U
    Kvfã$  ã                   @   sT  d Z ddlmZ ddlZddlZddlmZ ddlm	Z	 ddl
mZ ddlmZmZ ejdd	d
„ idd eddddZG dd„ dƒZG dd„ deƒZG dd„ deƒZdd„ Zdd„ Zdd„ Zdd„ Zdd „ Zd!Zd"d#„ d$D ƒZe d%d#„ d$D ƒ¡ e eeg¡ e d&d'd'ddgg¡Zejd( Z eD ]Z!g Z"g Z#g Z$g Z%e&eƒD ]ÐZ'e!ƒ \Z(Z)e	ƒ Z*ee(j+e(j,e(j-e(j.e*e)ƒZ/e/ 0¡ Z1d'e/ 2¡  Z3e% 4eje)j%e3f ¡ e# 4e 5e1j#¡¡ e$ 4e 5e1j6¡¡ e!ƒ \Z(Z)e	ƒ Z*ee(j+e(j,e(j-e(j.e*e)ee fd)Z/e/ 0¡ Z1e/j7Z8e8d* Z9e" 4e9¡ qDe e:e%ƒe;e%ƒ ¡Z<e =d+¡ e( >e<¡ e e#¡Z#e# ?d¡Z@e# Ad¡ZBe e$¡Z$e$ ?d¡Z$e =d,¡ e =d-¡ e =e Ce@¡d. ¡ e =d/¡ e =e Ce(j#¡d. ¡ e =d0¡ e =e Ce@e(j# ¡d. ¡ e =d1¡ e =e Ce@e(j# e(j# ¡d. ¡ e =d.¡ e =d2¡ e =d-¡ e =e CeB¡d. ¡ e =d/¡ e =e Ce$¡d. ¡ e =d0¡ e =e CeBe$ ¡d. ¡ e =d1¡ e =e CeBe$ e$ ¡d. ¡ e =d.¡ e" D¡  e =d3¡ e =d4¡ e =e Ce¡d. ¡ e =d5¡ e =e Ce ¡d. ¡ e =d6¡ e Ed7d8d7¡D ](ZFe =d9e"eGeFe;e"ƒ ƒ eFf ¡ qe =d:¡ q&e H¡  dS );z®
Assesment of Generalized Estimating Equations using simulation.

Only Gaussian models are currently checked.

See the generated file "gee_simulation_check.txt" for results.
é    ©ÚlrangeN)Úproduct)ÚGaussian)ÚGEE)ÚAutoregressiveÚNestedÚallc                 C   s   d|  S )Nz%8.3f© )Úxr
   r
   úQ/tmp/pip-unpacked-wheel-2v6byqio/statsmodels/genmod/tests/gee_simulation_check.pyÚ<lambda>   ó    r   T)Ú	formatterÚsuppresszgee_simulation_check.txtÚwzutf-8)Úencodingc                   @   s<   e Zd ZdZdZdZdZdZdZdZ	dZ
ddgZdd„ ZdS )ÚGEE_simulatorNé   é   c                 C   s   t ‚d S )N)ÚNotImplementedError©ÚselfÚdparams_estr
   r
   r   Úprint_dparams>   s    zGEE_simulator.print_dparams)Ú__name__Ú
__module__Ú__qualname__ÚngroupsÚerror_sdÚparamsÚdparamsÚexogÚendogÚtimeÚgroupÚgroup_size_ranger   r
   r
   r
   r   r      s   	r   c                   @   s&   e Zd Zdd„ gZdd„ Zdd„ ZdS )ÚAR_simulatorc                 C   s   t  t  | | d ¡¡S )Né   )ÚnpÚsqrtÚsum)r   Úyr
   r
   r   r   E   r   zAR_simulator.<lambda>c                 C   sZ   t  d|d  ¡ t  d| jd  ¡ t  d|d  ¡ t  d| jd  ¡ t  d¡ d S )	Nz!AR coefficient estimate:   %8.4f
r   z!AR coefficient truth:      %8.4f
ú!Error variance estimate:   %8.4f
é   ú!Error variance truth:      %8.4f
r(   Ú
)ÚOUTÚwriter!   r   r   r
   r
   r   r   H   s    ÿÿÿÿzAR_simulator.print_dparamsc                 C   s<  g g g g f\}}}}t | jƒD ]à}tj | jd | jd ¡}| |g| ¡ tjj|dfd}| |¡ tjj|dfd}d|d d …df< | |¡ tj	j
 ||| jd ¡}	| jd |	 }
tj |
¡}t |tjj|d¡}t || j¡|| j  }| |¡ qtj|dd| _t |¡| _tj|dd| _t |¡| _d S )Nr   r.   r(   ©Úsizeé   )Zaxis)Úranger   r)   ÚrandomÚrandintr&   ÚappendÚnormalÚscipyZspatialZdistanceZcdistÚdistfunr!   ZlinalgZcholeskyÚdotr    r   Zconcatenater"   r#   r$   r%   )r   r#   r"   r%   r$   ÚiZgsizeZtime1Úexog1Z	distancesZcorrelationsZcorrelations_srÚerrorsÚendog1r
   r
   r   ÚsimulateS   s.    ÿ

