B Z݆@sddlmZmZmZmZmZddlZddlm Z ddl m Z m Z m Z mZmZd!ddZd"d d Zd#d d Zd$ddZd%ddZd&ddZd'ddZd(ddZd)ddZd*ddZGdddeZed krddlmZej j!"Z#e$e#j%e#_%e&e#j'e#j%(Z)dS)+)rangelrangelmaplzip zip_longestN) SimpleTable)gen_fmtfmt_2 fmt_paramsfmt_base fmt_2colscCsl|dkr2t|dks t|dkr(d|Sd|Sn6|dkrdt|dksRt|dkrZd|Sd|SntdS) Nr g@g-C6?z%9.3gz%9.3fz%10.4gz%10.4f)absNotImplementedError)xprecr8lib/python3.7/site-packages/statsmodels/iolib/summary.pyforg s  r皙?textc% s6ddl}ddddddd }d d d d d d d } |dkrB||jjj}|dkrpy |jj}Wntk rnd }YnX|dkry |jj}Wn,tk rd dtt|j D}YnX| } | d| g} | d| } |jjj} |j }|j }|j}d| gfd| gfd|fd|gfg}t|\}}|}d}t||||td}d}| g| |g|gf}t||||td}|||||||||d }|j|j|j|j|j|jd }td|dd}dddd|dgdddd|dgdddd|dgdddd|dgdddd|dgdddd |dgd!}|}|j |||jtt|}|| || tfd"d|Dfd#d|Dfd$d|Dfd%d|Dfd&d|D} t| || |dtdfd'd(}!d)d*}"fd+d,}#|!|#d-}$|d.kr2y |$| Stk r0|$d/SXdS)0a Parameters ----------- yname : string optional, Default is `Y` xname : list of strings optional, Default is `X.#` for # in p the number of regressors Confidance interval : (0,1) not implimented title : string optional, Defualt is 'Generalized linear model' returns : string 'text', 'table', 'csv', 'latex', 'html' Returns ------- Default : returns='print' Prints the summarirized results Option : returns='text' Prints the summarirized results Option : returns='table' SimpleTable instance : summarizing the fit of a linear model. Option : returns='csv' returns a string of csv of the results, to import into a spreadsheet Option : returns='latex' Not implimented yet Option : returns='HTML' Not implimented yet Examples (needs updating) -------- >>> import statsmodels as sm >>> data = sm.datasets.longley.load() >>> data.exog = sm.add_constant(data.exog) >>> ols_results = sm.OLS(data.endog, data.exog).results >>> print ols_results.summary() ... Notes ----- conf_int calculated from normal dist. rNzOrdinary least squareszGeneralized least squaresz$Generalized least squares with AR(p)zWeighted least squareszRobust linear modelzGeneralized linear model)OLSGLSGLSARWLSRLMGLMz Least Squares?ycSsg|] }d|qS)zvar_%dr).0irrr nszsummary..z%H:%M:%Sz %a, %d %b %Yz Model type:zDate:zDependent Variable:zdf model)titletxt_fmt)zMethod:zTime:zNumber of Obs:zdf residd%coefzstd errtzP>|t|z Conf. IntervalzzP>|z|)rrrrrrcsg|]}d|qS)z%#6.4gr)r r!)paramsrrr"scsg|]}d|qS)z%#6.4fr)r r!)std_errrrr"scsg|]}d|qS)z%#6.4fr)r r!)tstatrrr"scsg|]}d|qS)z%#6.4fr)r r!) prob_statrrr"scsg|]}dt|qS)z (%#5g, %#5g))tuple)r r!)conf_intrrr"scstdt}|S)z4 print summary table for ols models  )str)table) general_tableparameter_tablerr ols_printerszsummary..ols_printercSsdS)z1 exports ols summary data to csv Nrrrrr ols_to_csvszsummary..ols_to_csvcstdt}|S)Nr1)r2)r3)r4r5rr glm_printerszsummary..glm_printer)rrprintr)timemodel __class____name__ endog_namesAttributeError exog_namesrlenr+ localtimestrftimenobsdf_modeldf_residrrr extend_rightr)pvaluesr2r0bserrr KeyError)%selfynamexnamer#alphaZreturnsZ model_infor:Z model_typesZ model_methodstime_now time_of_daydateZ modeltyperDrErFgen_leftgen_stubs_left gen_data_left gen_title gen_headergen_table_leftgen_stubs_rightgen_data_rightgen_table_rightZtstatsZ prob_statsalp param_header params_stubsZexog_len params_datar6r7r8Zprintersr)r0r4r5r+r.r,r-rsummarys7                  r_cCsx|dkr.t|jdr*|jjdk r*|jj}nd}|dkrpt|jdrX|jjdk rX|jj}nddtt|jD}||fS)z0extract names from model or construct names Nr>rr@cSsg|] }d|qS)zvar_%dr)r