How to use the spreg.utils.spmultiply function in spreg

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github pysal / spglm / spglm / iwls.py View on Github external
v = family.predict(y_off)
        mu = family.starting_mu(y)
    else:
        mu = family.starting_mu(y)
        v = family.predict(mu)

    while diff > tol and n_iter < max_iter:
        n_iter += 1
        w = family.weights(mu)
        z = v + (family.link.deriv(mu) * (y - mu))
        w = np.sqrt(w)
        if not isinstance(x, np.ndarray):
            w = sp.csr_matrix(w)
            z = sp.csr_matrix(z)
        wx = spmultiply(x, w, array_out=False)
        wz = spmultiply(z, w, array_out=False)
        if wi is None:
            n_betas = _compute_betas(wz, wx)
        else:
            n_betas, xtx_inv_xt = _compute_betas_gwr(wz, wx, wi)
        v = spdot(x, n_betas)
        mu = family.fitted(v)

        if isinstance(family, Poisson):
            mu = mu * offset

        diff = min(abs(n_betas - betas))
        betas = n_betas

    if wi is None:
        return betas, mu, wx, n_iter
    else:
github pysal / spglm / spglm / iwls.py View on Github external
y_off = family.starting_mu(y_off)
        v = family.predict(y_off)
        mu = family.starting_mu(y)
    else:
        mu = family.starting_mu(y)
        v = family.predict(mu)

    while diff > tol and n_iter < max_iter:
        n_iter += 1
        w = family.weights(mu)
        z = v + (family.link.deriv(mu) * (y - mu))
        w = np.sqrt(w)
        if not isinstance(x, np.ndarray):
            w = sp.csr_matrix(w)
            z = sp.csr_matrix(z)
        wx = spmultiply(x, w, array_out=False)
        wz = spmultiply(z, w, array_out=False)
        if wi is None:
            n_betas = _compute_betas(wz, wx)
        else:
            n_betas, xtx_inv_xt = _compute_betas_gwr(wz, wx, wi)
        v = spdot(x, n_betas)
        mu = family.fitted(v)

        if isinstance(family, Poisson):
            mu = mu * offset

        diff = min(abs(n_betas - betas))
        betas = n_betas

    if wi is None:
        return betas, mu, wx, n_iter

spreg

PySAL Spatial Econometric Regression in Python

BSD-3-Clause
Latest version published 17 days ago

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