def add_constant(data, prepend=False):
'''
This appends a column of ones to an array if prepend==False.
For ndarrays and pandas.DataFrames, checks to make sure a constant is not
already included. If there is at least one column of ones then the
original object is returned. Does not check for a constant if a structured
or recarray is
given.
Parameters
----------
data : array-like
`data` is the column-ordered design matrix
prepend : bool
True and the constant is prepended rather than appended.
Returns
-------
data : array
The original array with a constant (column of ones) as the first or
last column.
Notes
-----
.. WARNING::
The default of prepend will be changed to True in the next release of
statsmodels. We recommend to use an explicit prepend in any permanent
code.
'''
if not prepend:
import warnings
warnings.warn("The default of `prepend` will be changed to True in the "
"next release, use explicit prepend", FutureWarning)
if _is_using_pandas(data, None):
# work on a copy
return _pandas_add_constant(data.copy(), prepend)
else:
data = np.asarray(data)
if not data.dtype.names:
var0 = data.var(0) == 0
if np.any(var0):
return data
data = np.column_stack((data, np.ones((data.shape[0], 1))))
if prepend:
return np.roll(data, 1, 1)
else:
return_rec = data.__class__ is np.recarray
if prepend:
ones = np.ones((data.shape[0], 1), dtype=[('const', float)])
data = nprf.append_fields(ones, data.dtype.names, [data[i] for
i in data.dtype.names], usemask=False, asrecarray=return_rec)
else:
data = nprf.append_fields(data, 'const', np.ones(data.shape[0]),
usemask=False, asrecarray = return_rec)
return data
def handle_data(endog, exog):
"""
Given inputs
"""
if data_util._is_using_pandas(endog, exog):
klass = PandasData
elif data_util._is_using_larry(endog, exog):
klass = LarryData
elif data_util._is_using_timeseries(endog, exog):
klass = TimeSeriesData
# keep this check last
elif (data_util._is_using_ndarray(endog, exog) or
data_util._is_array_like(endog, exog)):
klass = ModelData
else:
raise ValueError('unrecognized data structures: %s / %s' %
(type(endog), type(exog)))
return klass(endog, exog=exog)
