Probit.from_formula()

statsmodels.discrete.discrete_model.Probit.from_formula classmethod Probit.from_formula(formula, data, subset=None, *args, **kwargs) Create a Model from a formula and dataframe. Parameters: formula : str or generic Formula object The formula specifying the model data : array-like The data for the model. See Notes. subset : array-like An array-like object of booleans, integers, or index values that indicate the subset of df to use in the model. Assumes df is a pandas.DataFrame args : e

NonlinearIVGMM.gmmobjective_cu()

statsmodels.sandbox.regression.gmm.NonlinearIVGMM.gmmobjective_cu NonlinearIVGMM.gmmobjective_cu(params, weights_method='cov', wargs=()) objective function for continuously updating GMM minimization Parameters: params : array parameter values at which objective is evaluated Returns: jval : float value of objective function

GMM.gmmobjective_cu()

statsmodels.sandbox.regression.gmm.GMM.gmmobjective_cu GMM.gmmobjective_cu(params, weights_method='cov', wargs=()) [source] objective function for continuously updating GMM minimization Parameters: params : array parameter values at which objective is evaluated Returns: jval : float value of objective function

Transf_gen.moment()

statsmodels.sandbox.distributions.transformed.Transf_gen.moment Transf_gen.moment(n, *args, **kwds) n?th order non-central moment of distribution. Parameters: n : int, n>=1 Order of moment. arg1, arg2, arg3,... : float The shape parameter(s) for the distribution (see docstring of the instance object for more information). kwds : keyword arguments, optional These can include ?loc? and ?scale?, as well as other keyword arguments relevant for a given distribution.

CompareMeans.ztest_ind()

statsmodels.stats.weightstats.CompareMeans.ztest_ind CompareMeans.ztest_ind(alternative='two-sided', usevar='pooled', value=0) [source] z-test for the null hypothesis of identical means Parameters: x1, x2 : array_like, 1-D or 2-D two independent samples, see notes for 2-D case alternative : string The alternative hypothesis, H1, has to be one of the following ?two-sided?: H1: difference in means not equal to value (default) ?larger? : H1: difference in means larger than value ?smaller? :

ARIMA.score()

statsmodels.tsa.arima_model.ARIMA.score ARIMA.score(params) Compute the score function at params. Notes This is a numerical approximation.

robust.scale.stand_mad()

statsmodels.robust.scale.stand_mad statsmodels.robust.scale.stand_mad(a, c=0.67448975019608171, axis=0) [source]

static CountResults.llnull()

statsmodels.discrete.discrete_model.CountResults.llnull static CountResults.llnull()

ArmaFft.filter()

statsmodels.sandbox.tsa.fftarma.ArmaFft.filter ArmaFft.filter(x) [source] filter a timeseries with the ARMA filter padding with zero is missing, in example I needed the padding to get initial conditions identical to direct filter Initial filtered observations differ from filter2 and signal.lfilter, but at end they are the same. See also tsa.filters.fftconvolve

IVRegressionResults.initialize()

statsmodels.sandbox.regression.gmm.IVRegressionResults.initialize IVRegressionResults.initialize(model, params, **kwd)