Repository URL to install this package:
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Version:
0.3.1 ▾
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# -*- coding: utf-8 -*-
"""
Example from robust test_rlm, fails on Mac
Created on Sun Mar 27 14:36:40 2011
"""
import numpy as np
import scikits.statsmodels.api as sm
RLM = sm.RLM
DECIMAL_4 = 4
DECIMAL_3 = 3
DECIMAL_2 = 2
DECIMAL_1 = 1
from scikits.statsmodels.datasets.stackloss import load
data = load() # class attributes for subclasses
data.exog = sm.add_constant(data.exog)
decimal_standarderrors = DECIMAL_1
decimal_scale = DECIMAL_3
results = RLM(data.endog, data.exog,\
M=sm.robust.norms.HuberT()).fit() # default M
h2 = RLM(data.endog, data.exog,\
M=sm.robust.norms.HuberT()).fit(cov="H2").bcov_scaled
h3 = RLM(data.endog, data.exog,\
M=sm.robust.norms.HuberT()).fit(cov="H3").bcov_scaled
from scikits.statsmodels.robust.tests.results.results_rlm import Huber
res2 = Huber()
print "res2.h1"
print res2.h1
print "results.bcov_scaled"
print results.bcov_scaled
print "res2.h1 - results.bcov_scaled"
print res2.h1 - results.bcov_scaled
from numpy.testing import assert_almost_equal
assert_almost_equal(res2.h1, results.bcov_scaled, 4)