statsmodels.stats.proportion.binom_tost_reject_interval statsmodels.stats.proportion.binom_tost_reject_interval(low, upp, nobs, alpha=0.05) [source] rejection region for binomial TOST The interval includes the end points, reject if and only if r_low <= x <= r_upp. The interval might be empty with r_upp < r_low. Parameters: low, upp : floats lower and upper limit of equivalence region nobs : integer the number of trials or observations. Returns: x_low, x_upp : float lower and

statsmodels.discrete.discrete_model.ProbitResults.summary ProbitResults.summary(yname=None, xname=None, title=None, alpha=0.05, yname_list=None) Summarize the Regression Results Parameters: yname : string, optional Default is y xname : list of strings, optional Default is var_## for ## in p the number of regressors title : string, optional Title for the top table. If not None, then this replaces the default title alpha : float significance level for the confidence intervals Returns

statsmodels.iolib.table.csv2st statsmodels.iolib.table.csv2st(csvfile, headers=False, stubs=False, title=None) [source] Return SimpleTable instance, created from the data in csvfile, which is in comma separated values format. The first row may contain headers: set headers=True. The first column may contain stubs: set stubs=True. Can also supply headers and stubs as tuples of strings.

statsmodels.sandbox.regression.gmm.IVGMMResults.calc_cov_params IVGMMResults.calc_cov_params(moms, gradmoms, weights=None, use_weights=False, has_optimal_weights=True, weights_method='cov', wargs=()) calculate covariance of parameter estimates not all options tried out yet If weights matrix is given, then the formula use to calculate cov_params depends on whether has_optimal_weights is true. If no weights are given, then the weight matrix is calculated with the given method, and has_optimal_

statsmodels.tsa.arima_process.arma_acf statsmodels.tsa.arima_process.arma_acf(ar, ma, nobs=10) [source] theoretical autocorrelation function of an ARMA process Parameters: ar : array_like, 1d coefficient for autoregressive lag polynomial, including zero lag ma : array_like, 1d coefficient for moving-average lag polynomial, including zero lag nobs : int number of terms (lags plus zero lag) to include in returned acf Returns: acf : array autocorrelation of ARMA process given by ar, m

statsmodels.sandbox.distributions.extras.NormExpan_gen.isf NormExpan_gen.isf(q, *args, **kwds) Inverse survival function at q of the given RV. Parameters: q : array_like upper tail probability arg1, arg2, arg3,... : array_like The shape parameter(s) for the distribution (see docstring of the instance object for more information) loc : array_like, optional location parameter (default=0) scale : array_like, optional scale parameter (default=1) Returns: x : ndarray or scalar Quantil

statsmodels.discrete.discrete_model.CountResults.cov_params CountResults.cov_params(r_matrix=None, column=None, scale=None, cov_p=None, other=None) Returns the variance/covariance matrix. The variance/covariance matrix can be of a linear contrast of the estimates of params or all params multiplied by scale which will usually be an estimate of sigma^2. Scale is assumed to be a scalar. Parameters: r_matrix : array-like Can be 1d, or 2d. Can be used alone or with other. column : array-like,

statsmodels.stats.proportion.proportion_confint statsmodels.stats.proportion.proportion_confint(count, nobs, alpha=0.05, method='normal') [source] confidence interval for a binomial proportion Parameters: count : int or array number of successes nobs : int total number of trials alpha : float in (0, 1) significance level, default 0.05 method : string in [?normal?] method to use for confidence interval, currently available methods : normal : asymptotic normal approximation agresti_

statsmodels.sandbox.descstats.sign_test statsmodels.sandbox.descstats.sign_test(samp, mu0=0) Signs test. Parameters: samp : array-like 1d array. The sample for which you want to perform the signs test. mu0 : float See Notes for the definition of the sign test. mu0 is 0 by default, but it is common to set it to the median. Returns: M, p-value : See also scipy.stats.wilcoxon Notes The signs test returns M = (N(+) - N(-))/2 where N(+) is the number of values above mu0, N(-) is the num

statsmodels.nonparametric.kernel_density.EstimatorSettings class statsmodels.nonparametric.kernel_density.EstimatorSettings(efficient=False, randomize=False, n_res=25, n_sub=50, return_median=True, return_only_bw=False, n_jobs=-1) Object to specify settings for density estimation or regression. EstimatorSettings has several proporties related to how bandwidth estimation for the KDEMultivariate, KDEMultivariateConditional, KernelReg and CensoredKernelReg classes behaves. Parameters: efficien