Python wrapper.populate_wrapper函数代码示例

        See Also
        --------
        statsmodels.iolib.summary2.Summary : class to hold summary results
        """
        from statsmodels.iolib import summary2
        smry = summary2.Summary()
        smry.add_base(results=self, alpha=alpha, float_format=float_format,
                      xname=xname, yname=yname, title=title)

        return smry


class RLMResultsWrapper(lm.RegressionResultsWrapper):
    pass
wrap.populate_wrapper(RLMResultsWrapper, RLMResults)  # noqa:E305


if __name__=="__main__":
#NOTE: This is to be removed
#Delivery Time Data is taken from Montgomery and Peck
    import statsmodels.api as sm

#delivery time(minutes)
    endog = np.array([16.68, 11.50, 12.03, 14.88, 13.75, 18.11, 8.00, 17.83,
    79.24, 21.50, 40.33, 21.00, 13.50, 19.75, 24.00, 29.00, 15.35, 19.00,
    9.50, 35.10, 17.90, 52.32, 18.75, 19.83, 10.75])

#number of cases, distance (Feet)
    exog = np.array([[7, 3, 3, 4, 6, 7, 2, 7, 30, 5, 16, 10, 4, 6, 9, 10, 6,
    7, 3, 17, 10, 26, 9, 8, 4], [560, 220, 340, 80, 150, 330, 110, 210, 1460,

                xname=xname, yname=yname, title=title)

        return smry


class GLMResultsWrapper(lm.RegressionResultsWrapper):
    _attrs = {
        'resid_anscombe' : 'rows',
        'resid_deviance' : 'rows',
        'resid_pearson' : 'rows',
        'resid_response' : 'rows',
        'resid_working' : 'rows'
    }
    _wrap_attrs = wrap.union_dicts(lm.RegressionResultsWrapper._wrap_attrs,
                                   _attrs)
wrap.populate_wrapper(GLMResultsWrapper, GLMResults)

if __name__ == "__main__":
    import statsmodels.api as sm
    data = sm.datasets.longley.load()
    #data.exog = add_constant(data.exog)
    GLMmod = GLM(data.endog, data.exog).fit()
    GLMT = GLMmod.summary(returns='tables')
##    GLMT[0].extend_right(GLMT[1])
##    print(GLMT[0])
##    print(GLMT[2])
    GLMTp = GLMmod.summary(title='Test GLM')


    """
From Stata

        self.data.predict_dates = dates

class TimeSeriesModelResults(base.LikelihoodModelResults):
    def __init__(self, model, params, normalized_cov_params, scale=1.):
        self.data = model.data
        super(TimeSeriesModelResults,
                self).__init__(model, params, normalized_cov_params, scale)

class TimeSeriesResultsWrapper(wrap.ResultsWrapper):
    _attrs = {}
    _wrap_attrs = wrap.union_dicts(base.LikelihoodResultsWrapper._wrap_attrs,
                                    _attrs)
    _methods = {'predict' : 'dates'}
    _wrap_methods = wrap.union_dicts(base.LikelihoodResultsWrapper._wrap_methods,
                                     _methods)
wrap.populate_wrapper(TimeSeriesResultsWrapper,
                      TimeSeriesModelResults)

if __name__ == "__main__":
    import statsmodels.api as sm
    import datetime
    import pandas

    data = sm.datasets.macrodata.load()

    #make a DataFrame
    #TODO: attach a DataFrame to some of the datasets, for quicker use
    dates = [str(int(x[0])) +':'+ str(int(x[1])) \
             for x in data.data[['year','quarter']]]

    df = pandas.DataFrame(data.data[['realgdp','realinv','realcons']], index=dates)
    ex_mod = TimeSeriesModel(df)

        return x + h
    f1 = func(x + h, model) + L1_wt*np.abs(x + h)
    if f1 <= f + L1_wt*np.abs(x) + 1e-10:
        return x + h

    # Fallback for models where the loss is not quadratic
    from scipy.optimize import brent
    x_opt = brent(func, args=(model,), brack=(x-1, x+1), tol=tol)
    return x_opt


class RegularizedResults(Results):

    def __init__(self, model, params):
        super(RegularizedResults, self).__init__(model, params)

    @cache_readonly
    def fittedvalues(self):
        return self.model.predict(self.params)


class RegularizedResultsWrapper(wrap.ResultsWrapper):
    _attrs = {
        'params': 'columns',
        'resid': 'rows',
        'fittedvalues': 'rows',
    }
    _wrap_attrs = _attrs
wrap.populate_wrapper(RegularizedResultsWrapper,  # noqa:E305
                      RegularizedResults)

    def get_margeff(self, at='overall', method='dydx', atexog=None,
            dummy=False, count=False):
        """Get marginal effects of the fitted model.

