Home
last modified time | relevance | path

Searched refs:info_criteria (Results 1 – 11 of 11) sorted by relevance

/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/statespace/tests/
H A Dtest_fixed_params.py497 assert_allclose(res2.info_criteria('aic', 'lutkepohl'),
498 res1.info_criteria('aic', 'lutkepohl'))
499 assert_allclose(res2.info_criteria('bic', 'lutkepohl'),
500 res1.info_criteria('bic', 'lutkepohl'))
501 assert_allclose(res2.info_criteria('hqic', 'lutkepohl'),
502 res1.info_criteria('hqic', 'lutkepohl'))
H A Dtest_mlemodel.py976 aic = (res.info_criteria('aic', method='lutkepohl') -
978 bic = (res.info_criteria('bic', method='lutkepohl') -
980 hqic = (res.info_criteria('hqic', method='lutkepohl') -
996 aic = res.info_criteria('aic') - 2
997 bic = res.info_criteria('bic') - np.log(res.nobs_effective)
1018 aic = (res.info_criteria('aic', method='lutkepohl') -
1020 bic = (res.info_criteria('bic', method='lutkepohl') -
1022 hqic = (res.info_criteria('hqic', method='lutkepohl') -
1037 aic = res.info_criteria('aic') - 2 * 6
1038 bic = res.info_criteria('bic') - 6 * np.log(res.nobs_effective)
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/vector_ar/
H A Dvar_model.py826 for k, v in result.info_criteria.items():
2268 def info_criteria(self): member in VARResults
2294 return self.info_criteria["aic"]
2302 return self.info_criteria["fpe"]
2307 return self.info_criteria["hqic"]
2312 return self.info_criteria["bic"]
H A Dvecm.py97 for k, v in var_result.info_criteria.items():
/dports/math/py-statsmodels/statsmodels-0.13.1/docs/source/release/
H A Dversion0.13.0.rst164 - GLMResults info_criteria, add ``dk_params`` option to include scale in
295 - Add dk_params option to GLM info_criteria (:pr:`7693`)
387 - Add dk_params option to GLM info_criteria (:pr:`7693`)
689 - :pr:`7693`: ENH: add dk_params option to GLM info_criteria
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/genmod/
H A Dgeneralized_linear_model.py1778 return self.info_criteria("aic")
1836 return self.info_criteria("bic")
1838 def info_criteria(self, crit, scale=None, dk_params=0): member in GLMResults
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/regression/
H A Drolling.py535 def info_criteria(self, crit, dk_params=0): member in RollingRegressionResults
537 RegressionResults.info_criteria(self, crit, dk_params=dk_params)
H A Dlinear_model.py1850 return self.info_criteria("aic")
1860 return self.info_criteria("bic")
1862 def info_criteria(self, crit, dk_params=0): member in RegressionResults
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/regression/tests/
H A Dtest_regression.py177 aicc1 = self.res1.info_criteria("aicc")
182 hqic1 = self.res1.info_criteria("hqic")
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/genmod/tests/
H A Dtest_glm.py2569 qaic = r.info_criteria(crit="qaic", scale=scale)
2577 qaic1 = r.info_criteria(crit="qaic", scale=scale, dk_params=1)
/dports/math/py-statsmodels/statsmodels-0.13.1/statsmodels/tsa/statespace/
H A Dmlemodel.py2776 def info_criteria(self, criteria, method='standard'): member in MLEResults