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Nonparametric all #434

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Nonparametric all #434

wants to merge 114 commits into from

Commits on May 26, 2012

  1. Multivar KDEs

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  2. Minor Change

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Commits on Jun 9, 2012

  1. Implemented Suggestions by Ralf and Josef

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  2. Fixed bw/bwmethod

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Commits on Jun 10, 2012

  1. Introduced default for bandwidth selection (Josef)

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  2. Removed convolution and cumulative density

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  3. least squares cross validation + changes in API - added tools module

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  4. Finished with cv_ls for continuous and ordered variables

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Commits on Jun 18, 2012

  1. TST: convert test script to actual unit tests. Add UKDE, CKDE to __in… 

    …it__.py
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  2. TST: nonparametric: convert UKDE example into a doctest. 

    Doctests can be run with:

    from statsmodels import nonparametric
    nonparametric.test(doctests=True)

Or "nosetests --with-doctest" in the nonparametric dir.

Note that some other doctests seem to be failing at the moment.
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Commits on Jun 22, 2012

  1. Added lst sq cv for conditional density (slow)

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  2. Vectorized parts of IMSE in CKDE. Significantly improved performance

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  3. Added various tests. Most performe well but there are still issues wi… 

    …th speed
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Commits on Jun 25, 2012

  1. ENH: add __repr__ method to UKDE. 

    CKDE method still to do.  Also clean up some docstrings and code.
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Commits on Jun 27, 2012

  1. pep8 on KernelFunctions.py

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  2. pep8 on nonparametric2.py and np_tools.py

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Commits on Jun 29, 2012

  1. edat fix

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  2. fixed edat

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  3. removed imse_slow and gpke2

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Commits on Jun 30, 2012

  1. added graphical tests for several distributions

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  2. some more changes

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  3. changes..

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Commits on Jul 1, 2012

  1. resolved conflicts

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  2. expanded doc strings for Generic KDE and UKDE

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  3. fixed doc strings and included latex formulas

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  4. some minor fixes + clean up

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  5. fixed test failures

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  6. ...

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  7. added latex formulas for kernels in KernelFunctions.py

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Commits on Jul 4, 2012

  1. added nonparametric regression + tests for ordered case

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Commits on Jul 7, 2012

  1. added fast unconditional multivariate cdf and tested with continuous … 

    …and mixed data
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  2. added conditional multivariate cdf; tests for continuous and mixed; c… 

    …ode needs cleaning
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Commits on Jul 8, 2012

  1. nonparametric regression with margina fx, R2, signiciance

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Commits on Jul 10, 2012

  1. Fixed npreg CV.LS; added tests for continuous and mixed for mean, R2,… 

    … bandwidth
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  2. added the derivative of the Gaussian kernel to be used for the calcul… 

    …ation of the marginal effects in the regression
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Commits on Jul 11, 2012

  1. implemented some suggestions by Josef and Ralf

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  2. created only one GPKE function for all classes

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  3. cleaned GPKE and PKE

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  4. moved distribution plots from test file to examples file (yet to be c… 

    …ommitted
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  5. added Reg class to __init__.py

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  6. added univariate kde example for 6 common distributions. merged with … 

    …main nonparametric branch
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  7. added import plt to ex_univar_kde.py

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  8. added seed 123456 to ex_univar_kde.py

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Commits on Jul 12, 2012

  1. added docstrings for Reg class. added repr method for CKDE

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  2. removed the Epanechnikov Kernel. Could be added at a later time again… 

    … if we decide to give the user an option to specify kernels. However most refs claim kernel not important
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  3. made nonparametric2.py pep 8 compliant

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  4. made np_tools.py pep 8 compliant

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  5. made KernelFunctions.py pep 8 compliant

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  6. made test_nonparametric2.py pep 8 compliant

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  7. naming conventions suggested by Skipper

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  8. added local linear estimator to Reg. modified Reg api. added tests

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Commits on Jul 13, 2012

  1. fixed a minor issue with CKDE.cdf, modified adjust_shape function

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  2. added repr method to Reg

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  3. small fix to adjust_shape

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  4. added an example with multivariate bimodal distribution plot (cv_ml)

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Commits on Jul 15, 2012

  1. BUG: nonparametric: fix three test failures due to incorrect usage of… 

    … `fill`.

