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Viewing changes to nipy/fixes/scipy/stats/models/rlm.py

  • Committer: joep
  • Date: 2009-08-17 03:43:53 UTC
  • mfrom: (1799.1.26 skipper-working)
  • Revision ID: josef.pktd@gmail.com-20090817034353-ktg588ju3qhmruvq
merge from Skipper, trying to clear up move, keeping history

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nipy/fixes/scipy/stats/models/rlm.py
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"""
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import numpy as np
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from models import utils
 
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from models import tools
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from models.regression import WLS, GLS
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from models.robust import norms, scale
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from scipy.stats import norm as Gaussian # can get rid of once scale is sorted
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        self.calc_params = np.linalg.pinv(self._exog)
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        self.normalized_cov_params = np.dot(self.calc_params,
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                                        np.transpose(self.calc_params))
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        self.df_resid = np.float(self._exog.shape[0] - utils.rank(self._exog))
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        self.df_model = np.float(utils.rank(self._exog)-1)
 
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        self.df_resid = np.float(self._exog.shape[0] - tools.rank(self._exog))
 
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        self.df_model = np.float(tools.rank(self._exog)-1)
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        self.nobs = float(self._endog.shape[0])
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    def score(self, params):
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        self.history['params'].append(tmp_results.params)
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        self.history['scale'].append(tmp_results.scale)
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        self.history['sresid'].append(tmp_results.resid/tmp_results.scale)
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        self.history['weights'].append(tmp_results._model.weights)
 
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        self.history['weights'].append(tmp_results.model.weights)
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    def estimate_scale(self, resid):
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        """