = self.part2_fmt)
        part2L.extend_right(part2R)

        return str(part2L)
コード例 #3
0
ファイル: output.py プロジェクト: locolucco209/MongoScraper
    def _header_table(self):
        import time

        model = self.model

        t = time.localtime()

        # TODO: change when we allow coef restrictions
        # ncoefs = len(model.beta)

        # Header information
        part1title = "Summary of Regression Results"
        part1data = [
            [model._model_type],
            ["OLS"],  #TODO: change when fit methods change
            [time.strftime("%a, %d, %b, %Y", t)],
            [time.strftime("%H:%M:%S", t)]
        ]
        part1header = None
        part1stubs = ('Model:', 'Method:', 'Date:', 'Time:')
        part1 = SimpleTable(part1data,
                            part1header,
                            part1stubs,
                            title=part1title,
                            txt_fmt=self.part1_fmt)

        return str(part1)
コード例 #4
0
ファイル: output.py プロジェクト: locolucco209/MongoScraper
def print_ic_table(ics, selected_orders):
    """
    For VAR order selection

    """
    # Can factor this out into a utility method if so desired

    cols = sorted(ics)

    data = mat([["%#10.4g" % v for v in ics[c]] for c in cols], dtype=object).T

    # start minimums
    for i, col in enumerate(cols):
        idx = int(selected_orders[col]), i
        data[idx] = data[idx] + '*'
        # data[idx] = data[idx][:-1] + '*' # super hack, ugh

    fmt = dict(_default_table_fmt, data_fmts=("%s", ) * len(cols))

    buf = StringIO()
    table = SimpleTable(data,
                        cols,
                        lrange(len(data)),
                        title='VAR Order Selection',
                        txt_fmt=fmt)
    buf.write(str(table) + '\n')
    buf.write('* Minimum' + '\n')

    print(buf.getvalue())
コード例 #5
0
ファイル: output.py プロジェクト: locolucco209/MongoScraper
    def _coef_table(self):
        model = self.model
        k = model.neqs

        Xnames = self.model.exog_names

        data = lzip(model.params.T.ravel(), model.stderr.T.ravel(),
                    model.tvalues.T.ravel(), model.pvalues.T.ravel())

        header = ('coefficient', 'std. error', 't-stat', 'prob')

        buf = StringIO()
        dim = k * model.k_ar + model.k_trend
        for i in range(k):
            section = "Results for equation %s" % model.names[i]
            buf.write(section + '\n')
            #print >> buf, section

            table = SimpleTable(data[dim * i:dim * (i + 1)],
                                header,
                                Xnames,
                                title=None,
                                txt_fmt=self.default_fmt)
            buf.write(str(table) + '\n')

            if i < k - 1:
                buf.write('\n')

        return buf.getvalue()
コード例 #6
0
ファイル: summarize.py プロジェクト: USC-CSSL/NTAP
    def _twocol_summary(self, lhs_data, rhs_data, title=None):
        if not isinstance(lhs_data, dict) or not isinstance(rhs_data, dict):
            raise ValueError(f"Args must be type `dict`")

        lhs_rownames, lhs_data = zip(*lhs_data.items())
        lhs_rownames = [rowname + ':' for rowname in lhs_rownames]

        rhs_rownames, rhs_data = zip(*rhs_data.items())
        rhs_rownames = [rowname + ':' for rowname in rhs_rownames]

        lhs_table = SimpleTable(lhs_data, None, lhs_rownames, title)
        rhs_table = SimpleTable(rhs_data, None, rhs_rownames, title)

        lhs_table.extend_right(rhs_table)

