def GM_Lag_Regimes_Multi(self, y, x, w_i, regi_ids, cores=None,\
yend=None, q=None, w_lags=1, lag_q=True,\
robust=None, gwk=None, sig2n_k=False,cols2regi='all',\
spat_diag=False, vm=False, name_y=None, name_x=None,\
name_yend=None, name_q=None, name_regimes=None,\
name_w=None, name_gwk=None, name_ds=None):
pool = mp.Pool(cores)
self.name_ds = USER.set_name_ds(name_ds)
name_x = USER.set_name_x(name_x, x)
name_yend.append(USER.set_name_yend_sp(name_y))
self.name_w = USER.set_name_w(name_w, w_i)
self.name_gwk = USER.set_name_w(name_gwk, gwk)
results_p = {}
for r in self.regimes_set:
w_r = w_i[r].sparse
results_p[r] = pool.apply_async(_work,args=(y,x,regi_ids,r,yend,q,w_r,w_lags,lag_q,robust,sig2n_k,self.name_ds,name_y,name_x,name_yend,name_q,self.name_w,name_regimes, ))
self.kryd = 0
self.kr = len(cols2regi) + 1
self.kf = 0
self.nr = len(self.regimes_set)
self.name_x_r = name_x + name_yend
self.name_regimes = name_regimes
self.vm = np.zeros((self.nr*self.kr,self.nr*self.kr),float)
self.betas = np.zeros((self.nr*self.kr,1),float)
self.u = np.zeros((self.n,1),float)
self.predy = np.zeros((self.n,1),float)
self.predy_e = np.zeros((self.n,1),float)
self.e_pred = np.zeros((self.n,1),float)
pool.close()
pool.join()
results = {}
self.name_y, self.name_x, self.name_yend, self.name_q, self.name_z, self.name_h = [],[],[],[],[],[]
counter = 0
for r in self.regimes_set:
results[r] = results_p[r].get()
results[r].predy_e, results[r].e_pred = sp_att(w_i[r],results[r].y,results[r].predy, results[r].yend[:,-1].reshape(results[r].n,1),results[r].betas[-1])
results[r].w = w_i[r]
self.vm[(counter*self.kr):((counter+1)*self.kr),(counter*self.kr):((counter+1)*self.kr)] = results[r].vm
self.betas[(counter*self.kr):((counter+1)*self.kr),] = results[r].betas
self.u[regi_ids[r],]=results[r].u
self.predy[regi_ids[r],]=results[r].predy
self.predy_e[regi_ids[r],]=results[r].predy_e
self.e_pred[regi_ids[r],]=results[r].e_pred
self.name_y += results[r].name_y
self.name_x += results[r].name_x
self.name_yend += results[r].name_yend
self.name_q += results[r].name_q
self.name_z += results[r].name_z
self.name_h += results[r].name_h
if r == self.regimes_set[0]:
self.hac_var = np.zeros((self.n,results[r].h.shape[1]),float)
self.hac_var[regi_ids[r],] = results[r].h
counter += 1
self.multi = results
if robust == 'hac':
hac_multi(self,gwk,constant=True)
self.chow = REGI.Chow(self)
SUMMARY.GM_Lag_multi(reg=self, multireg=self.multi, vm=vm, spat_diag=spat_diag, regimes=True)
def _ols_regimes_multi(self, x, w, regi_ids, cores,
gwk, sig2n_k, robust, nonspat_diag, spat_diag, vm, name_x, moran, white_test):
results_p = {}
for r in self.regimes_set:
if system() == 'Windows':
is_win = True
results_p[r] = _work(
*(self.y, x, w, regi_ids, r, robust, sig2n_k,
self.name_ds, self.name_y, name_x, self.name_w, self.name_regimes))
else:
pool = mp.Pool(cores)
results_p[r] = pool.apply_async(_work, args=(
self.y, x, w, regi_ids, r, robust, sig2n_k, self.name_ds, self.name_y, name_x, self.name_w, self.name_regimes))
is_win = False
self.kryd = 0
self.kr = x.shape[1] + 1
self.kf = 0
self.nr = len(self.regimes_set)
