Josef Perktold josef-pkt
josef-pkt
/ glm_varweights_wls.ipynb
Last active
February 7, 2024 20:55
comparing GLM gaussian using var_weights and WLS (updated after fit_constrained bug fix, rerun based on 3856)
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josef-pkt
/ example_gmm_poisson.ipynb
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August 24, 2023 20:53
Poisson with endogeneity, GMM with IV versus MLE in python
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josef-pkt
/ ex_multivariatels.ipynb
Created
June 22, 2023 17:35
Multivariate Linear model in statsmodels https://github.com/statsmodels/statsmodels/pull/8919
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josef-pkt
/ example_gmm_euler.ipynb
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June 9, 2023 14:42
Generalized Method of Moments in Python: Estimating Euler Equations
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josef-pkt
/ tost_paired.py
Created
October 16, 2012 16:17
TOST test of equivalence for paired samples
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| '''Test of Equivalence and Non-Inferiority | |
| currently only TOST for paired sample | |
| Application for example bioequivalence | |
| Author: Josef Perktold | |
| License: BSD-3 |
josef-pkt
/ nonparametric_cuzicktrend.py
Last active
January 1, 2023 15:29
Cuzick's non-parametric test of trend
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| '''Cuzick's non-parametric test of trend | |
| Author : Josef Perktold | |
| ''' | |
| import numpy as np | |
| from scipy import stats | |
| from scipy.stats.stats import rankdata, tiecorrect, square_of_sums |
josef-pkt
/ ex_gam_bs_autos_cleaned.ipynb
Created
November 13, 2018 17:36
Example: GAM in statsmodels
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josef-pkt
/ example_binned_kernel_regression.ipynb
Created
February 20, 2017 05:44
binned local linear kernel regression - illustration
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josef-pkt
/ ex_gam_mpg_basic.ipynb
Created
January 30, 2019 00:50
Basic GAM example with formula after merge
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josef-pkt
/ ex_kde_asymmetric.ipynb
Created
March 12, 2021 18:58
kernel density and cdf estimation using asymmetric kernels for interval and positive data (version at merge)
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