        return lhs_table
コード例 #7
0
 def summary_coeff(self):
     from statsmodels.iolib import SimpleTable
     params_arr = self.params.reshape(self.nlevel1, self.nlevel2)
     stubs = self.d1_labels
     headers = self.d2_labels
     title = 'Estimated Coefficients by factors'
     table_fmt = dict(
         data_fmts = ["%#10.4g"]*self.nlevel2)
     return SimpleTable(params_arr, headers, stubs, title=title,
                        txt_fmt=table_fmt)
コード例 #8
0
ファイル: ex_onewaygls.py プロジェクト: kikuriyou/example
def print_results(res):
    groupind = res.groups
    #res.fitjoint()  #not really necessary, because called by ftest_summary
    ft = res.ftest_summary()
    #print ft[0]  #skip because table is nicer
    print(
        '\nTable of F-tests for overall or pairwise equality of coefficients')
    ##    print 'hypothesis F-statistic         p-value  df_denom df_num  reject'
    ##    for row in ft[1]:
    ##        print row,
    ##        if row[1][1]<0.05:
    ##            print '*'
    ##        else:
    ##            print ''
    from statsmodels.iolib import SimpleTable
    print(
        SimpleTable(
            [(['%r' % (row[0], )] + list(row[1]) + ['*'] *
              (row[1][1] > 0.5).item()) for row in ft[1]],
            headers=['pair', 'F-statistic', 'p-value', 'df_denom', 'df_num']))

    print('Notes: p-values are not corrected for many tests')
    print('       (no Bonferroni correction)')
    print('       * : reject at 5% uncorrected confidence level')
    print('Null hypothesis: all or pairwise coefficient are the same')
    print('Alternative hypothesis: all coefficients are different')

    print('\nComparison with stats.f_oneway')
    print(stats.f_oneway(*[y[groupind == gr] for gr in res.unique]))
    print('\nLikelihood Ratio Test')
    print('likelihood ratio    p-value       df')
    print(res.lr_test())
    print('Null model: pooled all coefficients are the same across groups,')
    print('Alternative model: all coefficients are allowed to be different')
    print('not verified but looks close to f-test result')

    print(
        '\nOls parameters by group from individual, separate ols regressions')
    for group in sorted(res.olsbygroup):
        r = res.olsbygroup[group]
        print(group, r.params)

    print('\nCheck for heteroscedasticity, ')
    print('variance and standard deviation for individual regressions')
    print(' ' * 12, ' '.join('group %-10s' % (gr) for gr in res.unique))
    print('variance    ', res.sigmabygroup)
    print('standard dev', np.sqrt(res.sigmabygroup))
コード例 #9
0
ファイル: output.py プロジェクト: locolucco209/MongoScraper
def hypothesis_test_table(results, title, null_hyp):
    fmt = dict(_default_table_fmt,
               data_fmts=["%#15.6F", "%#15.6F", "%#15.3F", "%s"])

    buf = StringIO()
    table = SimpleTable([[
        results['statistic'], results['crit_value'], results['pvalue'],
        str(results['df'])
    ]], ['Test statistic', 'Critical Value', 'p-value', 'df'], [''],
                        title=None,
                        txt_fmt=fmt)

    buf.write(title + '\n')
    buf.write(str(table) + '\n')

    buf.write(null_hyp + '\n')

    buf.write("Conclusion: %s H_0" % results['conclusion'])
    buf.write(" at %.2f%% significance level" % (results['signif'] * 100))

    return buf.getvalue()
コード例 #10
0
def get_ic_table(ics, selected_orders):
    '''
    该方法将滞后阶数结果转换为表格化的分析结果
    :param ics: 滞后阶数结果
    :param selected_orders: 最大滞后阶数
    :return: 返回表格化的滞后阶数分析结果
    '''
    _default_table_fmt = dict(empty_cell='',
                              colsep='  ',
                              row_pre='',
                              row_post='',
                              table_dec_above='=',
                              table_dec_below='=',
                              header_dec_below='-',
                              header_fmt='%s',
                              stub_fmt='%s',
                              title_align='c',
                              header_align='r',
                              data_aligns='r',
                              stubs_align='l',
                              fmt='txt')
    cols = sorted(ics)
    data = np.array([["%#10.4g" % v for v in ics[c]] for c in cols],
                    dtype=object).T
    for i, col in enumerate(cols):
        idx = int(selected_orders[col]), i
        data[idx] = data[idx] + '*'
    fmt = dict(_default_table_fmt, data_fmts=("%s", ) * len(cols))
    buf = StringIO()
    table = SimpleTable(data,
                        cols,
                        lrange(len(data)),
                        title='VAR Order Selection',
                        txt_fmt=fmt)
    buf.write(str(table) + '\n')
    buf.write('* Minimum' + '\n')
    return buf.getvalue()
コード例 #11
0
ファイル: onewaygls.py プロジェクト: timgates42/statsmodels
    def print_summary(self, res):
        '''printable string of summary