r!rrrr"sz_getnames..)hasattrr;r>r@rrAr+)rKrLrMrrr _getnamess      racs||}}ddl}|} |d| g|d| t|d\}tdfddfd fd dfd fd dfd fddfdfddfdfddfdfddfdfddfdfddfdfddfg } |dkrjjjd}|dkr0ddddd d!g}yj} | d"Wn YnXg}|} d} g}x4|D],\}}|dkr^| |}| ||fqBW|}|rg}x4|D],\}}|dkr| |}| ||fqW|}d#d$||D}|gkst ||rlt |t |kr|d%gt |t |7}n,t |t |kr>|d%gt |t |7}d&d$|D}t |\}}t || || td'}ng}t |\}}t || || td'}|||}|S)(zgenerate top table(s) TODO: this still uses predefined model_methods ? allow gleft, gright to be 1 element tuples instead of filling with None? rNz%H:%M:%Sz %a, %d %b %Y)rLrMzDependent Variable:csgS)Nrr)rLrr.szsummary_top..zDep. 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Variable:N)z Model type:N)zDate:N)zNo. Observations:N)z Df model:N)z Df resid:N)zLog-LikelihoodNcSsg|]\}}|dkr|qS)Nr)r kvrrrr"kszsummary_top..) rgcSs g|]\}}dd||fqS)z%-21sz r)r rerfrrrr"ys)r#r$)r:rBrCradictr;r<r=rdappendAssertionErrorrArrr rG)rcr#gleftgrightrLrMrRZ gen_rightr:rOZ default_itemsrdrUrVZ gen_left_itemvalueZ gen_right_Zmissing_valuesrXrYrZrSrTrWr4r)rQrcrPrLr summary_tops           roTFc sZt|tr|\}n"|j|j|j|j|||rpdddddt|dtd|ddg}n,ddd d dt|dtd|ddg}|rd }t|||d \}}t |t krt d |} t t |} t fdd| Dfdd| Dfdd| Dfdd| Dfdd| Dfdd| D} t | || |td} | S)a,create a summary table for the parameters Parameters ---------- res : results instance some required information is directly taken from the result instance yname : string or None optional name for the endogenous variable, default is "y" xname : list of strings or None optional names for the exogenous variables, default is "var_xx" alpha : float significance level for the confidence intervals use_t : bool indicator whether the p-values are based on the Student-t distribution (if True) or on the normal distribution (if False) skip_headers : bool If false (default), then the header row is added. If true, then no header row is added. Returns ------- params_table : SimpleTable instance r(zstd errr)zP>|t|[r%]r*zP>|z|N)rLrMz-xnames and params do not have the same lengthcsg|]}t|ddqS)r)r)r)r r!)r+rrr"sz"summary_params..csg|]}t|qSr)r)r r!)r,rrr"scsg|]}t|qSr)r)r r!)tvaluesrrr"scsg|]}d|qS)z%#6.3fr)r r!)rHrrr"scsg|]}t|dfqS)r)r)r r!)r0rrr"scsg|]}t|dfqS)r%)r)r r!)r0rrr"s)r#r$) isinstancer/r+rIrsrHr0r2rarA ValueErrorrrrr ) rcrLrMrNuse_t skip_headerr#r\_r]Zexog_idxr^r5r)r0r+rHr,rsrsummary_paramss>  &$ rycCst|tr|\}}}}}} n"|j}|j}|j}|j}||} td|dd} |rhdddddd g} nddd d dd g} t|||d \} }d dl m } t ||||| f}| || |dS)a,create a summary table for the parameters Parameters ---------- res : results instance some required information is directly taken from the result instance yname : string or None optional name for the endogenous variable, default is "y" xname : list of strings or None optional names for the exogenous variables, default is "var_xx" alpha : float significance level for the confidence intervals use_t : bool indicator whether the p-values are based on the Student-t distribution (if True) or on the normal distribution (if False) skip_headers : bool If false (default), then the header row is added. If true, then no header row is added. Returns ------- params_table : SimpleTable instance r%r&r'r(zstd errr)zP>|t|zConf. Int. LowzConf. Int. Upp.r*zP>|z|)rLrMr) DataFrame)columnsindex) rtr/r+rIrsrHr0r2raZpandasrznpZ column_stack)rcrLrMrNrvr+r,rsrHr0r[r\rxrzr3rrrsummary_params_frames"    r~c s|dkr(ddtjjddD}|dkrHddttjD}ddjD}|rfdd|D}t|f|}dd|D}t|fd