        Not yet implemented for Zero Inflated Models
        """
        raise NotImplementedError("not yet implemented for zero inflation")


class L1ZeroInflatedPoissonResults(L1CountResults, ZeroInflatedPoissonResults):
    pass


class ZeroInflatedPoissonResultsWrapper(lm.RegressionResultsWrapper):
    pass
wrap.populate_wrapper(ZeroInflatedPoissonResultsWrapper,
                      ZeroInflatedPoissonResults)


class L1ZeroInflatedPoissonResultsWrapper(lm.RegressionResultsWrapper):
    pass
wrap.populate_wrapper(L1ZeroInflatedPoissonResultsWrapper,
                      L1ZeroInflatedPoissonResults)


class ZeroInflatedGeneralizedPoissonResults(CountResults):
    __doc__ = _discrete_results_docs % {
        "one_line_description" : "A results class for Zero Inflated Generalized Poisson",
                    "extra_attr" : ""}

    @cache_readonly
    def _dispersion_factor(self):

#add warnings/notes, added to text format only
        etext =[]
        wstr = \
'''If the model instance has been used for another fit with different fit
parameters, then the fit options might not be the correct ones anymore .'''
        etext.append(wstr)

        if etext:
            smry.add_extra_txt(etext)

        return smry

class RLMResultsWrapper(lm.RegressionResultsWrapper):
    pass
wrap.populate_wrapper(RLMResultsWrapper, RLMResults)

if __name__=="__main__":
#NOTE: This is to be removed
#Delivery Time Data is taken from Montgomery and Peck
    import statsmodels.api as sm

#delivery time(minutes)
    endog = np.array([16.68, 11.50, 12.03, 14.88, 13.75, 18.11, 8.00, 17.83,
    79.24, 21.50, 40.33, 21.00, 13.50, 19.75, 24.00, 29.00, 15.35, 19.00,
    9.50, 35.10, 17.90, 52.32, 18.75, 19.83, 10.75])

#number of cases, distance (Feet)
    exog = np.array([[7, 3, 3, 4, 6, 7, 2, 7, 30, 5, 16, 10, 4, 6, 9, 10, 6,
    7, 3, 17, 10, 26, 9, 8, 4], [560, 220, 340, 80, 150, 330, 110, 210, 1460,
    605, 688, 215, 255, 462, 448, 776, 200, 132, 36, 770, 140, 810, 450, 635,

        return smry


class HoltWintersResultsWrapper(ResultsWrapper):
    _attrs = {'fittedvalues': 'rows',
              'level': 'rows',
              'resid': 'rows',
              'season': 'rows',
              'slope': 'rows'}
    _wrap_attrs = union_dicts(ResultsWrapper._wrap_attrs, _attrs)
    _methods = {'predict': 'dates',
                'forecast': 'dates'}
    _wrap_methods = union_dicts(ResultsWrapper._wrap_methods, _methods)


populate_wrapper(HoltWintersResultsWrapper, HoltWintersResults)


class ExponentialSmoothing(TimeSeriesModel):
    """
    Holt Winter's Exponential Smoothing

    Parameters
    ----------
    endog : array-like
        Time series
    trend : {"add", "mul", "additive", "multiplicative", None}, optional
        Type of trend component.
    damped : bool, optional
        Should the trend component be damped.
    seasonal : {"add", "mul", "additive", "multiplicative", None}, optional

class TimeSeriesModelResults(base.LikelihoodModelResults):
    def __init__(self, model, params, normalized_cov_params, scale=1.):
        self.data = model.data
        super(TimeSeriesModelResults,
                self).__init__(model, params, normalized_cov_params, scale)


class TimeSeriesResultsWrapper(wrap.ResultsWrapper):
    _attrs = {}
    _wrap_attrs = wrap.union_dicts(base.LikelihoodResultsWrapper._wrap_attrs,
                                    _attrs)
    _methods = {'predict' : 'dates'}
    _wrap_methods = wrap.union_dicts(base.LikelihoodResultsWrapper._wrap_methods,
                                     _methods)
wrap.populate_wrapper(TimeSeriesResultsWrapper,  # noqa:E305
                      TimeSeriesModelResults)


if __name__ == "__main__":
    import statsmodels.api as sm
    import pandas

    data = sm.datasets.macrodata.load(as_pandas=False)