self.vm = np.zeros((self.nr * self.kr, self.nr * self.kr), float)
self.betas = np.zeros((self.nr * self.kr, 1), float)
self.u = np.zeros((self.n, 1), float)
self.predy = np.zeros((self.n, 1), float)
if not is_win:
pool.close()
pool.join()
results = {}
self.name_y, self.name_x = [], []
counter = 0
for r in self.regimes_set:
if is_win:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
self.vm[(counter * self.kr):((counter + 1) * self.kr),
(counter * self.kr):((counter + 1) * self.kr)] = results[r].vm
self.betas[(counter * self.kr):((counter + 1) * self.kr),
] = results[r].betas
self.u[regi_ids[r], ] = results[r].u
self.predy[regi_ids[r], ] = results[r].predy
self.name_y += results[r].name_y
self.name_x += results[r].name_x
counter += 1
self.multi = results
self.hac_var = x
if robust == 'hac':
hac_multi(self, gwk)
self.chow = REGI.Chow(self)
if spat_diag:
self._get_spat_diag_props(x, sig2n_k)
SUMMARY.OLS_multi(
reg=self, multireg=self.multi, vm=vm, nonspat_diag=nonspat_diag,
spat_diag=spat_diag, moran=moran, white_test=white_test, regimes=True, w=w)
def _tsls_regimes_multi(self, x, yend, q, w_i, regi_ids, cores,\
gwk, sig2n_k, robust, spat_diag, vm, name_x, name_yend, name_q):
pool = mp.Pool(cores)
results_p = {}
for r in self.regimes_set:
if system() == 'Windows':
is_win = True
results_p[r] = _work(*(self.y,x,regi_ids,r,yend,q,robust,sig2n_k,self.name_ds,self.name_y,name_x,name_yend,name_q,self.name_w,self.name_regimes))
else:
results_p[r] = pool.apply_async(_work,args=(self.y,x,regi_ids,r,yend,q,robust,sig2n_k,self.name_ds,self.name_y,name_x,name_yend,name_q,self.name_w,self.name_regimes))
is_win = False
self.kryd = 0
self.kr = x.shape[1]+yend.shape[1]+1
self.kf = 0
self.nr = len(self.regimes_set)
self.vm = np.zeros((self.nr*self.kr,self.nr*self.kr),float)
self.betas = np.zeros((self.nr*self.kr,1),float)
self.u = np.zeros((self.n,1),float)
self.predy = np.zeros((self.n,1),float)
if not is_win:
pool.close()
pool.join()
results = {}
self.name_y, self.name_x, self.name_yend, self.name_q, self.name_z, self.name_h = [],[],[],[],[],[]
counter = 0
for r in self.regimes_set:
if is_win:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
if w_i:
results[r].w = w_i[r]
else:
results[r].w = None
self.vm[(counter*self.kr):((counter+1)*self.kr),(counter*self.kr):((counter+1)*self.kr)] = results[r].vm
self.betas[(counter*self.kr):((counter+1)*self.kr),] = results[r].betas
self.u[regi_ids[r],]=results[r].u
self.predy[regi_ids[r],]=results[r].predy
self.name_y += results[r].name_y
self.name_x += results[r].name_x
self.name_yend += results[r].name_yend
self.name_q += results[r].name_q
self.name_z += results[r].name_z
self.name_h += results[r].name_h
counter += 1
self.multi = results
self.hac_var = sphstack(x,q)
if robust == 'hac':
hac_multi(self,gwk)
self.chow = REGI.Chow(self)
SUMMARY.TSLS_multi(reg=self, multireg=self.multi, vm=vm, spat_diag=spat_diag, regimes=True)
def _ols_regimes_multi(self, x, w_i, regi_ids, cores,\
gwk, sig2n_k, robust, nonspat_diag, spat_diag, vm, name_x, moran):
pool = mp.Pool(cores)
results_p = {}
for r in self.regimes_set:
