[SciPy-user] Any SPLUS to scipy ideas for lm and summary(lm)?

[dHering]

Hi Webb,

As Jonathan mentioned the devs are currently in the process of
over-hauling the stats package. You should probably take a look at
what they're working on and make some comments/contributions if you
wish.

Go to the SciPy-dev mail list:
http://www.scipy.net/mailman/listinfo/scipy-dev

Scipy-dev at scipy.net

On 4/11/06, Webb Sprague <webb.sprague at gmail.com> wrote:
> Hi All
>
> I can only offer my services as a tester for scipy-stats, but better
> statistics in Scipy would be great.
>
> If we do go ahead with a new and improved stats package, I think a lot
> of up front design work would be great (I can help some with that,
> even if real statistical programming is beyond me).  R/SPLUS seems to
> have grown partly by accretion and some of it is pretty ugly,
> especially wrt naming conventions.  However, a lot of it is really
> great and would serve as a good model.  I also think that a data.frame
> type of data type would be great.  If we could concentrate on that and
> a really good (general) linear model framework we would be making
> great progress, I think.
>
> It is funny that if you grep the scipy/stats directory for "residual"
> you get nothing :)...
>
> Cheers
> W
>
> On 4/10/06, Jonathan Taylor <jonathan.taylor at stanford.edu> wrote:
> > actually, i have some implementation of the model formula stuff in
> > python, and some linear model stuff. i hope to contribute to scipy
> > soon.... there was a brief discussion of this on scipy-dev over the past
> > two weeks and it seems there is some interest in getting this stuff into
> > scipy.
> >
> > -- jonathan
> >
> > Webb Sprague wrote:
> >
> > >Hi Scipy-ers,
> > >
> > >I would like to duplicate the following piece of SPLUS/R code in
> > >Python-scipy, and would love somebody smarter than me to give me some
> > >ideas.  (If you don't know SPLUS/R, you may not want to bother with
> > >this.)
> > >
> > >model.kt <- summary(lm(kt.diff ~ 1  ))
> > >kt.drift <- model.kt$coefficients[1,1]  # Coefficient
> > >sec <- model.kt$coefficients[1,2]  # Standard Error of the Coefficient
> (SEC)
> > >see <- model.kt$sigma   # Standard error of the Equation (SEE)
> > >
> > >Getting a least-squares fit in scipy is not a problem, but getting all
> > >that other nice stuff IS kind of a problem.  I don't mind either
> > >hacking scipy.stats, or writing my own function, but maybe someone has
> > >some ideas for this, maybe it can be contributed, or ???.  I also
> > >realize that the SPLUS formula notation doesn't exist at all in
> > >scipy-Python, so no need to point that out to me.
> > >
> > >Perhaps there should be a scipy.stats working group?  It seems like
> > >scipy.stats (not including the probability distributions and basic
> > >summary functions, which are fine) is kind of a forgotten stepchild in
> > >scipy, and probably needs a nurturing aunt or uncle or several....
> > >
> > >Thx, sorry for such an open ended question.
> > >W
> > >
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> > >
> > >
> >
> > --
> > ------------------------------------------------------------------------
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> > ------------------------------------------------------------------------
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> > Dept. of Statistics                       Fax:   650.725.8977
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