metacountregressor 0.1.93__py3-none-any.whl → 0.1.98__py3-none-any.whl
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- {metacountregressor-0.1.93.dist-info → metacountregressor-0.1.98.dist-info}/METADATA +143 -8
- {metacountregressor-0.1.93.dist-info → metacountregressor-0.1.98.dist-info}/RECORD +5 -5
- {metacountregressor-0.1.93.dist-info → metacountregressor-0.1.98.dist-info}/WHEEL +1 -1
- {metacountregressor-0.1.93.dist-info → metacountregressor-0.1.98.dist-info}/LICENSE.txt +0 -0
- {metacountregressor-0.1.93.dist-info → metacountregressor-0.1.98.dist-info}/top_level.txt +0 -0
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Metadata-Version: 2.1
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Name: metacountregressor
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Version: 0.1.
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Version: 0.1.98
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Summary: Extensions for a Python package for estimation of count models.
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Home-page: https://github.com/zahern/CountDataEstimation
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Author: Zeke Ahern
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```python
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'''Setup Data'''
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df = pd.read_csv(
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"https://raw.githubusercontent.com/zahern/data/main/Ex-16-3.csv")
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X = df
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X['Offset'] = np.log(df['AADT']) # Explicitley define how to offset the data, no offset otherwise
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# Drop Y, selected offset term and ID as there are no panels
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X = df.drop(columns=['FREQ', 'ID', 'AADT'])
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'''Aguments for Solution'''
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arguments = {
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'
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'is_multi': 1,
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'is_multi': 1, #is two objectives considered
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'test_percentage': 0.2, # used in multi-objective optimisation only. Saves 20% of data for testing.
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'val_percentage:': 0.2, # Saves 20% of data for testing.
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'test_complexity': 3, # For Very simple Models
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'obj_1': 'BIC', '_obj_2': 'RMSE_TEST',
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'instance_number': '
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'instance_number': 'hs_run', # used for creeating a named folder where your models are saved into from the directory
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'distribution': ['Normal'],
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'Model': [0], # or equivalently ['POS', 'NB']
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'Model': [0, 1], # or equivalently ['POS', 'NB']
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'transformations': ['no', 'sqrt', 'archsinh'],
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'_max_time': 10000
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} '''Arguments for the solution algorithm'''
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argument_hs = {
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'_hms': 20, #harmony memory size,
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'_mpai': 1, #adjustement inded
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'_par': 0.3,
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'_hmcr': .5
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}
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obj_fun = ObjectiveFunction(X, y, **arguments)
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results = harmony_search(obj_fun)
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results = harmony_search(obj_fun, None, argument_hs)
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print(results)
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```
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## Example: Assistance by Differential Evololution and Simulated Annealing
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Similiar to the above example we only need to change the hyperparamaters, the obj_fun can remane the same
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```python
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argument_de = {'_AI': 2,
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'_crossover_perc': .2,
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'_max_iter': 1000,
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'_pop_size': 25
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}
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de_results = differential_evolution(obj_fun, None, **argument_de)
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print(de_results)
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args_sa = {'alpha': .99,
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'STEPS_PER_TEMP': 10,
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'INTL_ACPT': 0.5,
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'_crossover_perc': .3,
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'MAX_ITERATIONS': 1000,
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'_num_intl_slns': 25,
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}
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sa_results = simulated_annealing(obj_fun, None, **args_sa)
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print(sa_results)
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```
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## Comparing to statsmodels
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The following example illustrates how the output compares to well-known packages, including Statsmodels."
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```python
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# Load modules and data
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import statsmodels.api as sm
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data = sm.datasets.sunspots.load_pandas().data
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#print(data.exog)
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data_exog = data['YEAR']
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data_exog = sm.add_constant(data_exog)
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data_endog = data['SUNACTIVITY']
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# Instantiate a gamma family model with the default link function.
