SearchLibrium 0.0.83__tar.gz → 0.0.84__tar.gz

{searchlibrium-0.0.83 → searchlibrium-0.0.84}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: SearchLibrium
-Version: 0.0.83
+Version: 0.0.84
 Summary: A Python package for econometric models driven by search
 Author: Alexander Paz Prithvi Beeramole, Robert Burdett
 Author-email: Zeke Ahern <z.ahern@qut.edu.au>

{searchlibrium-0.0.83 → searchlibrium-0.0.84}/pyproject.toml

@@ -59,7 +59,7 @@ Homepage = "https://github.com/zahern/HypothesisX"
 realpython = "SearchLibrium.__main__:main"
 
 [tool.bumpver]
-current_version = "0.0.83"
+current_version = "0.0.84"
 version_pattern = "MAJOR.MINOR.PATCH"
 commit_message = "[skip ci] Bump version {old_version} -> {new_version}"
 commit = true

{searchlibrium-0.0.83 → searchlibrium-0.0.84}/src/SearchLibrium/__init__.py

@@ -86,7 +86,9 @@ try:
     from .rrm import RandomRegret
     from .mixedrrm import MixedRandomRegret
     from .ordered_logit import OrderedLogit, OrderedLogitLong
+    from .selection_models import BinaryProbit, HeckmanTwoStep
     from .latent_class import LatentClassMixedLogit
+    from .multinomial_probit import MultinomialProbit
     from .RandomP import RandomParameters
     from .constraints_builder import ConstraintBuilder, create_constraints
     from .search import Parameters
@@ -102,21 +104,27 @@ except ImportError as e:
     from rrm import RandomRegret
     from mixedrrm import MixedRandomRegret
     from ordered_logit import OrderedLogit, OrderedLogitLong
+    from selection_models import BinaryProbit, HeckmanTwoStep
     from latent_class import LatentClassMixedLogit
+    from multinomial_probit import MultinomialProbit
     from RandomP import RandomParameters
     from constraints_builder import ConstraintBuilder, create_constraints
     from search import Parameters
     from call_meta import call_siman, call_harmony, call_search, estimate_ctrl
 try:
     from .main import print_ascii_art_logo
-except:
-    from main import print_ascii_art_logo
-    
+except Exception:
+    try:
+        from main import print_ascii_art_logo
+    except Exception:
+        print_ascii_art_logo = None
 
-try:
-    print_ascii_art_logo()
-except ImportError:
-    print("Error importing print_ascii_art_logo from main module. Continuing without logo.") 
+
+if print_ascii_art_logo is not None:
+    try:
+        print_ascii_art_logo()
+    except Exception:
+        print("SearchLibrium logo skipped; optional display dependencies are missing.")
 
 #print('loaded all')
 print('Welcome to SearchLibrium')