    #make a DataFrame
    #TODO: attach a DataFrame to some of the datasets, for quicker use
    dates = [str(int(x[0])) +':'+ str(int(x[1])) \
             for x in data.data[['year','quarter']]]

    df = pandas.DataFrame(data.data[['realgdp','realinv','realcons']], index=dates)
    ex_mod = TimeSeriesModel(df)

            av2 = k1 * av - k2 * vn

            vm = np.eye(p) - 2 * sum(cv) / len(cv) + av2

        a, b = np.linalg.eigh(vm)
        jj = np.argsort(-a)
        a = a[jj]
        b = b[:, jj]
        params = np.linalg.solve(self._covxr.T, b)

        results = DimReductionResults(self, params, eigs=a)
        return DimReductionResultsWrapper(results)


class DimReductionResults(model.Results):

    def __init__(self, model, params, eigs):
        super(DimReductionResults, self).__init__(
              model, params)
        self.eigs = eigs


class DimReductionResultsWrapper(wrap.ResultsWrapper):
    _attrs = {
        'params': 'columns',
    }
    _wrap_attrs = _attrs

wrap.populate_wrapper(DimReductionResultsWrapper,
                      DimReductionResults)

        if hasattr(self.data, 'dates') and self.data.dates is not None:
            dates = self.data.dates._mpl_repr()
        else:
            dates = np.arange(self.nobs)
        llb = self.loglikelihood_burn

        # Plot cusum series and reference line
        ax.plot(dates[llb:], self.cusum_squares, label='CUSUM of squares')
        ref_line = (np.arange(llb, self.nobs) - llb) / (self.nobs - llb)
        ax.plot(dates[llb:], ref_line, 'k', alpha=0.3)

        # Plot significance bounds
        lower_line, upper_line = self._cusum_squares_significance_bounds(alpha)
        ax.plot([dates[llb], dates[-1]], upper_line, 'k--',
                label='%d%% significance' % (alpha * 100))
        ax.plot([dates[llb], dates[-1]], lower_line, 'k--')

        ax.legend(loc=legend_loc)

        return fig


class RecursiveLSResultsWrapper(MLEResultsWrapper):
    _attrs = {}
    _wrap_attrs = wrap.union_dicts(MLEResultsWrapper._wrap_attrs,
                                   _attrs)
    _methods = {}
    _wrap_methods = wrap.union_dicts(MLEResultsWrapper._wrap_methods,
                                     _methods)
wrap.populate_wrapper(RecursiveLSResultsWrapper, RecursiveLSResults)

    model : DynamicFactor instance
        The fitted model instance

    Attributes
    ----------
    specification : dictionary
        Dictionary including all attributes from the DynamicFactor model
        instance.
    coefficient_matrices_var : array
        Array containing autoregressive lag polynomial coefficient matrices,
        ordered from lowest degree to highest.

    See Also
    --------
    dismalpy.ssm.mlemodel.MLEResults
    dismalpy.ssm.kalman_smoother.SmootherResults
    dismalpy.ssm.kalman_filter.FilterResults
    dismalpy.ssm.representation.FrozenRepresentation
    """
    pass


class DynamicFactorResultsWrapper(mlemodel.MLEResultsWrapper):
    _attrs = {}
    _wrap_attrs = wrap.union_dicts(
        mlemodel.MLEResultsWrapper._wrap_attrs, _attrs)
    _methods = {}
    _wrap_methods = wrap.union_dicts(
        mlemodel.MLEResultsWrapper._wrap_methods, _methods)
wrap.populate_wrapper(DynamicFactorResultsWrapper, DynamicFactorResults)

    ----------
    model : UnobservedComponents instance
        The fitted model instance

    Attributes
    ----------
    specification : dictionary
        Dictionary including all attributes from the unobserved components
        model instance.

