ó
áp7]c           @   sÿ  d  Z  d d l m Z m Z m Z d d l Z d d l Z d d l m	 Z	 d d l
 m Z d d l m Z d d l m Z m Z e j d i d	 „  d
 6d e ƒ e d d ƒ Z d e f d „  ƒ  YZ d e f d „  ƒ  YZ d e f d „  ƒ  YZ d „  Z d „  Z d „  Z d „  Z d „  Z d Z g  d3 D] Z e e ƒ ^ q+Z  e  j! g  d4 D] Z e e ƒ ^ qPƒ e  j! e e g ƒ e j" d d d d d g g ƒ Z# e j$ d5 Z% xDe  D]<Z& g  Z' g  Z( g  Z) g  Z* x5e e ƒ D]'Z+ e& ƒ  \ Z, Z- e ƒ  Z. e e, j/ e, j0 e, j1 e, j2 e. e- ƒ Z3 e3 j4 ƒ  Z5 d e3 j6 ƒ  Z7 e* j8 e j$ e- j* e7 f ƒ e( j8 e j9 e5 j( ƒ ƒ e) j8 e j9 e5 j: ƒ ƒ e& ƒ  \ Z, Z- e ƒ  Z. e e, j/ e, j0 e, j1 e, j2 e. e- d e# e% f ƒZ3 e3 j4 ƒ  Z5 e3 j; Z< e< d  Z= e' j8 e= ƒ qÜWe j" e> e* ƒ e? e* ƒ ƒ Z@ e jA d! ƒ e, jB e@ ƒ e j" e( ƒ Z( e( jC d ƒ ZD e( jE d ƒ ZF e j" e) ƒ Z) e) jC d ƒ Z) e jA d" ƒ e jA d# ƒ e jA e jG eD ƒ d$ ƒ e jA d% ƒ e jA e jG e, j( ƒ d$ ƒ e jA d& ƒ e jA e jG eD e, j( ƒ d$ ƒ e jA d' ƒ e jA e jG eD e, j( e, j( ƒ d$ ƒ e jA d$ ƒ e jA d( ƒ e jA d# ƒ e jA e jG eF ƒ d$ ƒ e jA d% ƒ e jA e jG e) ƒ d$ ƒ e jA d& ƒ e jA e jG eF e) ƒ d$ ƒ e jA d' ƒ e jA e jG eF e) e) ƒ d$ ƒ e jA d$ ƒ e' jH ƒ  e jA d) ƒ e jA d* ƒ e jA e jG e# ƒ d$ ƒ e jA d+ ƒ e jA e jG e% ƒ d$ ƒ e jA d, ƒ xH e jI d- d. d- ƒ D]1 ZJ e jA d/ e' eK eJ e? e' ƒ ƒ eJ f ƒ q£We jA d0 d1 d2 ƒ q±We jL ƒ  d S(6   s®   
Assesment of Generalized Estimating Equations using simulation.

Only Gaussian models are currently checked.

See the generated file "gee_simulation_check.txt" for results.