searchlibrium-0.0.84/src/SearchLibrium/selection_models.py

@@ -0,0 +1,268 @@
+import math
+from dataclasses import dataclass
+
+import numpy as np
+import pandas as pd
+from scipy.optimize import minimize
+from scipy.stats import norm, t as student_t
+
+try:
+    import jax
+    import jax.numpy as jnp
+    from jax.scipy.special import ndtr as jax_ndtr
+except ImportError:  # pragma: no cover
+    jax = None
+    jnp = None
+    jax_ndtr = None
+
+try:
+    from ._choice_model import DiscreteChoiceModel
+except ImportError:
+    from _choice_model import DiscreteChoiceModel
+
+
+class BinaryProbit(DiscreteChoiceModel):
+    """Binary probit estimated with JAX autodiff and scipy L-BFGS-B."""
+
+    def __init__(self, _jax=False):
+        super(BinaryProbit, self).__init__(_jax)
+        self.descr = "Binary Probit"
+        self.result = None
+        self._X_design = None
+
+    def setup(self, X, y, varnames=None, fit_intercept=True):
+        X = np.asarray(X)
+        y = np.asarray(y).reshape(-1)
+        if varnames is None:
+            varnames = [f"x{i}" for i in range(X.shape[1])]
+        self.X = X
+        self.y = y
+        self.varnames = np.asarray(varnames, dtype="<U64")
+        self.fit_intercept = bool(fit_intercept)
+        self.sample_size = int(X.shape[0])
+        if self.fit_intercept:
+            self._X_design = np.column_stack([np.ones((X.shape[0], 1)), X])
+            self._design_names = np.asarray(["intercept", *self.varnames], dtype="<U64")
+        else:
+            self._X_design = X.copy()
+            self._design_names = self.varnames.copy()
+        return self
+
+    def _negloglik_jax(self, params, X, y):
+        xb = X @ params
+        p = jnp.clip(jax_ndtr(xb), 1e-10, 1.0 - 1e-10)
+        ll = y * jnp.log(p) + (1.0 - y) * jnp.log(1.0 - p)
+        return -jnp.sum(ll)
+
+    def fit(self, disp=False, **fit_kwargs):
+        if jax is None or jnp is None or jax_ndtr is None:
+            raise ImportError("JAX is required for BinaryProbit")
+
+        X = jnp.asarray(self._X_design)
+        y = jnp.asarray(self.y)
+        init = np.zeros(X.shape[1], dtype=float)
+
+        val_grad = jax.jit(jax.value_and_grad(self._negloglik_jax))
+
+        def _obj(params_np):
+            val, grad = val_grad(jnp.asarray(params_np), X, y)
+            return float(val), np.asarray(grad, dtype=float)
+
+        res = minimize(
+            fun=lambda p: _obj(p)[0],
+            x0=init,
+            jac=lambda p: _obj(p)[1],
+            method="L-BFGS-B",
+            options={"disp": bool(disp), "maxiter": int(fit_kwargs.pop("maxiter", 1000))},
+        )
+        self.result = res
+        self.coeff_names = self._design_names.copy()
+        self.coeff_est = np.asarray(res.x, dtype=float)
+        self.loglik = float(-res.fun)
+        self.converged = bool(res.success)
+        self.total_fun_eval = int(getattr(res, "nfev", 0))
+
+        hess_inv = getattr(res, "hess_inv", None)
+        if hess_inv is not None:
+            if hasattr(hess_inv, "todense"):
+                cov = np.asarray(hess_inv.todense(), dtype=float)
+            else:
+                cov = np.asarray(hess_inv, dtype=float)
+            stderr = np.sqrt(np.clip(np.diag(cov), 1e-12, None))
+        else:
+            stderr = np.full_like(self.coeff_est, np.nan, dtype=float)
+
+        self.stderr = stderr
+        self.zvalues = self.coeff_est / np.where(stderr > 0, stderr, np.nan)
+        self.pvalues = 2.0 * (1.0 - norm.cdf(np.abs(self.zvalues)))
+        k = len(self.coeff_est)
+        n = max(int(self.sample_size), 1)
+        self.aic = float(2 * k - 2 * self.loglik)
+        self.bic = float(k * np.log(n) - 2 * self.loglik)
+        return res
+
+    def predict_proba(self, X=None):
+        if self.coeff_est is None:
+            raise RuntimeError("BinaryProbit must be fit before prediction")