    See Also
    --------
    dismalpy.ssm.mlemodel.MLEResults
    dismalpy.ssm.kalman_smoother.SmootherResults
    dismalpy.ssm.kalman_filter.FilterResults
    dismalpy.ssm.representation.FrozenRepresentation
    """
    pass


class UnobservedComponentsResultsWrapper(
        mlemodel.MLEResultsWrapper):
    _attrs = {}
    _wrap_attrs = wrap.union_dicts(
        mlemodel.MLEResultsWrapper._wrap_attrs, _attrs)
    _methods = {}
    _wrap_methods = wrap.union_dicts(
        mlemodel.MLEResultsWrapper._wrap_methods, _methods)
wrap.populate_wrapper(UnobservedComponentsResultsWrapper,
                      UnobservedComponentsResults)

		if not title is None:
			title = "Nonlinear Quantile Regression Results"
	
		from statsmodels.iolib.summary import Summary
		smry = Summary()
		smry.add_table_2cols(self, gleft=top_left, gright=top_right, yname=yname, xname=xname, title=title)
		smry.add_table_params(self, yname=yname, xname=xname, alpha=alpha, use_t=False)
		
		return smry


class NLRQResultsWrapper(lm.RegressionResultsWrapper):
	pass

wrap.populate_wrapper(NLRQResultsWrapper, NLRQResults)	

def Polynomial1(x, x0, par):
	K = x.shape[1]-1
	mu0 = par[0]
	mu1 = par[1:K+1].reshape(K, 1)
	return (mu0 + np.dot(x-x0, mu1)).reshape(x.shape[0])

def DPolynomial1(x, x0, par):
	return np.concatenate([np.ones((x.shape[0], 1)), x-x0], axis=1), True	

def Polynomial2(x, x0, par):
	K = int(1/2+np.sqrt(x.shape[1]-3/4))
	mu0 = par[0]
	mu1 = par[1:K+1].reshape(K, 1)
	mu2 = par[K+1:].reshape(K, K)

    params : array
        Fitted parameters
    filter_results : HamiltonFilterResults or KimSmootherResults instance
        The underlying filter and, optionally, smoother output
    cov_type : string
        The type of covariance matrix estimator to use. Can be one of 'approx',
        'opg', 'robust', or 'none'.

    Attributes
    ----------
    model : Model instance
        A reference to the model that was fit.
    filter_results : HamiltonFilterResults or KimSmootherResults instance
        The underlying filter and, optionally, smoother output
    nobs : float
        The number of observations used to fit the model.
    params : array
        The parameters of the model.
    scale : float
        This is currently set to 1.0 and not used by the model or its results.

    """
    pass


class MarkovAutoregressionResultsWrapper(
        markov_regression.MarkovRegressionResultsWrapper):
    pass
wrap.populate_wrapper(MarkovAutoregressionResultsWrapper,
                      MarkovAutoregressionResults)

            dates = self.data.dates._mpl_repr()
        else:
            dates = np.arange(self.nobs)
        d = max(self.nobs_diffuse, self.loglikelihood_burn)

        # Plot cusum series and reference line
        ax.plot(dates[d:], self.cusum_squares, label='CUSUM of squares')
        ref_line = (np.arange(d, self.nobs) - d) / (self.nobs - d)
        ax.plot(dates[d:], ref_line, 'k', alpha=0.3)

        # Plot significance bounds
        lower_line, upper_line = self._cusum_squares_significance_bounds(alpha)
        ax.plot([dates[d], dates[-1]], upper_line, 'k--',
                label='%d%% significance' % (alpha * 100))
        ax.plot([dates[d], dates[-1]], lower_line, 'k--')

        ax.legend(loc=legend_loc)

        return fig


class RecursiveLSResultsWrapper(MLEResultsWrapper):
    _attrs = {}
    _wrap_attrs = wrap.union_dicts(MLEResultsWrapper._wrap_attrs,
                                   _attrs)
    _methods = {}
    _wrap_methods = wrap.union_dicts(MLEResultsWrapper._wrap_methods,
                                     _methods)
wrap.populate_wrapper(RecursiveLSResultsWrapper,  # noqa:E305
                      RecursiveLSResults)