        '''
        groupind = res.groups
        #res.fitjoint()  #not really necessary, because called by ftest_summary
        if hasattr(res, 'self.summarytable'):
            summtable = self.summarytable
        else:
            _, summtable = res.ftest_summary()
        txt = ''
        #print ft[0]  #skip because table is nicer
        templ = \
'''Table of F-tests for overall or pairwise equality of coefficients'
%(tab)s


Notes: p-values are not corrected for many tests
       (no Bonferroni correction)
       * : reject at 5%% uncorrected confidence level
Null hypothesis: all or pairwise coefficient are the same'
Alternative hypothesis: all coefficients are different'


Comparison with stats.f_oneway
%(statsfow)s


Likelihood Ratio Test
%(lrtest)s
Null model: pooled all coefficients are the same across groups,'
Alternative model: all coefficients are allowed to be different'
not verified but looks close to f-test result'


OLS parameters by group from individual, separate ols regressions'
%(olsbg)s
for group in sorted(res.olsbygroup):
    r = res.olsbygroup[group]
    print group, r.params


Check for heteroscedasticity, '
variance and standard deviation for individual regressions'
%(grh)s
variance    ', res.sigmabygroup
standard dev', np.sqrt(res.sigmabygroup)
'''

        from statsmodels.iolib import SimpleTable
        resvals = {}
        resvals['tab'] = str(SimpleTable([(['%r' % (row[0],)]
                            + list(row[1])
                            + ['*']*(row[1][1]>0.5).item() ) for row in summtable],
                          headers=['pair', 'F-statistic','p-value','df_denom',
                                   'df_num']))
        resvals['statsfow'] = str(stats.f_oneway(*[res.endog[groupind==gr] for gr in
                                                   res.unique]))
        #resvals['lrtest'] = str(res.lr_test())
        resvals['lrtest'] = str(SimpleTable([res.lr_test()],
                                    headers=['likelihood ratio', 'p-value', 'df'] ))

        resvals['olsbg'] = str(SimpleTable([[group]
                                            + res.olsbygroup[group].params.tolist()
                                            for group in sorted(res.olsbygroup)]))
        resvals['grh'] = str(SimpleTable(np.vstack([res.sigmabygroup,
                                               np.sqrt(res.sigmabygroup)]),
                                     headers=res.unique.tolist()))

        return templ % resvals
コード例 #12
0
    mc1 = c1.item()
    mc2 = (c2*nc**np.array([2,0])).sum()
    mc3 = (c3*nc**np.array([3,1])).sum()
    mc4 = c4=np.array([0.0425458, 1.17491, 6.25])
    mvsk_nc = mc2mvsk((mc1,mc2,mc3,mc4))

if __name__ == '__main__':

    check_cont_basic()
    #print [(k, v[0]) for k,v in res.items() if np.abs(v[0]-1)>1e-3]
    #print [(k, v[2][0], 1+2*v[2][0]) for k,v in res.items() if np.abs(v[-1]-(1+2*v[2][0]))>1e-3]
    mean_ = [(k, v[1][0], v[2][0]) for k,v in res.items()
             if np.abs(v[1][0] - v[2][0])>1e-6 and np.isfinite(v[1][0])]
    var_ = [(k, v[1][1], v[2][1]) for k,v in res.items()
            if np.abs(v[1][1] - v[2][1])>1e-2 and np.isfinite(v[1][1])]
    skew = [(k, v[1][2], v[2][2]) for k,v in res.items()
            if np.abs(v[1][2] - v[2][2])>1e-2 and np.isfinite(v[1][1])]
    kurt = [(k, v[1][3], v[2][3]) for k,v in res.items()
            if np.abs(v[1][3] - v[2][3])>1e-2 and np.isfinite(v[1][1])]

    from statsmodels.iolib import SimpleTable
    if len(mean_) > 0:
        print('\nMean difference at least 1e-6')
        print(SimpleTable(mean_, headers=['distname', 'diststats', 'expect']))
    print('\nVariance difference at least 1e-2')
    print(SimpleTable(var_, headers=['distname', 'diststats', 'expect']))
    print('\nSkew difference at least 1e-2')
    print(SimpleTable(skew, headers=['distname', 'diststats', 'expect']))
    print('\nKurtosis difference at least 1e-2')
    print(SimpleTable(kurt, headers=['distname', 'diststats', 'expect']))
コード例 #13
0
    def summary_old(self, yname=None, xname=None,
                    title='Generalized linear model', returns='text'):
        """
        Print a table of results or returns SimpleTable() instance which
        summarizes the Generalized linear model results.

