statsmodels.tsa.arima_model.ARIMA.loglike_kalman ARIMA.loglike_kalman(params, set_sigma2=True) Compute exact loglikelihood for ARMA(p,q) model by the Kalman Filter.

statsmodels.tsa.vector_ar.irf.IRAnalysis.lr_effect_cov IRAnalysis.lr_effect_cov(orth=False) [source]

statsmodels.genmod.families.links.cauchy.deriv2 cauchy.deriv2(p) Second derivative of the link function g??(p) implemented through numerical differentiation

statsmodels.robust.norms.RobustNorm.psi RobustNorm.psi(z) [source] Derivative of rho. Sometimes referred to as the influence function. Abstract method: psi = rho?

statsmodels.sandbox.regression.gmm.GMMResults.normalized_cov_params GMMResults.normalized_cov_params()

statsmodels.tsa.varma_process.VarmaPoly.hstack VarmaPoly.hstack(a=None, name='ar') [source] stack lagpolynomial horizontally in 2d array

statsmodels.genmod.cov_struct.Autoregressive.update Autoregressive.update(params) [source] Updates the association parameter values based on the current regression coefficients. Parameters: params : array-like Working values for the regression parameters.

statsmodels.robust.norms.RobustNorm.psi_deriv RobustNorm.psi_deriv(z) [source] Deriative of psi. Used to obtain robust covariance matrix. See statsmodels.rlm for more information. Abstract method: psi_derive = psi?

statsmodels.discrete.discrete_model.LogitResults.fittedvalues static LogitResults.fittedvalues()

statsmodels.genmod.cov_struct.Exchangeable.covariance_matrix_solve Exchangeable.covariance_matrix_solve(expval, index, stdev, rhs) [source] Solves matrix equations of the form covmat * soln = rhs and returns the values of soln, where covmat is the covariance matrix represented by this class. Parameters: expval: array-like : The expected value of endog for each observed value in the group. index: integer : The group index. stdev : array-like The standard deviation of endog for each obse