statsmodels.nonparametric.kde.KDEUnivariate.entropy static KDEUnivariate.entropy() [source] Returns the differential entropy evaluated at the support Notes Will not work if fit has not been called. 1e-12 is added to each probability to ensure that log(0) is not called.

statsmodels.genmod.generalized_linear_model.GLMResults.tvalues static GLMResults.tvalues() Return the t-statistic for a given parameter estimate.

Generalized Estimating Equations Generalized Estimating Equations estimate generalized linear models for panel, cluster or repeated measures data when the observations are possibly correlated withing a cluster but uncorrelated across clusters. It supports estimation of the same one-parameter exponential families as Generalized Linear models (GLM). See Module Reference for commands and arguments. Examples The following illustrates a Poisson regression with exchangeable correlation within cluste

statsmodels.discrete.discrete_model.DiscreteResults.pvalues static DiscreteResults.pvalues()

statsmodels.regression.linear_model.OLSResults.eigenvals static OLSResults.eigenvals() Return eigenvalues sorted in decreasing order.

statsmodels.sandbox.regression.gmm.LinearIVGMM.fititer LinearIVGMM.fititer(start, maxiter=2, start_invweights=None, weights_method='cov', wargs=(), optim_method='bfgs', optim_args=None) iterative estimation with updating of optimal weighting matrix stopping criteria are maxiter or change in parameter estimate less than self.epsilon_iter, with default 1e-6. Parameters: start : array starting value for parameters maxiter : int maximum number of iterations start_weights : array (nmoms, nmo

statsmodels.graphics.gofplots.ProbPlot.theoretical_quantiles static ProbPlot.theoretical_quantiles() [source]

statsmodels.sandbox.distributions.transformed.TransfTwo_gen.stats TransfTwo_gen.stats(*args, **kwds) Some statistics of the given RV Parameters: 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 (discrete RVs only) scale parameter (default=1) moments : str, optional composed of letters [?mvsk?] defining which mo

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

statsmodels.tsa.vector_ar.irf.IRAnalysis.err_band_sz1 IRAnalysis.err_band_sz1(orth=False, svar=False, repl=1000, signif=0.05, seed=None, burn=100, component=None) [source] IRF Sims-Zha error band method 1. Assumes symmetric error bands around mean. Parameters: orth : bool, default False Compute orthogonalized impulse responses repl : int, default 1000 Number of MC replications signif : float (0 < signif < 1) Significance level for error bars, defaults to 95% CI seed : int, defau