gt|gt|}d d|D}n|}|}d dl} | t } | t d gjj dd t||||| dS)acreate summary table of regression parameters with several equations This allows interleaving of parameters with bse and/or tvalues Parameters ---------- result : result instance the result instance with params and attributes in extras extras : list of strings additional attributes to add below a parameter row, e.g. bse or tvalues endog_names : None or list of strings names for rows of the parameter array (multivariate endog) exog_names : None or list of strings names for columns of the parameter array (exog) alpha : float level for confidence intervals, default 0.95 title : None or string Returns ------- tables : list of SimpleTable this contains a list of all seperate Subtables table_all : SimpleTable the merged table with results concatenated for each row of the parameter array NcSsg|] }d|qS)zendog_%dr)r r!rrrr"Isz%summary_params_2d..r%cSsg|] }d|qS)zvar%dr)r r!rrrr"LscSsg|]}dd|DqS)cSsg|]}t|ddqS)r)r)r)r rmrrrr"Psz0summary_params_2d...r)r rowrrrr"Pscs g|]}ddt|DqS)cSsg|]}dd|DqS)cSs(g|] }ddt|dddqS)z%10s(r )r))rstrip)r rfrrrr"Tsz;summary_params_2d....r)r colrrrr"Tsz0summary_params_2d...)getattr)r Zwhat)resultrrr"TscSsg|]}|D]}|q qSrr)r jr!rrrr"ZscSsg|]}|D]}|q qSrr)r rr!rrrr"\srz%s)Z data_fmts)Zheadersstubsr#r$)r}uniquer;endogrrAr+rcopydeepcopyr updaterhshaper) rZextrasr>r@r#Z res_paramsZ extras_listdatarrr$r)rrsummary_params_2d*s, " rc CsJ|}|j}|jdkr:|jd} t||jdksVtdnt|t|ksRtdd} t|ts|dkrnd} n|} |jjdd}g} xt | D]|} ||jdd| f|j dd| f|j dd| f|j dd| f| || f} d}t| || ||||d}| |qWx$t t|D]}||| |_qWt| |d}| |fS) asummary table for parameters that are 2d, e.g. multi-equation models Parameters ---------- result : result instance the result instance with params, bse, tvalues and conf_int endog_names : None or list of strings names for rows of the parameter array (multivariate endog) exog_names : None or list of strings names for columns of the parameter array (exog) alpha : float level for confidence intervals, default 0.95 use_t : bool indicator whether the p-values are based on the Student-t distribution (if True) or on the normal distribution (if False) keep_headers : bool If true (default), then sub-tables keep their headers. If false, then only the first headers are kept, the other headerse are blanked out endog_cols : bool If false (default) then params and other result statistics have equations by rows. If true, then equations are assumed to be in columns. Not implemented yet. Returns ------- tables : list of SimpleTable this contains a list of all seperate Subtables table_all : SimpleTable the merged table with results concatenated for each row of the parameter array rqr%zendog_names has wrong lengthNrF)rLrMrNrvrw) keep_headers)r+ndimrrArurtlistr;r>rrIrsrHr0ryrir# table_extend)rr>r@rNrvrZ endog_colsresr+Zn_equZendog_basenametableseqZrestupZskiphZtbler! table_allrrrsummary_params_2dflatns6$    2   rcCsddlm}xt|ddD]\}}||}|djdkr|j|dd_d|dd_|ddj|dd_|s|dkrx|dddD] }d|_qW|dkr|}q|d}|jdd d | |qWd|_|S) aextend a list of SimpleTables, adding titles to header of subtables This function returns the merged table as a deepcopy, in contrast to the SimpleTable extend method. 