def setupClass(cls): from scikits.statsmodels.datasets.sunspots import load data = load() cls.rho, cls.sigma = yule_walker(data.endog, order=4, method="mle") cls.R_params = [1.2831003105694765, -0.45240924374091945, -0.20770298557575195, 0.047943648089542337]
def setupClass(cls): from scikits.statsmodels.datasets.ccard import load data = load() cls.res1 = WLS(data.endog, data.exog, weights = 1/data.exog[:,2]).fit() cls.res2 = GLS(data.endog, data.exog, sigma = data.exog[:,2]).fit()
def setupClass(cls): from scikits.statsmodels.datasets.ccard import load data = load() cls.res1 = WLS(data.endog, data.exog, weights=1 / data.exog[:, 2]).fit() cls.res2 = GLS(data.endog, data.exog, sigma=data.exog[:, 2]).fit()