results_p[r] = pool.apply_async(_work,args=(self.y,x,regi_ids,r,robust,sig2n_k,self.name_ds,self.name_y,name_x,self.name_w,self.name_regimes))
self.kryd = 0
self.kr = x.shape[1]+1
self.kf = 0
self.nr = len(self.regimes_set)
self.vm = np.zeros((self.nr*self.kr,self.nr*self.kr),float)
self.betas = np.zeros((self.nr*self.kr,1),float)
self.u = np.zeros((self.n,1),float)
self.predy = np.zeros((self.n,1),float)
pool.close()
pool.join()
results = {}
self.name_y, self.name_x = [],[]
counter = 0
for r in self.regimes_set:
results[r] = results_p[r].get()
if w_i:
results[r].w = w_i[r]
else:
results[r].w = None
self.vm[(counter*self.kr):((counter+1)*self.kr),(counter*self.kr):((counter+1)*self.kr)] = results[r].vm
self.betas[(counter*self.kr):((counter+1)*self.kr),] = results[r].betas
self.u[regi_ids[r],]=results[r].u
self.predy[regi_ids[r],]=results[r].predy
self.name_y += results[r].name_y
self.name_x += results[r].name_x
counter += 1
self.multi = results
self.hac_var = x
if robust == 'hac':
hac_multi(self,gwk)
self.chow = REGI.Chow(self)
SUMMARY.OLS_multi(reg=self, multireg=self.multi, vm=vm, nonspat_diag=nonspat_diag, spat_diag=spat_diag, moran=moran, regimes=True)
def GM_Lag_Regimes_Multi(
self,
y,
x,
w_i,
w,
regi_ids,
cores=False,
yend=None,
q=None,
w_lags=1,
lag_q=True,
robust=None,
gwk=None,
sig2n_k=False,
cols2regi="all",
spat_diag=False,
vm=False,
name_y=None,
name_x=None,
name_yend=None,
name_q=None,
name_regimes=None,
name_w=None,
name_gwk=None,
name_ds=None,
):
# pool = mp.Pool(cores)
self.name_ds = USER.set_name_ds(name_ds)
name_x = USER.set_name_x(name_x, x)
name_yend.append(USER.set_name_yend_sp(name_y))
self.name_w = USER.set_name_w(name_w, w_i)
self.name_gwk = USER.set_name_w(name_gwk, gwk)
results_p = {}
"""
for r in self.regimes_set:
w_r = w_i[r].sparse
if system() == 'Windows':
is_win = True
results_p[r] = _work(*(y,x,regi_ids,r,yend,q,w_r,w_lags,lag_q,robust,sig2n_k,self.name_ds,name_y,name_x,name_yend,name_q,self.name_w,name_regimes))
else:
results_p[r] = pool.apply_async(_work,args=(y,x,regi_ids,r,yend,q,w_r,w_lags,lag_q,robust,sig2n_k,self.name_ds,name_y,name_x,name_yend,name_q,self.name_w,name_regimes, ))
is_win = False
"""
for r in self.regimes_set:
w_r = w_i[r].sparse
if cores:
pool = mp.Pool(None)
results_p[r] = pool.apply_async(
_work,
args=(
y,
x,
regi_ids,
r,
yend,
q,
w_r,
w_lags,
lag_q,
robust,
sig2n_k,
self.name_ds,
name_y,
name_x,
name_yend,
name_q,
self.name_w,
name_regimes,
),
)
else:
results_p[r] = _work(
*(
y,
x,
regi_ids,
r,
yend,
q,
w_r,
w_lags,
lag_q,
robust,
sig2n_k,
self.name_ds,
name_y,
name_x,
name_yend,
name_q,
self.name_w,
name_regimes,
)
)
self.kryd = 0
self.kr = len(cols2regi) + 1
self.kf = 0
self.nr = len(self.regimes_set)
self.name_x_r = name_x + name_yend
self.name_regimes = name_regimes
self.vm = np.zeros((self.nr * self.kr, self.nr * self.kr), float)
self.betas = np.zeros((self.nr * self.kr, 1), float)
self.u = np.zeros((self.n, 1), float)
self.predy = np.zeros((self.n, 1), float)
self.predy_e = np.zeros((self.n, 1), float)
self.e_pred = np.zeros((self.n, 1), float)
"""
if not is_win:
pool.close()
pool.join()
"""
if cores:
pool.close()
pool.join()
results = {}