        Parameters
        -----------
        yname : string
                optional, Default is `Y`
        xname : list of strings
                optional, Default is `X.#` for # in p the number of regressors
        title : string
                optional, Defualt is 'Generalized linear model'
        returns : string
                  'text', 'table', 'csv', 'latex', 'html'

        Returns
        -------
        Defualt :
        returns='print'
                Prints the summarirized results

        Option :
        returns='text'
                Prints the summarirized results

        Option :
        returns='table'
                 SimpleTable instance : summarizing the fit of a linear model.

        Option :
        returns='csv'
                returns a string of csv of the results, to import into a
                spreadsheet

        Option :
        returns='latex'
        Not implimented yet

        Option :
        returns='HTML'
        Not implimented yet


        Examples (needs updating)
        --------
        >>> import statsmodels.api as sm
        >>> data = sm.datasets.longley.load()
        >>> data.exog = sm.add_constant(data.exog)
        >>> ols_results = sm.OLS(data.endog, data.exog).results
        >>> print ols_results.summary()
        ...

        Notes
        -----
        stand_errors are not implimented.
        conf_int calculated from normal dist.
        """
        import time as Time
        from statsmodels.iolib import SimpleTable

        yname = 'Y'
        if xname is None:
            xname = ['x%d' % i for i in range(self.model.exog.shape[1])]

        #List of results used in summary
        #yname = yname
        #xname = xname
        time = Time.localtime()
        dist_family = self.model.family.__class__.__name__
        df_model = self.df_model
        df_resid = self.df_resid
        llf = self.llf
        nobs = self.nobs
        params = self.params
        scale = self.scale
        #TODO   #stand_errors = self.stand_errors
        stand_errors = self.bse  #[' ' for x in range(len(self.params))]
        #Added note about conf_int
        conf_int = self.conf_int()
        #f_test() = self.f_test()
        t = self.tvalues
        #t_test = self.t_test()



        table_1l_fmt = dict(
            data_fmts = ["%s", "%s", "%s", "%s", "%s"],
            empty_cell = '',
            colwidths = 15,
            colsep='   ',
            row_pre = '  ',
            row_post = '  ',
            table_dec_above='=',
            table_dec_below='',
            header_dec_below=None,
            header_fmt = '%s',
            stub_fmt = '%s',
            title_align='c',
            header_align = 'r',
            data_aligns = "r",
            stubs_align = "l",
            fmt = 'txt'
            )
        # Note table_1l_fmt over rides the below formating. in extend_right? JP
        table_1r_fmt = dict(
            data_fmts = ["%s", "%s", "%s", "%s", "%1s"],
            empty_cell = '',
            colwidths = 12,
            colsep='   ',
            row_pre = '',
            row_post = '',
            table_dec_above='=',
            table_dec_below='',
            header_dec_below=None,
            header_fmt = '%s',
            stub_fmt = '%s',
            title_align='c',
            header_align = 'r',
            data_aligns = "r",
            stubs_align = "l",
            fmt = 'txt'
            )

