ols.py 文件源码

def __init__(self, y, x, intercept=True, weights=None, nw_lags=None,
                 nw_overlap=False):
        import warnings
        warnings.warn("The pandas.stats.ols module is deprecated and will be "
                      "removed in a future version. We refer to external packages "
                      "like statsmodels, see some examples here: http://statsmodels.sourceforge.net/stable/regression.html",
                      FutureWarning, stacklevel=4)

        try:
            import statsmodels.api as sm
        except ImportError:
            import scikits.statsmodels.api as sm

        self._x_orig = x
        self._y_orig = y
        self._weights_orig = weights
        self._intercept = intercept
        self._nw_lags = nw_lags
        self._nw_overlap = nw_overlap

        (self._y, self._x, self._weights, self._x_filtered,
         self._index, self._time_has_obs) = self._prepare_data()

        if self._weights is not None:
            self._x_trans = self._x.mul(np.sqrt(self._weights), axis=0)
            self._y_trans = self._y * np.sqrt(self._weights)
            self.sm_ols = sm.WLS(self._y.get_values(),
                                 self._x.get_values(),
                                 weights=self._weights.values).fit()
        else:
            self._x_trans = self._x
            self._y_trans = self._y
            self.sm_ols = sm.OLS(self._y.get_values(),
                                 self._x.get_values()).fit()