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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 tableNew 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
LikelihoodModelandContributionModel
Documentation
- Updated all tutorials and reference docs for new API
- Live docs: https://queelius.github.io/symlik/