larch.model.model_group.ModelGroup
larch.model.model_group.ModelGroup¶
- class ModelGroup(models, *, parameters=None, frame=None, title=None, dataservice=None, constraints=None)[source]¶
Bases:
larch.model.abstract_model.AbstractChoiceModel
,collections.abc.MutableSequence
- __init__(models, *, parameters=None, frame=None, title=None, dataservice=None, constraints=None)[source]¶
Methods
__init__
(models, *[, parameters, frame, ...])append
(value)S.append(value) -- append value to the end of the sequence
batch_update
(self)This context manager suppresses internal updates when editing parameters.
bhhh
calculate_parameter_covariance
Compute the parameter covariance matrix.
check_d_loglike
Check that the analytic and finite-difference gradients are approximately equal.
clear
()clear_best_loglike
count
(value)cross_validate
A simple but well optimized cross-validated log likelihood.
d2_loglike
Compute the (approximate) second derivative of log likelihood with respect to the parameters.
d_loglike
Compute the first derivative of log likelihood with respect to the parameters.
d_probability
Compute the partial derivative of probability w.r.t.
doctor
([repair_ch_av, repair_ch_zq, ...])estimate
A convenience method to load data, maximize loglike, and get covariance.
estimation_statistics
Create an XHTML summary of estimation statistics.
extend
(values)S.extend(iterable) -- extend sequence by appending elements from the iterable
get_holdfast
(self, name, *[, default])get_slot_x
(self, name[, holdfast_invalidates])Get the position of a named parameter within the parameters index.
get_value
(self, name, *[, default])get_values
(self)index
(value, [start, [stop]])Raises ValueError if the value is not present.
insert
(i, value)S.insert(index, value) -- insert value before index
jumpstart_bhhh
Jump start optimization
likelihood_ratio
Compute a likelihood ratio for changing a parameter to its null value.
load_data
([dataservice, autoscale_weights, ...])lock_value
(self, name, value[, note, ...])Set a fixed value for a model parameter.
lock_values
(self, *names[, note])Set a fixed value for one or more model parameters.
loglike
([x, start_case, stop_case, ...])Compute a log likelihood value.
loglike2
([x, start_case, stop_case, ...])Compute a log likelihood value and its first derivative.
loglike2_bhhh
Compute a log like, it first deriv, and the BHHH approx of the Hessian.
loglike3
Compute a log likelihood value, it first derivative, and the finite-difference approximation of the Hessian.
loglike_constants_only
loglike_nil
Compute the log likelihood with no model at all.
loglike_null
Compute the log likelihood at null values.
mangle
(self, *args, **kwargs)maximize_loglike
Maximize the log likelihood.
neg_d_loglike
neg_loglike
neg_loglike2
neg_loglike3
noop
parameter_summary
(self[, output])Create a tabular summary of parameter values.
pf_sort
(self)Sort (on index, i.e. parameter name) and return the parameter frame.
pfo
(self)pformat
(self, parameter_name[, ...])Get the value of a parameter or a parameter expression.
pop
([index])Raise IndexError if list is empty or index is out of range.
pvalue
(self, parameter_name[, ...])Get the value of a parameter or a parameter expression.
remove
(value)S.remove(value) -- remove first occurrence of value.
reverse
()S.reverse() -- reverse IN PLACE
rho_sq_nil
Compute the rho squared value w.r.t.
rho_sq_null
Compute the rho squared value w.r.t.
set_cap
(self[, cap])Set the parameter values for one or more parameters.
set_frame
(self, frame)Assign a new parameter frame.
set_value
(self, name[, value])Set the value for a single model parameter.
set_values
([values, respect_holdfast])Set the parameter values for one or more parameters.
shift_values
(self, shifts)simple_fit_bhhh
Makes a series of steps using the BHHH algorithm.
simple_step_bhhh
Makes one step using the BHHH algorithm.
to_xlsx
(filename[, save_now])The total weight of cases in the attached data of all grouped models.
unmangle
(self[, force])update_values
(self, values)Attributes
constrained_covariance_matrix
constraints
covariance_matrix
dataframes
hessian_matrix
most_recent_estimation_result
Total number of cases in the attached data of all grouped models.
ordering
ordering_tail
pbounds
A copy of the current min-max bounds of the parameters.
pf
The parameter frame, unmangling on access.
pnames
A copy of the current names of the parameters.
possible_overspecification
pvals
A copy of the current value of the parameters.
robust_covariance_matrix
title