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Original file line number | Diff line number | Diff line change |
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@@ -6,9 +6,14 @@ | |
"Luc Anselin [email protected], Nicholas Malizia [email protected] " | ||
) | ||
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from libpysal.common import * | ||
import scipy.sparse as SP | ||
from math import sqrt, pi | ||
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from libpysal.common import MISSINGVALUE | ||
import numpy as np | ||
import numpy.linalg as la | ||
import scipy.sparse as SP | ||
from scipy import stats | ||
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from .utils import spmultiply, sphstack, spmin, spmax | ||
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@@ -160,12 +165,9 @@ def t_stat(reg, z_stat=False): | |
vm = reg.vm # (array) coefficients of variance matrix (k x k) | ||
betas = reg.betas # (array) coefficients of the regressors (1 x k) | ||
variance = vm.diagonal() | ||
tStat = ( | ||
betas[list(range(0, len(vm)))].reshape( | ||
len(vm), | ||
) | ||
/ np.sqrt(variance) | ||
) | ||
tStat = betas[list(range(0, len(vm)))].reshape( | ||
len(vm), | ||
) / np.sqrt(variance) | ||
ts_result = [] | ||
for t in tStat: | ||
if z_stat: | ||
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@@ -678,15 +680,15 @@ def jarque_bera(reg): | |
""" | ||
n = reg.n # (scalar) number of observations | ||
u = reg.u # (array) residuals from regression | ||
u2 = u ** 2 | ||
u3 = u ** 3 | ||
u4 = u ** 4 | ||
u2 = u**2 | ||
u3 = u**3 | ||
u4 = u**4 | ||
mu2 = np.mean(u2) | ||
mu3 = np.mean(u3) | ||
mu4 = np.mean(u4) | ||
S = mu3 / (mu2 ** (1.5)) # skewness measure | ||
K = mu4 / (mu2 ** 2) # kurtosis measure | ||
jb = n * (((S ** 2) / 6) + ((K - 3) ** 2) / 24) | ||
K = mu4 / (mu2**2) # kurtosis measure | ||
jb = n * (((S**2) / 6) + ((K - 3) ** 2) / 24) | ||
pvalue = stats.chisqprob(jb, 2) | ||
jb_result = {"df": 2, "jb": jb, "pvalue": pvalue} | ||
return jb_result | ||
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@@ -776,7 +778,7 @@ def breusch_pagan(reg, z=None): | |
0.0193 | ||
""" | ||
e2 = reg.u ** 2 | ||
e2 = reg.u**2 | ||
e = reg.u | ||
n = reg.n | ||
k = reg.k | ||
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@@ -919,7 +921,7 @@ def white(reg): | |
0.0013 | ||
""" | ||
e = reg.u ** 2 | ||
e = reg.u**2 | ||
k = int(reg.k) | ||
n = int(reg.n) | ||
y = reg.y | ||
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@@ -1084,7 +1086,7 @@ def koenker_bassett(reg, z=None): | |
""" | ||
# The notation here matches that of Greene (2003). | ||
u = reg.u ** 2 | ||
u = reg.u**2 | ||
e = reg.u | ||
n = reg.n | ||
k = reg.k | ||
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Original file line number | Diff line number | Diff line change |
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|
@@ -7,7 +7,8 @@ | |
"Luc Anselin [email protected], Nicholas Malizia [email protected] " | ||
) | ||
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from libpysal.common import * | ||
import numpy as np | ||
from scipy import stats | ||
from scipy.stats import pearsonr | ||
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__all__ = ["t_stat", "pr2_aspatial", "pr2_spatial"] | ||
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@@ -118,12 +119,9 @@ def t_stat(reg, z_stat=False): | |
vm = reg.vm # (array) coefficients of variance matrix (k x k) | ||
betas = reg.betas # (array) coefficients of the regressors (1 x k) | ||
variance = vm.diagonal() | ||
tStat = ( | ||
betas.reshape( | ||
len(betas), | ||
) | ||
/ np.sqrt(variance) | ||
) | ||
tStat = betas.reshape( | ||
len(betas), | ||
) / np.sqrt(variance) | ||
ts_result = [] | ||
for t in tStat: | ||
if z_stat: | ||
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@@ -221,7 +219,7 @@ def pr2_aspatial(tslsreg): | |
y = tslsreg.y | ||
predy = tslsreg.predy | ||
pr = pearsonr(y.flatten(), predy.flatten())[0] | ||
pr2_result = float(pr ** 2) | ||
pr2_result = float(pr**2) | ||
return pr2_result | ||
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@@ -329,7 +327,7 @@ def pr2_spatial(tslsreg): | |
y = tslsreg.y | ||
predy_e = tslsreg.predy_e | ||
pr = pearsonr(y.flatten(), predy_e.flatten())[0] | ||
pr2_result = float(pr ** 2) | ||
pr2_result = float(pr**2) | ||
return pr2_result | ||
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