[SciPy-user] Any SPLUS to scipy ideas for lm and summary(lm)?

Webb Sprague webb.sprague at gmail.com
Tue Apr 11 20:04:32 CDT 2006


Hi All

I can only offer my services as a tester for scipy-stats, but better
statistics in Scipy would be great.

If we do go ahead with a new and improved stats package, I think a lot
of up front design work would be great (I can help some with that,
even if real statistical programming is beyond me).  R/SPLUS seems to
have grown partly by accretion and some of it is pretty ugly,
especially wrt naming conventions.  However, a lot of it is really
great and would serve as a good model.  I also think that a data.frame
type of data type would be great.  If we could concentrate on that and
a really good (general) linear model framework we would be making
great progress, I think.

It is funny that if you grep the scipy/stats directory for "residual"
you get nothing :)...

Cheers
W

On 4/10/06, Jonathan Taylor <jonathan.taylor at stanford.edu> wrote:
> actually, i have some implementation of the model formula stuff in
> python, and some linear model stuff. i hope to contribute to scipy
> soon.... there was a brief discussion of this on scipy-dev over the past
> two weeks and it seems there is some interest in getting this stuff into
> scipy.
>
> -- jonathan
>
> Webb Sprague wrote:
>
> >Hi Scipy-ers,
> >
> >I would like to duplicate the following piece of SPLUS/R code in
> >Python-scipy, and would love somebody smarter than me to give me some
> >ideas.  (If you don't know SPLUS/R, you may not want to bother with
> >this.)
> >
> >model.kt <- summary(lm(kt.diff ~ 1  ))
> >kt.drift <- model.kt$coefficients[1,1]  # Coefficient
> >sec <- model.kt$coefficients[1,2]  # Standard Error of the Coefficient (SEC)
> >see <- model.kt$sigma   # Standard error of the Equation (SEE)
> >
> >Getting a least-squares fit in scipy is not a problem, but getting all
> >that other nice stuff IS kind of a problem.  I don't mind either
> >hacking scipy.stats, or writing my own function, but maybe someone has
> >some ideas for this, maybe it can be contributed, or ???.  I also
> >realize that the SPLUS formula notation doesn't exist at all in
> >scipy-Python, so no need to point that out to me.
> >
> >Perhaps there should be a scipy.stats working group?  It seems like
> >scipy.stats (not including the probability distributions and basic
> >summary functions, which are fine) is kind of a forgotten stepchild in
> >scipy, and probably needs a nurturing aunt or uncle or several....
> >
> >Thx, sorry for such an open ended question.
> >W
> >
> >_______________________________________________
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> >SciPy-user at scipy.net
> >http://www.scipy.net/mailman/listinfo/scipy-user
> >
> >
>
> --
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> Dept. of Statistics                       Fax:   650.725.8977
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