def __init__(self, x, constraints=None, variable_name='x'):
self.x = x
self.constraints = constraints
self.variable_name = variable_name
self.nobs, self.k_variables = len(x), 1
base4 = self._smooth_basis_for_single_variable()
if constraints == 'center':
constraints = base4[0].mean(0)[None, :]
if constraints is not None and not isinstance(constraints, str):
ctransf = transf_constraints(constraints)
self.ctransf = ctransf
else:
# subclasses might set ctransf directly
# only used if constraints is None
if not hasattr(self, 'ctransf'):
self.ctransf = None
self.basis, self.der_basis, self.der2_basis, self.cov_der2 = base4
if self.ctransf is not None:
ctransf = self.ctransf
# transform attributes that are not None
if base4[0] is not None:
self.basis = base4[0].dot(ctransf)
if base4[1] is not None:
self.der_basis = base4[1].dot(ctransf)
if base4[2] is not None:
self.der2_basis = base4[2].dot(ctransf)
if base4[3] is not None:
self.cov_der2 = ctransf.T.dot(base4[3]).dot(ctransf)
self.dim_basis = self.basis.shape[1]
self.col_names = [self.variable_name + "_s" + str(i)
for i in range(self.dim_basis)]
def __init__(self, x, constraints=None, variable_name='x'):
self.x = x
self.constraints = constraints
self.variable_name = variable_name
self.nobs, self.k_variables = len(x), 1
base4 = self._smooth_basis_for_single_variable()
if constraints == 'center':
constraints = base4[0].mean(0)[None, :]
if constraints is not None and not isinstance(constraints, str):
ctransf = transf_constraints(constraints)
self.ctransf = ctransf
else:
# subclasses might set ctransf directly
# only used if constraints is None
if not hasattr(self, 'ctransf'):
self.ctransf = None
self.basis, self.der_basis, self.der2_basis, self.cov_der2 = base4
if self.ctransf is not None:
ctransf = self.ctransf
# transform attributes that are not None
if base4[0] is not None:
self.basis = base4[0].dot(ctransf)
if base4[1] is not None:
self.der_basis = base4[1].dot(ctransf)
if base4[2] is not None:
self.der2_basis = base4[2].dot(ctransf)
if base4[3] is not None:
self.cov_der2 = ctransf.T.dot(base4[3]).dot(ctransf)
self.dim_basis = self.basis.shape[1]
self.col_names = [self.variable_name + "_s" + str(i)
for i in range(self.dim_basis)]
def _init(cls):
# TODO: CyclicCubicSplines raises when using pandas
cc_h = CyclicCubicSplines(np.asarray(data_mcycle['times']), df=[6])
constraints = np.atleast_2d(cc_h.basis.mean(0))
transf = transf_constraints(constraints)
exog = cc_h.basis.dot(transf)
penalty_matrix = transf.T.dot(cc_h.penalty_matrices[0]).dot(transf)
restriction = matrix_sqrt(penalty_matrix)
return exog, penalty_matrix, restriction
def _init(cls):
# TODO: CyclicCubicSplines raises when using pandas
cc_h = CyclicCubicSplines(np.asarray(data_mcycle['times']), df=[6])
constraints = np.atleast_2d(cc_h.basis.mean(0))
transf = transf_constraints(constraints)
exog = cc_h.basis.dot(transf)
penalty_matrix = transf.T.dot(cc_h.penalty_matrices[0]).dot(transf)
restriction = matrix_sqrt(penalty_matrix)
return exog, penalty_matrix, restriction