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import numpy as np
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gamma_model = sm.NegativeBinomial(data_endog, data_exog)
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gamma_results = gamma_model.fit()
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print(gamma_results.summary())
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#NOW LET's COMPARE THIS TO METACOUNTREGRESSOR
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#Model Decisions,
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manual_fit_spec = {
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'fixed_terms': ['const','YEAR'],
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'rdm_terms': [],
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'rdm_cor_terms': [],
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'grouped_terms': [],
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'hetro_in_means': [],
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'transformations': ['no', 'no'],
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'dispersion': 1 #Negative Binomial
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}
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#Arguments
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arguments = {
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'algorithm': 'hs',
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'test_percentage': 0,
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'test_complexity': 6,
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'instance_number': 'name',
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'Manual_Fit': manual_fit_spec
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}
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obj_fun = ObjectiveFunction(data_exog, data_endog, **arguments)
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```
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Optimization terminated successfully.
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Current function value: 4.877748
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Iterations: 22
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Function evaluations: 71
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Gradient evaluations: 70
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NegativeBinomial Regression Results
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==============================================================================
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Dep. Variable: SUNACTIVITY No. Observations: 309
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Model: NegativeBinomial Df Residuals: 307
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Method: MLE Df Model: 1
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Date: Tue, 13 Aug 2024 Pseudo R-squ.: 0.004087
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Time: 14:13:22 Log-Likelihood: -1507.2
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converged: True LL-Null: -1513.4
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Covariance Type: nonrobust LLR p-value: 0.0004363
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==============================================================================
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coef std err z P>|z| [0.025 0.975]
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------------------------------------------------------------------------------
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const 0.2913 1.017 0.287 0.774 -1.701 2.284
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YEAR 0.0019 0.001 3.546 0.000 0.001 0.003
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alpha 0.7339 0.057 12.910 0.000 0.622 0.845
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==============================================================================
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0.1.88
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Setup Complete...
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Benchmaking test with Seed 42
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--------------------------------------------------------------------------------
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Log-Likelihood: -1509.0683662284273
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--------------------------------------------------------------------------------
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bic: 3035.84
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--------------------------------------------------------------------------------
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MSE: 10000000.00
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+--------+--------+-------+----------+----------+------------+
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| Effect | $\tau$ | Coeff | Std. Err | z-values | Prob |z|>Z |
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+========+========+=======+==========+==========+============+
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| const | no | 0.10 | 0.25 | 0.39 | 0.70 |
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+--------+--------+-------+----------+----------+------------+
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| YEAR | no | 0.00 | 0.00 | 20.39 | 0.00*** |
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+--------+--------+-------+----------+----------+------------+
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| nb | | 1.33 | 0.00 | 50.00 | 0.00*** |
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+--------+--------+-------+----------+----------+------------+
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## Paper
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The following tutorial is in conjunction with our latest paper. A link the current paper can be found here [MetaCountRegressor](https://www.overleaf.com/read/mszwpwzcxsng#c5eb0c)
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@@ -12,8 +12,8 @@ metacountregressor/setup.py,sha256=8w6IqX0tJsbYrOI1BJLIJCIvOnunKli5I9fsF5PhHv4,9
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metacountregressor/single_objective_finder.py,sha256=jVG7GJBqzSP4_riYr-kMMKy_LE3SlGmKMunNhHYxgRg,8011
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metacountregressor/solution.py,sha256=wigjQ4tJrMS0EvbzmRMb2JRT7s0guvPdpCXRwEWUGQg,266891
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metacountregressor/test_generated_paper2.py,sha256=pwOoRzl1jJIIOUAAvbkT6HmmTQ81mwpsshn9SLdKOg8,3927
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metacountregressor-0.1.
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metacountregressor-0.1.
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metacountregressor-0.1.
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metacountregressor-0.1.
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metacountregressor-0.1.
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metacountregressor-0.1.98.dist-info/LICENSE.txt,sha256=OXLcl0T2SZ8Pmy2_dmlvKuetivmyPd5m1q-Gyd-zaYY,35149
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metacountregressor-0.1.98.dist-info/METADATA,sha256=B3xPXQpSXnvAQjJ6O1aXhum9TGgq55Lg148A7TvTWZ4,22685
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metacountregressor-0.1.98.dist-info/WHEEL,sha256=HiCZjzuy6Dw0hdX5R3LCFPDmFS4BWl8H-8W39XfmgX4,91
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metacountregressor-0.1.98.dist-info/top_level.txt,sha256=zGG7UC5WIpr76gsFUpwJ4En2aCcoNTONBaS3OewwjR0,19
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metacountregressor-0.1.98.dist-info/RECORD,,
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