iÿÿÿÿ(   t   ranget   lranget   zipN(   t   product(   t   Gaussian(   t   GEE(   t   Autoregressivet   Nestedt	   formatterc         C   s   d |  S(   Ns   %8.3f(    (   t   x(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   <lambda>   t    t   allt   suppresss   gee_simulation_check.txtt   wt   GEE_simulatorc           B   sM   e  Z d Z d Z d Z d Z d Z d Z d Z	 d Z
 d  d g Z d „  Z RS(   i   i   c         C   s
   t  ‚ d  S(   N(   t   NotImplementedError(   t   selft   dparams_est(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   print_dparams>   s    N(   t   __name__t
   __module__t   Nonet   ngroupst   error_sdt   paramst   dparamst   exogt   endogt   timet   groupt   group_size_rangeR   (    (    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyR      s   	t   AR_simulatorc           B   s&   e  Z d  „  g Z d „  Z d „  Z RS(   c         C   s   t  j t  j |  | d ƒ ƒ S(   Ni   (   t   npt   sqrtt   sum(   R	   t   y(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyR
   E   R   c         C   sk   t  j d | d ƒ t  j d |  j d ƒ t  j d | d ƒ t  j d |  j d ƒ t  j d ƒ d  S(	   Ns!   AR coefficient estimate:   %8.4f
i    s!   AR coefficient truth:      %8.4f
s!   Error variance estimate:   %8.4f
i   s!   Error variance truth:      %8.4f
i   s   
(   t   OUTt   writeR   R   (   R   R   (    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyR   H   s    				c         C   sÀ  g  g  g  g  f \ } } } } xGt  |  j ƒ D]6} t j j |  j d |  j d ƒ } | j | g | ƒ t j j d | d f ƒ } | j | ƒ t j j d | d f ƒ } d | d  d  … d f <| j | ƒ t j	 j
 j | | |  j d ƒ }	 |  j d |	 }
 t j j |
 ƒ } t j | t j j d | ƒ ƒ } t j | |  j ƒ | |  j } | j | ƒ q. Wt j | d d ƒ|  _ t j | ƒ |  _ t j | d d ƒ|  _ t j | ƒ |  _ d  S(   Ni    i   t   sizei   i   t   axis(   R    R   R!   t   randomt   randintR   t   appendt   normalt   scipyt   spatialt   distancet   cdistt   distfunR   t   linalgt   choleskyt   dotR   R   t   concatenateR   R   R   R   (   R   R   R   R   R   t   it   gsizet   time1t   exog1t	   distancest   correlationst   correlations_srt   errorst   endog1(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   simulateS   s*    ! (   R   R   R1   R   R?   (    (    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyR    B   s   	t   Nested_simulatorc           B   s&   e  Z d Z d Z d  „  Z d „  Z RS(   c         C   s°   x^ t  t |  j ƒ ƒ D]G } t j d | d | | f ƒ t j d | d |  j | f ƒ q Wt j d | d t | d d !ƒ ƒ t j d |  j d ƒ t j d	 ƒ d  S(
   Ns"   Nest %d variance estimate:  %8.4f
i   s"   Nest %d variance truth:     %8.4f
s!   Error variance estimate:   %8.4f
iÿÿÿÿi    s!   Error variance truth:      %8.4f
i   s   
(   R    t   lent
   nest_sizesR%   R&   R   R#   R   (   R   R   t   j(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyR   ƒ   s    				c      	   C   s«  |  j  d } |  j  d } | j d ƒ g  g  g  g  f \ } } } } xt |  j ƒ D]ñ} g  |  j D] } t | ƒ ^ qe }	 g  t | |  j ƒ D]. \ }
 } t j |
 ƒ t j	 j
 d | ƒ ^ q } t j	 j
 ƒ  t j | ƒ } g  } x! |  j D] } | j t ƒ  ƒ qð Wx9t |	 Œ  D]+} | j | ƒ | t g  t | | ƒ D] \ }
 } |
 | ^ q@ƒ } t j	 j
 d d ƒ } d | d <| j | ƒ | |  j t j	 j
 ƒ  } t j | |  j ƒ | } | j | ƒ x< t t | ƒ ƒ D]( } | | j t | d | d !ƒ ƒ qßWg  | D] } t | ƒ d ^ q} | j | d d !ƒ qWqU Wt j | ƒ |  _ t j | ƒ |  _ t j | ƒ |  _ t j | ƒ |  _ t j |  j ƒ |  _ d  S(   Ni    i   R'   i   iÿÿÿÿ(   R   R+   R    R   RB   R   R   R!   R"   R)   R,   t   setR   R#   R   R4   R   RA   t   addt   tuplet   arrayR   R   R   t	   id_matrixt
   zeros_likeR   (   R   t   group_effect_vart   vcompR   R   R   RH   R6   t   nt	   iteratorst   vt	   variancest   gpet   nest_allRC   t   nestt   refR9   t   errorR>   R	   t   nest1(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyR?   ‘   s<    "D6
&#N(   R   R   R   RB   RH   R   R?   (    (    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyR@   y   s   	c         C   s   d S(   s?   