Note also the added FIXME's.  Some bugs are still left; points also to
incomplete test coverage.
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Commits on Jul 17, 2012

  1. examples + kernel fix

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Commits on Jul 22, 2012

  1. optimizing gpke + kernels for speed

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  2. fixed adjust_shape

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  3. some new fixes

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Commits on Jul 23, 2012

  1. removed pke

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  2. cleaned up KernelFunctions.py

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  3. preparing the density estimators for pull request (without the regres… 

    …sion)
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  4. fixed np_tools

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  5. fixed pep8 issues

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Commits on Jul 25, 2012

  1. removed reg class from nonparametric2.py

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Commits on Jul 26, 2012

  1. added local linear with marginal effects for mixed data

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Commits on Jul 27, 2012

  1. added marginal effects for the local linar estimator with mixed data

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  2. censored regression

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  3. marginal effects for local linear estimator + tests

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  4. added right-censored regression to Reg class

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Commits on Jul 30, 2012

  1. ..

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  2. implemented suggestions by Ralf

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Commits on Jul 31, 2012

  1. added efficient estimation (blocking) of bandiwdth by breaking up lar… 

    …ge samples (still some test failures with Reg)
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Commits on Aug 1, 2012

  1. ..

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Commits on Aug 2, 2012

  1. first attempt at sig test

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Commits on Aug 4, 2012

  1. MAINT: fix many small typos and inconsistencies in UKDE/CKDE classes.

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  2. MAINT: clean up nonparametric/np_tools.py and remove unused imports.

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  3. MAINT: clean up nonparametric/KernelFunctions.py

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  4. MAINT: rename KernelFunctions.py --> kernels.py 

    Also remove some more unused imports.
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Commits on Aug 6, 2012

  1. reworked api for bw blocking estimation

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  2. changed mean to median in only_bw option

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  3. moved censored reg in seperate class

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  4. merged with nonparametric-reg-block

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  5. ..

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  6. finished mergin with nonparametric-reg-block

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Commits on Aug 13, 2012

  1. added docstrings for the efficient bw estimator

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  2. fixed docstrings for censored class

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  3. added docstrings (still fixing some issues with writing the tests)

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  4. Merge pull request #4 from rgommers/nonparametric-density 

    Fixes / typos / small improvements for PR-408.
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  5. fixed minor issue with example in CKDE class

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  6. Merge branch 'nonparametric-density' of github.com:gpanterov/statsmod… 

    …els into nonparametric-density
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  7. fixed issues with documentation of kernels

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  8. merged nonparametric-reg branch

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  9. merged nonparametric-reg-block branch for efficient bw estimation

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  10. ..

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  11. merged nonparametric-censored branch for censored regression

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  12. merged nonparametric-reg-sigtests for significance tests for nonparam… 

    …etric regression
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  13. changed __init__.py

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Commits on Aug 14, 2012

  1. lower case names of kernels -- pep8 compliant

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  2. lower case names for kernels

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Commits on Aug 15, 2012

  1. added a test for censored reg

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  2. merged with nonparametric-density (lower case for kernels names for p… 

    …ep8)
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Commits on Aug 16, 2012

  1. ...

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  2. ..

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Commits on Aug 17, 2012

  1. added significance tests for discrete and continuous variables, fixed… 

    … some bugs with the AIC bandwidth selection criterion, added the Semiparametric Single Index Model
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  2. added the semiparametric partially linear model

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  3. docstrings for semiparametric models and significance tests

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Commits on Aug 19, 2012

  1. added the loc linear to the two semiparametric models

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  2. added tests for the linear component of the semi parametric partially… 

    … linear model
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  3. changed names of UKDE and CKDE in nonparametric-all

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  4. added clarification comments to the efficient bandwidth estimation part

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Commits on Aug 20, 2012

  1. fixed issues with the tests for functional form in TestFForm()

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  2. added an explanation of a left-censored variable to CensoredReg class

    @gpanterov
    gpanterov committed Aug 20, 2012
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