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v0.4.0 - FittedLikelihoodModel API

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@queelius queelius released this 04 Jan 08:32

Breaking Changes

This release introduces a new statsmodels-style API for fitted models.

Old API (deprecated)

mle, iterations = model.mle(data, init)
se = model.se(mle, data)

New API

fit = model.fit(data, init)
fit.params['lambda']   # MLE estimates
fit.se['lambda']       # Standard errors
fit.llf                # Log-likelihood
fit.aic, fit.bic       # Information criteria
fit.conf_int()         # Confidence intervals
fit.wald_test(null)    # Hypothesis testing
fit.summary()          # Formatted results table

New Features

  • FittedLikelihoodModel class with lazy-computed properties
  • Properties: params, se/bse, llf, aic, bic, nobs, df_model, converged
  • Methods: conf_int(), cov_params(), wald_test(), score_test(), lr_test(), summary()
  • Works with both LikelihoodModel and ContributionModel

Documentation

Full Changelog

v0.3.0...v0.4.0