    Check the score testing of the parameter constraints.
    N(    (   t   dat   vat   ga(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   check_constraintË   R   c            s   t  ‡  f d † } | S(   Nc            sN   t  ƒ  } d | _ t j d | _ d | _ ˆ  g | _ | j ƒ  | t ƒ  f S(   NiÈ   i    iÿÿÿÿi   g      à?i   (   i    iÿÿÿÿi   i    g      à?(	   R    R   R!   t   r_R   R   R   R?   R   (   t   msgt   ars(   t   ar(    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt
   gendat_ar0Õ   s    			
(   t   False(   R]   R^   (    (   R]   sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   gen_gendat_ar0Ô   s    c            s   ‡  f d †  } | S(   Nc             sN   t  ƒ  }  d |  _ t j d |  _ d |  _ ˆ  g |  _ |  j ƒ  |  t ƒ  f S(   NiÈ   i    gš™™™™™é¿g333333ó?g      à?i   (   i    gš™™™™™é¿g333333ó?i    g      à?(	   R    R   R!   RZ   R   R   R   R?   R   (   R\   (   R]   (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt
   gendat_ar1à   s    			
(    (   R]   Ra   (    (   R]   sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   gen_gendat_ar1ß   s    c          C   sf   t  ƒ  }  d |  _ t j d	 |  _ d |  _ d d g |  _ d d g |  _ |  j ƒ  |  t	 |  j
 ƒ f S(
   Ng      ð?g        i   iÿÿÿÿi2   i
   i   g       @(   g        i   i   iÿÿÿÿiÿÿÿÿ(   R@   R   R!   RZ   R   R   RB   R   R?   R   RH   (   t   ns(    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   gendat_nested0ê   s    			
c          C   sf   t  ƒ  }  d |  _ t j d |  _ d |  _ d d	 g |  _ d
 d g |  _ |  j ƒ  |  t	 |  j
 ƒ f S(   Ng       @i    i   gÍÌÌÌÌÌô?gš™™™™™é¿g333333ó¿i2   i
   i   g      ð?g      @(   i    i   gÍÌÌÌÌÌô?gš™™™™™é¿g333333ó¿(   R@   R   R!   RZ   R   R   RB   R   R?   R   RH   (   Rc   (    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   gendat_nested1ô   s    			
id   i    g333333Ó?g333333ã?g        i   t
   constraints   p-values    Checking dependence parameters:
s   Checking parameter values:
s   Observed:            s   
s   Expected:            s   Absolute difference: s   Relative difference: s   Checking standard errors
s!   Checking constrained estimation:
s   Left hand side:
s   Right hand side:
s+   Observed p-values   Expected Null p-values
gš™™™™™¹?g…ëQ¸í?s   %20.3f %20.3f
t   =iP   s   

(   i    g333333Ó?g333333ã?(   i    g333333Ó?g333333ã?(   g        (M   t   __doc__t   statsmodels.compat.pythonR    R   R   R-   t   numpyR!   t	   itertoolsR   t   statsmodels.genmod.familiesR   t3   statsmodels.genmod.generalized_estimating_equationsR   t   statsmodels.genmod.cov_structR   R   t   set_printoptionst   Truet   openR%   t   objectR   R    R@   RY   R`   Rb   Rd   Re   t   nrepR]   t   gendatst   extendRG   t   lhsRZ   t   rhst   gendatt   pvaluesR   t
   std_errorsR   RC   RV   RW   RX   R   R   R   R   t   mdt   fitt   mdft   estimate_scalet	   scale_invR+   t   asarrayt   standard_errorst   score_test_resultst   scoret   pvalueR#   RA   t   dparams_meanR&   R   t   meant   eparamst   stdt   sdparamst	   array_strt   sortt   aranget   qt   intt   close(    (    (    sL   lib/python2.7/site-packages/statsmodels/genmod/tests/gee_simulation_check.pyt   <module>   sª   ,7R					
	&!	'	$	
!("
/