[Scipy-svn] r3279 - trunk/scipy/sandbox/models
scipy-svn at scipy.org
scipy-svn at scipy.org
Wed Aug 29 11:08:36 EDT 2007
Author: matthew.brett at gmail.com
Date: 2007-08-29 10:08:33 -0500 (Wed, 29 Aug 2007)
New Revision: 3279
Modified:
trunk/scipy/sandbox/models/model.py
Log:
Some docstring updates
Modified: trunk/scipy/sandbox/models/model.py
===================================================================
--- trunk/scipy/sandbox/models/model.py 2007-08-29 09:55:33 UTC (rev 3278)
+++ trunk/scipy/sandbox/models/model.py 2007-08-29 15:08:33 UTC (rev 3279)
@@ -69,12 +69,27 @@
# return -self.logL(theta)
# self.results = optimize.fmin(f, theta)
-class likelihood_model_results:
+class likelihood_model_results(object):
+ ''' Class to contain results from likelihood models '''
+ def __init__(self, beta, normalized_cov_beta=None, scale=1.):
+ ''' Set up results structure
+ beta - parameter estimates from estimated model
+ normalized_cov_beta -
+ Normalized (before scaling) covariance of betas
+ scale - scalar
- def __init__(self, beta, normalized_cov_beta=None, scale=1.):
+ normalized_cov_betas is also known as the hat matrix or H
+ (Semiparametric regression, Ruppert, Wand, Carroll; CUP 2003)
+
+ The covariance of betas is given by scale times
+ normalized_cov_beta
+
+ For (some subset of models) scale will typically be the
+ mean square error from the estimated model (sigma^2)
+ '''
self.beta = beta
self.normalized_cov_beta = normalized_cov_beta
- self.scale = 1.
+ self.scale = scale
def t(self, column=None):
"""
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