self.name_y, self.name_x, self.name_yend, self.name_q, self.name_z, self.name_h = [], [], [], [], [], []
counter = 0
for r in self.regimes_set:
"""
if is_win:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
"""
if not cores:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
results[r].predy_e, results[r].e_pred, warn = sp_att(
w_i[r], results[r].y, results[r].predy, results[r].yend[:, -1].reshape(results[r].n, 1), results[r].rho
)
set_warn(results[r], warn)
results[r].w = w_i[r]
self.vm[
(counter * self.kr) : ((counter + 1) * self.kr), (counter * self.kr) : ((counter + 1) * self.kr)
] = results[r].vm
self.betas[(counter * self.kr) : ((counter + 1) * self.kr),] = results[r].betas
self.u[regi_ids[r],] = results[r].u
self.predy[regi_ids[r],] = results[r].predy
self.predy_e[regi_ids[r],] = results[r].predy_e
self.e_pred[regi_ids[r],] = results[r].e_pred
self.name_y += results[r].name_y
self.name_x += results[r].name_x
self.name_yend += results[r].name_yend
self.name_q += results[r].name_q
self.name_z += results[r].name_z
self.name_h += results[r].name_h
if r == self.regimes_set[0]:
self.hac_var = np.zeros((self.n, results[r].h.shape[1]), float)
self.hac_var[regi_ids[r],] = results[r].h
counter += 1
self.multi = results
if robust == "hac":
hac_multi(self, gwk, constant=True)
if robust == "ogmm":
set_warn(self, "Residuals treated as homoskedastic for the purpose of diagnostics.")
self.chow = REGI.Chow(self)
if spat_diag:
pass
# self._get_spat_diag_props(y, x, w, yend, q, w_lags, lag_q)
SUMMARY.GM_Lag_multi(reg=self, multireg=self.multi, vm=vm, spat_diag=spat_diag, regimes=True, w=w)
def GM_Lag_Regimes_Multi(self,
y,
x,
w_i,
w,
regi_ids,
cores=False,
yend=None,
q=None,
w_lags=1,
lag_q=True,
robust=None,
gwk=None,
sig2n_k=False,
cols2regi='all',
spat_diag=False,
vm=False,
name_y=None,
name_x=None,
name_yend=None,
name_q=None,
name_regimes=None,
name_w=None,
name_gwk=None,
name_ds=None):
# pool = mp.Pool(cores)
self.name_ds = USER.set_name_ds(name_ds)
name_x = USER.set_name_x(name_x, x)
name_yend.append(USER.set_name_yend_sp(name_y))
self.name_w = USER.set_name_w(name_w, w_i)
self.name_gwk = USER.set_name_w(name_gwk, gwk)
results_p = {}
"""
for r in self.regimes_set:
w_r = w_i[r].sparse
if system() == 'Windows':
is_win = True
results_p[r] = _work(*(y,x,regi_ids,r,yend,q,w_r,w_lags,lag_q,robust,sig2n_k,self.name_ds,name_y,name_x,name_yend,name_q,self.name_w,name_regimes))
else:
results_p[r] = pool.apply_async(_work,args=(y,x,regi_ids,r,yend,q,w_r,w_lags,lag_q,robust,sig2n_k,self.name_ds,name_y,name_x,name_yend,name_q,self.name_w,name_regimes, ))
is_win = False
"""
for r in self.regimes_set:
w_r = w_i[r].sparse
if cores:
pool = mp.Pool(None)
results_p[r] = pool.apply_async(_work,
args=(
y,
x,
regi_ids,
r,
yend,
q,
w_r,
w_lags,
lag_q,
robust,
sig2n_k,
self.name_ds,
name_y,
name_x,
name_yend,
name_q,
self.name_w,
name_regimes,
))
else:
results_p[r] = _work(*(y, x, regi_ids, r, yend, q, w_r, w_lags,
lag_q, robust, sig2n_k, self.name_ds,
name_y, name_x, name_yend, name_q,
self.name_w, name_regimes))
self.kryd = 0
self.kr = len(cols2regi) + 1
self.kf = 0
self.nr = len(self.regimes_set)
