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.. currentmodule:: statsmodels.tools
.. _tools:
Tools
=====
Our tool collection contains some convenience functions for users and
functions that were written mainly for internal use.
Additional to this tools directory, several other subpackages have their own
tools modules, for example :mod:`statsmodels.tsa.tsatools`
Module Reference
----------------
Basic tools :mod:`tools`
^^^^^^^^^^^^^^^^^^^^^^^^
These are basic and miscellaneous tools. The full import path is
`statsmodels.tools.tools`.
.. autosummary::
:toctree: generated/
tools.add_constant
The next group are mostly helper functions that are not separately tested or
insufficiently tested.
.. autosummary::
:toctree: generated/
tools.categorical
tools.ECDF
tools.clean0
tools.fullrank
tools.isestimable
tools.monotone_fn_inverter
tools.rank
tools.recipr
tools.recipr0
tools.unsqueeze
Measure for fit performance :mod:`eval_measures`
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
The first group of function in this module are standalone versions of
information criteria, aic bic and hqic. The function with `_sigma` suffix
take the error sum of squares as argument, those without, take the value
of the log-likelihood, `llf`, as argument.
The second group of function are measures of fit or prediction performance,
which are mostly one liners to be used as helper functions. All of those
calculate a performance or distance statistic for the difference between two
arrays. For example in the case of Monte Carlo or cross-validation, the first
array would be the estimation results for the different replications or draws,
while the second array would be the true or observed values.
.. currentmodule:: statsmodels.tools
.. autosummary::
:toctree: generated/
eval_measures.aic
eval_measures.aic_sigma
eval_measures.aicc
eval_measures.aicc_sigma
eval_measures.bic
eval_measures.bic_sigma
eval_measures.hqic
eval_measures.hqic_sigma
eval_measures.bias
eval_measures.iqr
eval_measures.maxabs
eval_measures.meanabs
eval_measures.medianabs
eval_measures.medianbias
eval_measures.mse
eval_measures.rmse
eval_measures.stde
eval_measures.vare
|
