statsmodels/statsmodels — pull request #1233 by josef-pkt (2013-12-15 20:28:22+00:00)
Title: sandbox kernels bugs uniform kernel and confint

bug in uniform kernel, uses and supersedes PR #1208 thanks to hmgaudecker

add unit tests against Stata see #1231
fix bug in confint calculation missing sqrt for K

fitted values, prediction on a grid agree with Stata
confint and se: problems because Stata uses a different way to calculate the standar errors
Also Stata returns NaNs in some cases, worst is cosine

- made very coarse unit tests, to be in roughly the same neigborhood as Stata. partially these are really more SMOKE tests than verifying content.

Not done

- I would also like to return sigma_hat and se
- Some subclasses, kernels define there own methods, left over from development or intentional ?