self.name_x_r = name_x + name_yend
self.name_regimes = name_regimes
self.vm = np.zeros((self.nr * self.kr, self.nr * self.kr), float)
self.betas = np.zeros((self.nr * self.kr, 1), float)
self.u = np.zeros((self.n, 1), float)
self.predy = np.zeros((self.n, 1), float)
self.predy_e = np.zeros((self.n, 1), float)
self.e_pred = np.zeros((self.n, 1), float)
"""
if not is_win:
pool.close()
pool.join()
"""
if cores:
pool.close()
pool.join()
results = {}
self.name_y, self.name_x, self.name_yend, self.name_q, self.name_z, self.name_h = [
], [], [], [], [], []
counter = 0
for r in self.regimes_set:
"""
if is_win:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
"""
if not cores:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
results[r].predy_e, results[r].e_pred, warn = sp_att(
w_i[r], results[r].y, results[r].predy,
results[r].yend[:, -1].reshape(results[r].n,
1), results[r].rho)
set_warn(results[r], warn)
results[r].w = w_i[r]
self.vm[(counter * self.kr):((counter + 1) * self.kr),
(counter * self.kr):((counter + 1) *
self.kr)] = results[r].vm
self.betas[(counter * self.kr):((counter + 1) *
self.kr), ] = results[r].betas
self.u[regi_ids[r], ] = results[r].u
self.predy[regi_ids[r], ] = results[r].predy
self.predy_e[regi_ids[r], ] = results[r].predy_e
self.e_pred[regi_ids[r], ] = results[r].e_pred
self.name_y += results[r].name_y
self.name_x += results[r].name_x
self.name_yend += results[r].name_yend
self.name_q += results[r].name_q
self.name_z += results[r].name_z
self.name_h += results[r].name_h
if r == self.regimes_set[0]:
self.hac_var = np.zeros((self.n, results[r].h.shape[1]), float)
self.hac_var[regi_ids[r], ] = results[r].h
counter += 1
self.multi = results
if robust == 'hac':
hac_multi(self, gwk, constant=True)
if robust == 'ogmm':
set_warn(
self,
"Residuals treated as homoskedastic for the purpose of diagnostics."
)
self.chow = REGI.Chow(self)
if spat_diag:
pass
#self._get_spat_diag_props(y, x, w, yend, q, w_lags, lag_q)
SUMMARY.GM_Lag_multi(reg=self,
multireg=self.multi,
vm=vm,
spat_diag=spat_diag,
regimes=True,
w=w)
def _tsls_regimes_multi(self, x, yend, q, w, regi_ids, cores,
gwk, sig2n_k, robust, spat_diag, vm, name_x, name_yend, name_q):
results_p = {}
"""
for r in self.regimes_set:
if system() != 'Windows':
is_win = True
results_p[r] = _work(*(self.y,x,w,regi_ids,r,yend,q,robust,sig2n_k,self.name_ds,self.name_y,name_x,name_yend,name_q,self.name_w,self.name_regimes))
else:
pool = mp.Pool(cores)
results_p[r] = pool.apply_async(_work,args=(self.y,x,w,regi_ids,r,yend,q,robust,sig2n_k,self.name_ds,self.name_y,name_x,name_yend,name_q,self.name_w,self.name_regimes))
is_win = False
"""
for r in self.regimes_set:
if cores:
pool = mp.Pool(None)
results_p[r] = pool.apply_async(_work, args=(
self.y, x, w, regi_ids, r, yend, q, robust, sig2n_k, self.name_ds, self.name_y, name_x, name_yend, name_q, self.name_w, self.name_regimes))
else:
results_p[r] = _work(*(self.y, x, w, regi_ids, r, yend, q, robust, sig2n_k,
self.name_ds, self.name_y, name_x, name_yend, name_q, self.name_w, self.name_regimes))
self.kryd = 0
self.kr = x.shape[1] + yend.shape[1] + 1