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Attributes ---------- tables : list of tables Contains the list of SimpleTable instances, horizontally concatenated tables are not saved separately. extra_txt : string extra lines that are added to the text output, used for warnings and explanations. cCsg|_d|_dS)N)r extra_txt)rKrrr__init__szSummary.__init__cCs|S)N)as_text)rKrrr__str__szSummary.__str__cCstt|d|dS)Nz """ z """)r2typer)rKrrr__repr__szSummary.__repr__cCs|S)z$Display as HTML in IPython notebook.)r)rKrrr _repr_html_#szSummary._repr_html_NcCs$t||||||d}|j|dS)aradd a double table, 2 tables with one column merged horizontally Parameters ---------- res : results instance some required information is directly taken from the result instance title : string or None if None, then a default title is used. gleft : list of tuples elements for the left table, tuples are (name, value) pairs If gleft is None, then a default table is created gright : list of tuples or None elements for the right table, tuples are (name, value) pairs yname : string or None optional name for the endogenous variable, default is "y" xname : list of strings or None optional names for the exogenous variables, default is "var_xx" Returns ------- None : tables are attached )r#rkrlrLrMN)rorri)rKrr#rkrlrLrMr3rrradd_table_2cols's  zSummary.add_table_2cols皙?TcCs\|jjdkr t|||||d}n,|jjdkrDt|||||d\}}ntd|j|dS)acreate and add a table for the parameter estimates Parameters ---------- res : results instance some required information is directly taken from the result instance yname : string or None optional name for the endogenous variable, default is "y" xname : list of strings or None optional names for the exogenous variables, default is "var_xx" alpha : float significance level for the confidence intervals use_t : bool indicator whether the p-values are based on the Student-t distribution (if True) or on the normal distribution (if False) Returns ------- None : table is attached r%)rLrMrNrvrq)r>r@rNrvzparams has to be 1d or 2dN)r+rryrrurri)rKrrLrMrNrvr3rxrrradd_table_paramsFs    zSummary.add_table_paramscCsd||_dS)zadd additional text that will be added at the end in text format Parameters ---------- etext : list[str] string with lines that are added to the text output. r1N)rr)rKZetextrrr add_extra_txtks zSummary.add_extra_txtcCs*t|jdd}|jdk r&|d|j}|S)zreturn tables as string Returns ------- txt : string summary tables and extra text as one string r)rNz )rrr)rKrrrrrvs  zSummary.as_textcCs2t|jdd}|jdk r.|d|jdd}|S)aYreturn tables as string Returns ------- latex : string summary tables and extra text as string of Latex Notes ----- This currently merges tables with different number of columns. It is recommended to use `as_latex_tabular` directly on the individual tables. r)rNz r1z \newline )rrrreplace)rKrrrras_latexs zSummary.as_latexcCs*t|jdd}|jdk r&|d|j}|S)zreturn tables as string Returns ------- csv : string concatenated summary tables in comma delimited format r)rNz )rrr)rKrrrrrs  zSummary.as_csvcCs2t|jdd}|jdk r.|d|jdd}|S)zreturn tables as string Returns ------- html : string concatenated summary tables in HTML format r)rNz

r1z
)rrrr)rKrrrrrs  zSummary.as_html)NNNNN)NNrT)r= __module__ __qualname____doc__rrrrrrrrrrrrrrrr s   $ r__main__)r )NNrrrN)NN)NNNNN)NNrTFN)NNrT)NNNN)NNrTTF)T)r)*Zstatsmodels.compat.pythonrrrrrZnumpyr}Zstatsmodels.iolib.tablerZ!statsmodels.iolib.tableformattingrr r r r rr_raroryr~rrrrobjectrr=Zstatsmodels.apiZapiZsmZdatasetsZlongleyloadrZ add_constantZexogrrZfitrrrrrs6   i   R ? C V - +