+        X_arr = self.X if X is None else np.asarray(X)
+        if self.fit_intercept:
+            X_arr = np.column_stack([np.ones((X_arr.shape[0], 1)), X_arr])
+        xb = X_arr @ self.coeff_est
+        return norm.cdf(xb)
+
+    def summary_frame(self):
+        if self.coeff_est is None:
+            return pd.DataFrame()
+        return pd.DataFrame({
+            "coef": self.coeff_est,
+            "stderr": self.stderr,
+            "z": self.zvalues,
+            "pvalue": self.pvalues,
+        }, index=self.coeff_names)
+
+
+@dataclass
+class _OLSResult:
+    params: pd.Series
+    bse: pd.Series
+    tvalues: pd.Series
+    pvalues: pd.Series
+    llf: float
+
+
+class HeckmanTwoStep(DiscreteChoiceModel):
+    """Heckman selection model using JAX probit + closed-form OLS second stage."""
+
+    def __init__(self, _jax=False):
+        super(HeckmanTwoStep, self).__init__(_jax)
+        self.descr = "Heckman Two-Step"
+        self.selection_result = None
+        self.outcome_result = None
+        self.params_table = pd.DataFrame()
+
+    def setup(
+        self,
+        selection_X,
+        selection_y,
+        outcome_X,
+        outcome_y,
+        selection_varnames=None,
+        outcome_varnames=None,
+        fit_intercept=True,
+    ):
+        selection_X = np.asarray(selection_X)
+        selection_y = np.asarray(selection_y).reshape(-1)
+        outcome_X = np.asarray(outcome_X)
+        outcome_y = np.asarray(outcome_y).reshape(-1)
+        if selection_varnames is None:
+            selection_varnames = [f"s{i}" for i in range(selection_X.shape[1])]
+        if outcome_varnames is None:
+            outcome_varnames = [f"o{i}" for i in range(outcome_X.shape[1])]
+        self.selection_X = selection_X
+        self.selection_y = selection_y
+        self.outcome_X = outcome_X
+        self.outcome_y = outcome_y
+        self.selection_varnames = np.asarray(selection_varnames, dtype="<U64")
+        self.outcome_varnames = np.asarray(outcome_varnames, dtype="<U64")
+        self.fit_intercept = bool(fit_intercept)
+        self.sample_size = int(selection_X.shape[0])
+        return self
+
+    def fit(self, disp=False, **fit_kwargs):
+        sel_X = np.asarray(self.selection_X, dtype=float)
+        out_X = np.asarray(self.outcome_X, dtype=float)
+        if self.fit_intercept:
+            sel_X = np.column_stack([np.ones((sel_X.shape[0], 1)), sel_X])
+            out_X = np.column_stack([np.ones((out_X.shape[0], 1)), out_X])
+
+        probit_model = BinaryProbit(_jax=True)
+        sel_names = (["intercept"] if self.fit_intercept else []) + list(self.selection_varnames)
+        probit_model.setup(sel_X[:, 1:] if self.fit_intercept else sel_X,
+                           self.selection_y,
+                           varnames=sel_names[1:] if self.fit_intercept else sel_names,
+                           fit_intercept=self.fit_intercept)
+        probit_model.fit(disp=disp, **fit_kwargs)
+
+        xb = sel_X @ probit_model.coeff_est
+        mills = norm.pdf(xb) / np.clip(norm.cdf(xb), 1e-10, None)
+
+        mask = self.selection_y == 1
+        out_design = np.column_stack([out_X[mask], mills[mask]])
+        out_y = self.outcome_y[mask]
+
+        xtx = out_design.T @ out_design
+        xtx_inv = np.linalg.pinv(xtx)
+        beta = xtx_inv @ (out_design.T @ out_y)
+        resid = out_y - out_design @ beta
+        dof = max(out_design.shape[0] - out_design.shape[1], 1)
+        sigma2 = float((resid @ resid) / dof)
+        cov = sigma2 * xtx_inv
+        se = np.sqrt(np.clip(np.diag(cov), 1e-12, None))
+        tvals = beta / np.where(se > 0, se, np.nan)
+        pvals = 2.0 * (1.0 - student_t.cdf(np.abs(tvals), df=dof))
+        ll_ols = -0.5 * out_design.shape[0] * (math.log(2.0 * math.pi * sigma2) + 1.0)
+
+        out_names = (["intercept"] if self.fit_intercept else []) + list(self.outcome_varnames) + ["IMR"]
