Chainladder.py 文件源码

def __init__(self, x, y, w):
        self.x = x
        self.y = y
        self.w = w
        WLS = sm.WLS(y,x, w)
        OLS = sm.OLS(WLS.wendog,WLS.wexog).fit()
        self.coefficient = OLS.params[0]
        self.WSSResidual = OLS.ssr
        self.fittedvalues = OLS.predict(x)
        self.residual = OLS.resid
        if len(x) == 1:
            self.mean_square_error = np.nan 
            self.standard_error = np.nan
            self.sigma = np.nan
            self.std_resid = np.nan
        else:
            self.mean_square_error = OLS.mse_resid 
            self.standard_error = OLS.params[0]/OLS.tvalues[0]
            self.sigma = np.sqrt(self.mean_square_error)
            self.std_resid = OLSInfluence(OLS).resid_studentized_internal