smoothers.py 文件源码

def gls(data, xseq, **params):
    """
    Fit GLS
    """
    X = sm.add_constant(data['x'])
    Xseq = sm.add_constant(xseq)
    results = sm.GLS(data['y'], X).fit(**params['method_args'])
    data = pd.DataFrame({'x': xseq})
    data['y'] = results.predict(Xseq)

    if params['se']:
        alpha = 1 - params['level']
        prstd, iv_l, iv_u = wls_prediction_std(
            results, Xseq, alpha=alpha)
        data['se'] = prstd
        data['ymin'] = iv_l
        data['ymax'] = iv_u

    return data