+        ols = _OLSResult(
+            params=pd.Series(beta, index=out_names),
+            bse=pd.Series(se, index=out_names),
+            tvalues=pd.Series(tvals, index=out_names),
+            pvalues=pd.Series(pvals, index=out_names),
+            llf=float(ll_ols),
+        )
+
+        self.selection_result = probit_model
+        self.outcome_result = ols
+        self.loglik = float(probit_model.loglik + ll_ols)
+        total_k = len(probit_model.coeff_est) + len(beta)
+        self.aic = float(2 * total_k - 2 * self.loglik)
+        self.bic = float(total_k * np.log(max(self.sample_size, 1)) - 2 * self.loglik)
+        self.converged = bool(probit_model.converged)
+
+        selection_tbl = pd.DataFrame({
+            "coef": probit_model.coeff_est,
+            "stderr": probit_model.stderr,
+            "z": probit_model.zvalues,
+            "pvalue": probit_model.pvalues,
+        }, index=probit_model.coeff_names)
+        outcome_tbl = pd.DataFrame({
+            "coef": ols.params,
+            "stderr": ols.bse,
+            "z": ols.tvalues,
+            "pvalue": ols.pvalues,
+        })
+        self.params_table = pd.concat(
+            {"selection": selection_tbl, "outcome": outcome_tbl},
+            names=["equation", "term"],
+        )
+
+        coeff_names = [f"selection::{name}" for name in selection_tbl.index]
+        coeff_names += [f"outcome::{name}" for name in outcome_tbl.index]
+        self.coeff_names = np.asarray(coeff_names, dtype="<U128")
+        self.coeff_est = np.concatenate([selection_tbl["coef"].values, outcome_tbl["coef"].values])
+        self.stderr = np.concatenate([selection_tbl["stderr"].values, outcome_tbl["stderr"].values])
+        self.zvalues = np.concatenate([selection_tbl["z"].values, outcome_tbl["z"].values])
+        self.pvalues = np.concatenate([selection_tbl["pvalue"].values, outcome_tbl["pvalue"].values])
+        return {"probit": probit_model, "ols": ols}
+
+    def predict_selection_proba(self, X=None):
+        if self.selection_result is None:
+            raise RuntimeError("HeckmanTwoStep must be fit before prediction")
+        X_arr = self.selection_X if X is None else np.asarray(X)
+        return self.selection_result.predict_proba(X_arr)
+
+    def predict_outcome(self, X=None, selection_probability=None):
+        if self.outcome_result is None:
+            raise RuntimeError("HeckmanTwoStep must be fit before prediction")
+        X_arr = self.outcome_X if X is None else np.asarray(X)
+        if self.fit_intercept:
+            X_arr = np.column_stack([np.ones((X_arr.shape[0], 1)), X_arr])
+        if selection_probability is None:
+            selection_probability = np.clip(self.predict_selection_proba(), 1e-10, 1 - 1e-10)
+        xb = norm.ppf(np.clip(selection_probability, 1e-10, 1 - 1e-10))
+        imr = norm.pdf(xb) / np.clip(norm.cdf(xb), 1e-10, None)
+        X_aug = np.column_stack([X_arr, imr])
+        return X_aug @ self.outcome_result.params.values
+
+    def summary_frame(self):
+        return self.params_table.copy()

searchlibrium-0.0.84/src/SearchLibrium/version.txt

@@ -0,0 +1 @@
+0.0.84

{searchlibrium-0.0.83 → searchlibrium-0.0.84}/src/SearchLibrium.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: SearchLibrium
-Version: 0.0.83
+Version: 0.0.84
 Summary: A Python package for econometric models driven by search
 Author: Alexander Paz Prithvi Beeramole, Robert Burdett
 Author-email: Zeke Ahern <z.ahern@qut.edu.au>

{searchlibrium-0.0.83 → searchlibrium-0.0.84}/src/SearchLibrium.egg-info/SOURCES.txt

@@ -28,6 +28,7 @@ src/SearchLibrium/ordered_logit.py
 src/SearchLibrium/ordered_logit_mixed.py
 src/SearchLibrium/rrm.py
 src/SearchLibrium/search.py
+src/SearchLibrium/selection_models.py
 src/SearchLibrium/setup.py
 src/SearchLibrium/siman.py
 src/SearchLibrium/threshold.py

searchlibrium-0.0.83/src/SearchLibrium/version.txt

@@ -1 +0,0 @@
-0.0.83