[Scipy-svn] r3279 - trunk/scipy/sandbox/models

scipy-svn@scip... scipy-svn@scip...
Wed Aug 29 10:08:36 CDT 2007


Author: matthew.brett@gmail.com
Date: 2007-08-29 10:08:33 -0500 (Wed, 29 Aug 2007)
New Revision: 3279

Modified:
   trunk/scipy/sandbox/models/model.py
Log:
Some docstring updates

Modified: trunk/scipy/sandbox/models/model.py
===================================================================
--- trunk/scipy/sandbox/models/model.py	2007-08-29 09:55:33 UTC (rev 3278)
+++ trunk/scipy/sandbox/models/model.py	2007-08-29 15:08:33 UTC (rev 3279)
@@ -69,12 +69,27 @@
 #             return -self.logL(theta)
 #         self.results = optimize.fmin(f, theta)
         
-class likelihood_model_results:
+class likelihood_model_results(object):
+    ''' Class to contain results from likelihood models '''
+    def __init__(self, beta, normalized_cov_beta=None, scale=1.):
+        ''' Set up results structure
+        beta     - parameter estimates from estimated model
+        normalized_cov_beta -
+           Normalized (before scaling) covariance of betas
+        scale    - scalar
 
-    def __init__(self, beta, normalized_cov_beta=None, scale=1.):
+        normalized_cov_betas is also known as the hat matrix or H
+        (Semiparametric regression, Ruppert, Wand, Carroll; CUP 2003)
+        
+        The covariance of betas is given by scale times
+        normalized_cov_beta
+
+        For (some subset of models) scale will typically be the
+        mean square error from the estimated model (sigma^2)
+        '''
         self.beta = beta
         self.normalized_cov_beta = normalized_cov_beta
-        self.scale = 1.
+        self.scale = scale
 
     def t(self, column=None):
         """



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