smoothers.py 文件源码

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

    if params['se']:
        # TODO: Depends on statsmodel > 0.7
        # https://github.com/statsmodels/statsmodels/pull/2151
        # https://github.com/statsmodels/statsmodels/pull/3406
        # Remove the try/except when a compatible version is released
        try:
            prediction = results.get_prediction(Xseq)
            ci = prediction.conf_int(1 - params['level'])
            data['ymin'] = ci[:, 0]
            data['ymax'] = ci[:, 1]
        except (AttributeError, TypeError):
            warnings.warn(
                "Cannot compute confidence intervals."
                "Install latest/development version of statmodels.")

    return data