        table_2_fmt = dict(
            data_fmts = ["%s", "%s", "%s", "%s"],
            #data_fmts = ["%#12.6g","%#12.6g","%#10.4g","%#5.4g"],
            #data_fmts = ["%#10.4g","%#6.4f", "%#6.4f"],
            #data_fmts = ["%#15.4F","%#15.4F","%#15.4F","%#14.4G"],
            empty_cell = '',
            colwidths = 13,
            colsep=' ',
            row_pre = '  ',
            row_post = '   ',
            table_dec_above='=',
            table_dec_below='=',
            header_dec_below='-',
            header_fmt = '%s',
            stub_fmt = '%s',
            title_align='c',
            header_align = 'r',
            data_aligns = 'r',
            stubs_align = 'l',
            fmt = 'txt'
        )
        ########  summary table 1   #######
        table_1l_title = title
        table_1l_header = None
        table_1l_stubs = ('Model Family:',
                          'Method:',
                          'Dependent Variable:',
                          'Date:',
                          'Time:',
                          )
        table_1l_data = [
                         [dist_family],
                         ['IRLS'],
                         [yname],
                         [Time.strftime("%a, %d %b %Y",time)],
                         [Time.strftime("%H:%M:%S",time)],
                        ]
        table_1l = SimpleTable(table_1l_data,
                            table_1l_header,
                            table_1l_stubs,
                            title=table_1l_title,
                            txt_fmt = table_1l_fmt)
        table_1r_title = None
        table_1r_header = None
        table_1r_stubs = ('# of obs:',
                          'Df residuals:',
                          'Df model:',
                          'Scale:',
                          'Log likelihood:'
                          )
        table_1r_data = [
                         [nobs],
                         [df_resid],
                         [df_model],
                         ["%#6.4f" % (scale,)],
                         ["%#6.4f" % (llf,)]
                        ]
        table_1r = SimpleTable(table_1r_data,
                            table_1r_header,
                            table_1r_stubs,
                            title=table_1r_title,
                            txt_fmt = table_1r_fmt)

        ########  summary table 2   #######
        #TODO add % range to confidance interval column header
        table_2header = ('coefficient', 'stand errors', 't-statistic',
        'Conf. Interval')
        table_2stubs = xname
        table_2data = zip(
                      ["%#6.4f" % (params[i]) for i in range(len(xname))],
                      ["%#6.4f" % stand_errors[i] for i in range(len(xname))],
                      ["%#6.4f" % (t[i]) for i in range(len(xname))],
                      [""" [%#6.3f, %#6.3f]""" % tuple(conf_int[i]) for i in
                                                          range(len(xname))]
                      )


        #dfmt={'data_fmt':["%#12.6g","%#12.6g","%#10.4g","%#5.4g"]}
        table_2 = SimpleTable(table_2data,
                            table_2header,
                            table_2stubs,
                            title=None,
                            txt_fmt = table_2_fmt)

        ########  Return Summary Tables ########
        # join table table_s then print
        if returns == 'text':
            table_1l.extend_right(table_1r)
            return str(table_1l) + '\n' +  str(table_2)
        elif returns == 'print':
            table_1l.extend_right(table_1r)
            print(str(table_1l) + '\n' +  str(table_2))
        elif returns == 'tables':
            return [table_1l, table_1r, table_2]
            #return [table_1, table_2 ,table_3L, notes]
        elif returns == 'csv':
            return table_1.as_csv() + '\n' + table_2.as_csv() + '\n' + \
                   table_3L.as_csv()
        elif returns == 'latex':
            print('not avalible yet')
        elif returns == html:
            print('not avalible yet')
コード例 #14
0
def ols_high_d_category_multi_results(data_df, models, table_header):
    """
    This function is used to get multi results of multi models on one dataframe. During analyzing data with large data
    size and complicated, we usually have several model assumptions. By using this function, we can easily get the
    results comparison of the different models.

