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N/A N/A Example results for GAM from tests

Created on Mon Nov 07 13:13:15 2011

Author: Josef Perktold

The example is loaded from a test module. The test still fails but the
results look relatively good.
I don't know yet why there is the small difference and why GAM doesn't
converge in this case

 statsmodels.sandbox.tests.test_gam _estGAMGaussianLogLink N/A tt N/A _estGAMGaussianLogLink N/A N/A comp const N/A N/A N/A tt res_gam smoothed_demeaned N/A N/A tt mod_gam exog N/A comp_glm_ N/A N/A N/A N/A tt res2 model exog N/A N/A tt res2 params N/A comp1 N/A N/A N/A comp_glm_ N/A N/A N/A 1 4 sum 1 N/A mean1 N/A N/A comp1 mean N/A comp1 mean1 N/A comp2 N/A N/A N/A comp_glm_ N/A N/A N/A 4 sum 1 N/A mean2 N/A N/A comp2 mean N/A comp2 mean2 N/A comp1_true N/A N/A N/A N/A N/A N/A tt res2 model exog N/A N/A N/A 1 4 sum 1 N/A mean1 N/A N/A comp1_true mean N/A comp1_true mean1 N/A comp2_true N/A N/A N/A N/A N/A N/A tt res2 model exog N/A N/A N/A 4 sum 1 N/A mean2 N/A N/A comp2_true mean N/A comp2_true mean2 N/A noise N/A N/A N/A N/A tt res2 model endog N/A tt mu_true N/A noise_eta N/A N/A N/A N/A tt family link N/A N/A N/A tt res2 model endog N/A tt y_true N/A matplotlib.pyplot plt N/A N/A N/A plt figure N/A N/A N/A plt plot noise k. N/A N/A N/A plt figure N/A N/A N/A plt plot comp r- N/A N/A N/A plt plot comp1 b- N/A N/A N/A plt plot comp2 b- N/A N/A N/A plt plot comp1_true k-- lw 2 N/A N/A N/A plt plot comp2_true k-- lw 2 N/A N/A N/A plt plot N/A comp1_true noise_eta g. alpha 0.95 N/A N/A N/A plt plot N/A comp2_true noise_eta r. alpha 0.95 N/A N/A N/A plt title Gaussian loglink, GAM (red), GLM (blue), true (black) N/A N/A N/A plt show