[SciPy-user] Ols for np.arrays and masked arrays

Alan G Isaac aisaac@american....
Mon Jan 19 14:39:06 CST 2009


On 1/19/2009 3:30 PM josef.pktd@gmail.com apparently wrote:
> The ols estimation part was just a quick example for a regression. The
> main purpose of this is to find a good interface.
> 
> My basic idea was to create a general regression class, that does the
> initialization and common calculation and the specific estimation is
> implemented in the subclasses, e.g. OLS, GLS, Ridge,...(?). 

I started thinking about this for a single equation
awhile back:
http://code.google.com/p/econpy/source/browse/trunk/pytrix/ls.py
(See the OLS class.)  I will return to this one day, probably
within the next couple months.

Alan Isaac



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