.. currentmodule:: statsmodels.tools .. _tools: Tools ===== Our tool collection contains some convenience functions for users and functions that were written mainly for internal use. Additional to this tools directory, several other subpackages have their own tools modules, for example :mod:`statsmodels.tsa.tsatools` Module Reference ---------------- .. module:: statsmodels.tools :synopsis: Tools for variable transformation and common numerical operations Basic tools :mod:`tools` ^^^^^^^^^^^^^^^^^^^^^^^^ These are basic and miscellaneous tools. The full import path is `statsmodels.tools.tools`. .. autosummary:: :toctree: generated/ tools.add_constant The next group are mostly helper functions that are not separately tested or insufficiently tested. .. autosummary:: :toctree: generated/ tools.categorical tools.clean0 tools.fullrank tools.isestimable tools.recipr tools.recipr0 tools.unsqueeze .. currentmodule:: statsmodels.tools .. _numdiff: Numerical Differentiation ^^^^^^^^^^^^^^^^^^^^^^^^^ .. autosummary:: :toctree: generated/ numdiff.approx_fprime numdiff.approx_fprime_cs numdiff.approx_hess1 numdiff.approx_hess2 numdiff.approx_hess3 numdiff.approx_hess_cs Measure for fit performance :mod:`eval_measures` ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ The first group of function in this module are standalone versions of information criteria, aic bic and hqic. The function with `_sigma` suffix take the error sum of squares as argument, those without, take the value of the log-likelihood, `llf`, as argument. The second group of function are measures of fit or prediction performance, which are mostly one liners to be used as helper functions. All of those calculate a performance or distance statistic for the difference between two arrays. For example in the case of Monte Carlo or cross-validation, the first array would be the estimation results for the different replications or draws, while the second array would be the true or observed values. .. currentmodule:: statsmodels.tools .. autosummary:: :toctree: generated/ eval_measures.aic eval_measures.aic_sigma eval_measures.aicc eval_measures.aicc_sigma eval_measures.bic eval_measures.bic_sigma eval_measures.hqic eval_measures.hqic_sigma eval_measures.bias eval_measures.iqr eval_measures.maxabs eval_measures.meanabs eval_measures.medianabs eval_measures.medianbias eval_measures.mse eval_measures.rmse eval_measures.stde eval_measures.vare