self.kf = 0
self.nr = len(self.regimes_set)
self.vm = np.zeros((self.nr * self.kr, self.nr * self.kr), float)
self.betas = np.zeros((self.nr * self.kr, 1), float)
self.u = np.zeros((self.n, 1), float)
self.predy = np.zeros((self.n, 1), float)
"""
if not is_win:
pool.close()
pool.join()
"""
if cores:
pool.close()
pool.join()
results = {}
self.name_y, self.name_x, self.name_yend, self.name_q, self.name_z, self.name_h = [
], [], [], [], [], []
counter = 0
for r in self.regimes_set:
"""
if is_win:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
"""
if not cores:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
self.vm[(counter * self.kr):((counter + 1) * self.kr),
(counter * self.kr):((counter + 1) * self.kr)] = results[r].vm
self.betas[
(counter * self.kr):((counter + 1) * self.kr), ] = results[r].betas
self.u[regi_ids[r], ] = results[r].u
self.predy[regi_ids[r], ] = results[r].predy
self.name_y += results[r].name_y
self.name_x += results[r].name_x
self.name_yend += results[r].name_yend
self.name_q += results[r].name_q
self.name_z += results[r].name_z
self.name_h += results[r].name_h
counter += 1
self.multi = results
self.hac_var = sphstack(x, q)
if robust == 'hac':
hac_multi(self, gwk)
if robust == 'ogmm':
set_warn(
self, "Residuals treated as homoskedastic for the purpose of diagnostics.")
self.chow = REGI.Chow(self)
if spat_diag:
self._get_spat_diag_props(results, regi_ids, x, yend, q)
SUMMARY.TSLS_multi(
reg=self, multireg=self.multi, vm=vm, spat_diag=spat_diag, regimes=True, w=w)
def _ols_regimes_multi(self, x, w, regi_ids, cores,
gwk, sig2n_k, robust, nonspat_diag, spat_diag, vm, name_x, moran, white_test):
results_p = {}
"""
for r in self.regimes_set:
if system() == 'Windows':
is_win = True
results_p[r] = _work(*(self.y,x,w,regi_ids,r,robust,sig2n_k,self.name_ds,self.name_y,name_x,self.name_w,self.name_regimes))
else:
pool = mp.Pool(cores)
results_p[r] = pool.apply_async(_work,args=(self.y,x,w,regi_ids,r,robust,sig2n_k,self.name_ds,self.name_y,name_x,self.name_w,self.name_regimes))
is_win = False
"""
for r in self.regimes_set:
if cores:
pool = mp.Pool(None)
results_p[r] = pool.apply_async(_work, args=(
self.y, x, w, regi_ids, r, robust, sig2n_k, self.name_ds, self.name_y, name_x, self.name_w, self.name_regimes))
else:
results_p[r] = _work(*(self.y, x, w, regi_ids, r, robust, sig2n_k,
self.name_ds, self.name_y, name_x, self.name_w, self.name_regimes))
self.kryd = 0
self.kr = x.shape[1] + 1
self.kf = 0
self.nr = len(self.regimes_set)
self.vm = np.zeros((self.nr * self.kr, self.nr * self.kr), float)
self.betas = np.zeros((self.nr * self.kr, 1), float)
self.u = np.zeros((self.n, 1), float)
self.predy = np.zeros((self.n, 1), float)
"""
if not is_win:
pool.close()
pool.join()
"""
if cores:
pool.close()
pool.join()
results = {}
self.name_y, self.name_x = [], []
counter = 0
for r in self.regimes_set:
"""
if is_win:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
"""
if not cores:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
self.vm[(counter * self.kr):((counter + 1) * self.kr),
(counter * self.kr):((counter + 1) * self.kr)] = results[r].vm
self.betas[