    :param data_df: Dataframe with relevant data
    :param models: List of models
    :param table_header: Title of summary table
    :return: summary table of results of the different models
    """
    results = []
    for model1 in models:
        results.append(
            ols_high_d_category(data_df,
                                model1['consist_input'],
                                model1['out_input'],
                                model1['category_input'],
                                model1['cluster_input'],
                                formula=None,
                                robust=False,
                                c_method='cgm',
                                epsilon=1e-5,
                                max_iter=1e6))
    consist_name_list = [result.params.index.to_list() for result in results]
    consist_name_total = []
    consist_name_total.extend(consist_name_list[0])
    for i in consist_name_list[1:]:
        for j in i:
            if j not in consist_name_total:
                consist_name_total.append(j)
    index_name = []
    for name in consist_name_total:
        index_name.append(name)
        index_name.append('pvalue')
        index_name.append('std err')
    exog_len = lrange(len(results))
    lzip = []
    y_zip = []
    b_zip = np.zeros(5)
    table_content = []
    for name in consist_name_total:
        coeff_list = []
        pvalue_list = []
        std_list = []
        for i in range(len(results)):
            if name in consist_name_list[i]:
                coeff = "%#7.4g" % (results[i].params[name])
                pvalue = "%#8.2g" % (results[i].pvalues[name])
                std = "%#8.2f" % (
                    results[i].bse[consist_name_list[i].index(name)])
                coeff_list.append(coeff)
                pvalue_list.append(pvalue)
                std_list.append(std)
            else:
                coeff = 'Nan'
                pvalue = 'Nan'
                std = 'Nan'
                coeff_list.append(coeff)
                pvalue_list.append(pvalue)
                std_list.append(std)
        table_content.append(tuple(coeff_list))
        table_content.append(tuple(pvalue_list))
        table_content.append(tuple(std_list))
    wtffff = dict(
        fmt='txt',
        # basic table formatting
        table_dec_above='=',
        table_dec_below='-',
        title_align='l',
        # basic row formatting
        row_pre='',
        row_post='',
        header_dec_below='-',
        row_dec_below=None,
        colwidths=None,
        colsep=' ',
        data_aligns="l",
        # data formats
        # data_fmt="%s",
        data_fmts=["%s"],
        # labeled alignments
        # stubs_align='l',
        stub_align='l',
        header_align='r',
        # labeled formats
        header_fmt='%s',
        stub_fmt='%s',
        header='%s',
        stub='%s',
        empty_cell='',
        empty='',
        missing='--',
    )
    a = SimpleTable(table_content,
                    table_header,
                    index_name,
                    title='multi',
                    txt_fmt=wtffff)
    print(a)
コード例 #15
0
    def summary_old(self,
                    yname=None,
                    xname=None,
                    title='Generalized linear model',
                    returns='text'):
        """
        Print a table of results or returns SimpleTable() instance which
        summarizes the Generalized linear model results.

        Parameters
        -----------
        yname : string
                optional, Default is `Y`
        xname : list of strings
                optional, Default is `X.#` for # in p the number of regressors
        title : string
                optional, Defualt is 'Generalized linear model'
        returns : string
                  'text', 'table', 'csv', 'latex', 'html'

        Returns
        -------
        Defualt :
        returns='print'
                Prints the summarirized results

        Option :
        returns='text'
                Prints the summarirized results

        Option :
        returns='table'
                 SimpleTable instance : summarizing the fit of a linear model.

        Option :
        returns='csv'
                returns a string of csv of the results, to import into a
                spreadsheet

        Option :
        returns='latex'
        Not implimented yet

        Option :
        returns='HTML'
        Not implimented yet


        Examples (needs updating)
        --------
        >>> import statsmodels.api as sm
        >>> data = sm.datasets.longley.load()
        >>> data.exog = sm.add_constant(data.exog)
        >>> ols_results = sm.OLS(data.endog, data.exog).results
        >>> print ols_results.summary()
        ...

        Notes
        -----
        stand_errors are not implimented.
        conf_int calculated from normal dist.
        """
        import time as Time
        from statsmodels.iolib import SimpleTable

        yname = 'Y'
        if xname is None:
            xname = ['x%d' % i for i in range(self.model.exog.shape[1])]

        #List of results used in summary
        #yname = yname
        #xname = xname
        time = Time.localtime()
        dist_family = self.model.family.__class__.__name__
        df_model = self.df_model
        df_resid = self.df_resid
        llf = self.llf
        nobs = self.nobs
        params = self.params
        scale = self.scale
        #TODO   #stand_errors = self.stand_errors
        stand_errors = self.bse  #[' ' for x in range(len(self.params))]
        #Added note about conf_int
        conf_int = self.conf_int()
        #f_test() = self.f_test()
        t = self.tvalues
        #t_test = self.t_test()

        table_1l_fmt = dict(data_fmts=["%s", "%s", "%s", "%s", "%s"],
                            empty_cell='',
                            colwidths=15,
                            colsep='   ',
                            row_pre='  ',
                            row_post='  ',
                            table_dec_above='=',
                            table_dec_below='',
                            header_dec_below=None,
                            header_fmt='%s',
                            stub_fmt='%s',
                            title_align='c',
                            header_align='r',
                            data_aligns="r",
                            stubs_align="l",
                            fmt='txt')
        # Note table_1l_fmt over rides the below formating. in extend_right? JP
        table_1r_fmt = dict(data_fmts=["%s", "%s", "%s", "%s", "%1s"],
                            empty_cell='',
                            colwidths=12,
                            colsep='   ',
                            row_pre='',
                            row_post='',
                            table_dec_above='=',
                            table_dec_below='',
                            header_dec_below=None,
                            header_fmt='%s',
                            stub_fmt='%s',
                            title_align='c',
                            header_align='r',
                            data_aligns="r",
                            stubs_align="l",
                            fmt='txt')

