ENH: Add grouping utilities code #1421

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merged 17 commits into from Feb 23, 2014

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@jseabold
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Pulled out the grouputils stuff from #1133. This stuff is generally useful, if not exactly what we'll need in each case. I found myself re-implementing some of this functionality in the survival stuff. Better to have it in master to iterate on.

There's a missing function group_demean in there. I assume these were written by @josef-pkt given that they're pure numpy and notes to self docs ;). Do you have this lying around somewhere? // cc @vincentarelbundock

@jseabold
Member

Looking at it, I think group_demeans was just a thinko.

@josef-pkt
Member

As far as I remember, there are still unfinished and unused parts in the group-utils that I have written.
Most of it was written in support of the cluster and panel robust standard errors. I didn't clean up or finish parts that I didn't need at the time. (Some of it was based on old sandbox code and might not be fully adapted to the different pattern used here.)

@jseabold
Member

Ok, well, I don't use any of that. The Grouping class is used in the panel and I will use it in the survival code. It needs to be ever so slightly generalized (always assumes two-level panel x time groupings, which it doesn't need to). I'm doing that now.

@jseabold
Member

Should be mostly functional. Will need a little bit of a refactor for both Panel (subclass, hard-coded groups) and grouped Survival -- will likely supercede what's in the Survival WIP right now, maybe gain some stuff from it.

@jseabold
Member

This is now targeting pandas 0.12.0. I wouldn't be surprised if there are failures on older versions.

@jseabold jseabold merged commit f39d6f1 into statsmodels:master Feb 23, 2014

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@jseabold jseabold deleted the jseabold:grouputils branch Feb 23, 2014
This was referenced Feb 24, 2014
@josef-pkt josef-pkt added the PR label Mar 11, 2014
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