(counter * self.kr):((counter + 1) * self.kr), ] = results[r].betas
self.u[regi_ids[r], ] = results[r].u
self.predy[regi_ids[r], ] = results[r].predy
self.name_y += results[r].name_y
self.name_x += results[r].name_x
counter += 1
self.multi = results
self.hac_var = x
if robust == 'hac':
hac_multi(self, gwk)
self.chow = REGI.Chow(self)
if spat_diag:
self._get_spat_diag_props(x, sig2n_k)
SUMMARY.OLS_multi(reg=self, multireg=self.multi, vm=vm, nonspat_diag=nonspat_diag,
spat_diag=spat_diag, moran=moran, white_test=white_test, regimes=True, w=w)
def _tsls_regimes_multi(self, x, yend, q, w, regi_ids, cores, gwk, sig2n_k,
robust, spat_diag, vm, name_x, name_yend, name_q):
results_p = {}
"""
for r in self.regimes_set:
if system() != 'Windows':
is_win = True
results_p[r] = _work(*(self.y,x,w,regi_ids,r,yend,q,robust,sig2n_k,self.name_ds,self.name_y,name_x,name_yend,name_q,self.name_w,self.name_regimes))
else:
pool = mp.Pool(cores)
results_p[r] = pool.apply_async(_work,args=(self.y,x,w,regi_ids,r,yend,q,robust,sig2n_k,self.name_ds,self.name_y,name_x,name_yend,name_q,self.name_w,self.name_regimes))
is_win = False
"""
for r in self.regimes_set:
if cores:
pool = mp.Pool(None)
results_p[r] = pool.apply_async(
_work,
args=(self.y, x, w, regi_ids, r, yend, q, robust, sig2n_k,
self.name_ds, self.name_y, name_x, name_yend, name_q,
self.name_w, self.name_regimes))
else:
results_p[r] = _work(*(self.y, x, w, regi_ids, r, yend, q,
robust, sig2n_k, self.name_ds,
self.name_y, name_x, name_yend, name_q,
self.name_w, self.name_regimes))
self.kryd = 0
self.kr = x.shape[1] + yend.shape[1] + 1
self.kf = 0
self.nr = len(self.regimes_set)
self.vm = np.zeros((self.nr * self.kr, self.nr * self.kr), float)
self.betas = np.zeros((self.nr * self.kr, 1), float)
self.u = np.zeros((self.n, 1), float)
self.predy = np.zeros((self.n, 1), float)
"""
if not is_win:
pool.close()
pool.join()
"""
if cores:
pool.close()
pool.join()
results = {}
self.name_y, self.name_x, self.name_yend, self.name_q, self.name_z, self.name_h = [
], [], [], [], [], []
counter = 0
for r in self.regimes_set:
"""
if is_win:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
"""
if not cores:
results[r] = results_p[r]
else:
results[r] = results_p[r].get()
self.vm[(counter * self.kr):((counter + 1) * self.kr),
(counter * self.kr):((counter + 1) *
self.kr)] = results[r].vm
self.betas[(counter * self.kr):((counter + 1) *
self.kr), ] = results[r].betas
self.u[regi_ids[r], ] = results[r].u
self.predy[regi_ids[r], ] = results[r].predy
self.name_y += results[r].name_y
self.name_x += results[r].name_x
self.name_yend += results[r].name_yend
self.name_q += results[r].name_q
self.name_z += results[r].name_z
self.name_h += results[r].name_h
counter += 1
self.multi = results
self.hac_var = sphstack(x, q)
if robust == 'hac':
hac_multi(self, gwk)
if robust == 'ogmm':
set_warn(
self,
"Residuals treated as homoskedastic for the purpose of diagnostics."
)
self.chow = REGI.Chow(self)
if spat_diag:
self._get_spat_diag_props(results, regi_ids, x, yend, q)
SUMMARY.TSLS_multi(reg=self,
multireg=self.multi,
vm=vm,
spat_diag=spat_diag,
regimes=True,
w=w)