        table_2_fmt = dict(
            data_fmts=["%s", "%s", "%s", "%s"],
            #data_fmts = ["%#12.6g","%#12.6g","%#10.4g","%#5.4g"],
            #data_fmts = ["%#10.4g","%#6.4f", "%#6.4f"],
            #data_fmts = ["%#15.4F","%#15.4F","%#15.4F","%#14.4G"],
            empty_cell='',
            colwidths=13,
            colsep=' ',
            row_pre='  ',
            row_post='   ',
            table_dec_above='=',
            table_dec_below='=',
            header_dec_below='-',
            header_fmt='%s',
            stub_fmt='%s',
            title_align='c',
            header_align='r',
            data_aligns='r',
            stubs_align='l',
            fmt='txt')
        ########  summary table 1   #######
        table_1l_title = title
        table_1l_header = None
        table_1l_stubs = (
            'Model Family:',
            'Method:',
            'Dependent Variable:',
            'Date:',
            'Time:',
        )
        table_1l_data = [
            [dist_family],
            ['IRLS'],
            [yname],
            [Time.strftime("%a, %d %b %Y", time)],
            [Time.strftime("%H:%M:%S", time)],
        ]
        table_1l = SimpleTable(table_1l_data,
                               table_1l_header,
                               table_1l_stubs,
                               title=table_1l_title,
                               txt_fmt=table_1l_fmt)
        table_1r_title = None
        table_1r_header = None
        table_1r_stubs = ('# of obs:', 'Df residuals:', 'Df model:', 'Scale:',
                          'Log likelihood:')
        table_1r_data = [[nobs], [df_resid], [df_model],
                         ["%#6.4f" % (scale, )], ["%#6.4f" % (llf, )]]
        table_1r = SimpleTable(table_1r_data,
                               table_1r_header,
                               table_1r_stubs,
                               title=table_1r_title,
                               txt_fmt=table_1r_fmt)

        ########  summary table 2   #######
        #TODO add % range to confidance interval column header
        table_2header = ('coefficient', 'stand errors', 't-statistic',
                         'Conf. Interval')
        table_2stubs = xname
        table_2data = zip(
            ["%#6.4f" % (params[i]) for i in range(len(xname))],
            ["%#6.4f" % stand_errors[i] for i in range(len(xname))],
            ["%#6.4f" % (t[i]) for i in range(len(xname))], [
                """ [%#6.3f, %#6.3f]""" % tuple(conf_int[i])
                for i in range(len(xname))
            ])

        #dfmt={'data_fmt':["%#12.6g","%#12.6g","%#10.4g","%#5.4g"]}
        table_2 = SimpleTable(table_2data,
                              table_2header,
                              table_2stubs,
                              title=None,
                              txt_fmt=table_2_fmt)

        ########  Return Summary Tables ########
        # join table table_s then print
        if returns == 'text':
            table_1l.extend_right(table_1r)
            return str(table_1l) + '\n' + str(table_2)
        elif returns == 'print':
            table_1l.extend_right(table_1r)
            print(str(table_1l) + '\n' + str(table_2))
        elif returns == 'tables':
            return [table_1l, table_1r, table_2]
            #return [table_1, table_2 ,table_3L, notes]
        elif returns == 'csv':
            return table_1.as_csv() + '\n' + table_2.as_csv() + '\n' + \
                   table_3L.as_csv()
        elif returns == 'latex':
            print('not avalible yet')
        elif returns == html:
            print('not avalible yet')
コード例 #16
0
ファイル: summarize.py プロジェクト: USC-CSSL/NTAP
 def _single_summary(self, data, title=None):
     if not isinstance(data, dict):
         raise ValueError(f"`data` arg ({type(data)}) must be type `dict`")
     rownames, data = zip(*data.items())
     rownames = [rowname + ':' for rowname in rownames]
     return SimpleTable(data, None, rownames, title)