ÿzAR_simulator.simulateN)r   r   r   r<   r   rB   r
   r
   r
   r   r'   B   s   
r'   c                   @   s$   e Zd ZdZdZdd„ Zdd„ ZdS )ÚNested_simulatorNc                 C   sŽ   t t| jƒƒD ]:}t d|d || f ¡ t d|d | j| f ¡ qt d|d t|dd… ƒ  ¡ t d| jd  ¡ t d	¡ d S )
Nz"Nest %d variance estimate:  %8.4f
r.   z"Nest %d variance truth:     %8.4f
r-   éÿÿÿÿr   r/   r(   r0   )r6   ÚlenÚ
nest_sizesr1   r2   r!   r+   r   )r   r   Újr
   r
   r   r   ƒ   s    ÿÿÿÿzNested_simulator.print_dparamsc              
   C   s¶  | j d }| j dd … }| d¡ g g g g f\}}}}t| jƒD ]0}dd„ | jD ƒ}dd„ t|| jƒD ƒ}	tj ¡ t 	|¡ }
g }| jD ]}| t
ƒ ¡ qŠt|Ž D ]Ì}| |¡ |
tdd„ t|	|ƒD ƒƒ }tjjdd}d|d< | |¡ || jtj ¡   }t || j¡| }| |¡ tt|ƒƒD ]$}||  t|d|d … ƒ¡ q*d	d„ |D ƒ}| |dd
… ¡ q¤q@t |¡| _t |¡| _t |¡| _t |¡| _t | j¡| _d S )Nr   r.   c                 S   s   g | ]}t |ƒ‘qS r
   r   )Ú.0Únr
   r
   r   Ú
<listcomp>œ   s     z-Nested_simulator.simulate.<locals>.<listcomp>c                 S   s(   g | ] \}}t  |¡t jj|d  ‘qS )r3   )r)   r*   r7   r:   )rH   ÚvrI   r
   r
   r   rJ   Ÿ   s   ÿc                 S   s   g | ]\}}|| ‘qS r
   r
   )rH   rK   rG   r
   r
   r   rJ   ®   s     r5   r3   c                 S   s   g | ]}t |ƒd  ‘qS )r.   )rE   )rH   r   r
   r
   r   rJ   ¼   s     rD   )r!   r9   r6   r   rF   Úzipr)   r7   r:   r*   Úsetr   r+   r   r=   r    rE   ÚaddÚtupleÚarrayr"   r#   r%   Ú	id_matrixZ
zeros_liker$   )r   Zgroup_effect_varZvcompr#   r"   r%   rQ   r>   Ú	iteratorsZ	variancesZgpeZnest_allrG   ZnestÚrefr?   ÚerrorrA   Znest1r
   r
   r   rB   ‘   s>    


ÿ



"zNested_simulator.simulate)r   r   r   rF   rQ   r   rB   r
   r
   r
   r   rC   y   s   rC   c                 C   s   dS )z?
    Check the score testing of the parameter constraints.
    Nr
   )ÚdaÚvaÚgar
   r
   r   Úcheck_constraintË   s    rX   c                    s   d‡ fdd„	}|S )NFc                    s8   t ƒ }d|_tjd |_d|_ˆ g|_| ¡  |tƒ fS )NéÈ   )r   rD   r.   r   ç      à?r(   ©	r'   r   r)   Úr_r    r   r!   rB   r   )ÚmsgÚars©Úarr
   r   Ú
gendat_ar0Õ   s    z"gen_gendat_ar0.<locals>.gendat_ar0)Fr
   )r`   ra   r
   r_   r   Úgen_gendat_ar0Ô   s    rb   c                    s   ‡ fdd„}|S )Nc                     s8   t ƒ } d| _tjd | _d| _ˆ g| _|  ¡  | tƒ fS )NrY   )r   çš™™™™™é¿g333333ó?r   rZ   r(   r[   )r^   r_   r
   r   Ú
gendat_ar1à   s    z"gen_gendat_ar1.<locals>.gendat_ar1r
   )r`   rd   r
   r_   r   Úgen_gendat_ar1ß   s    re   c                  C   sH   t ƒ } d| _tjd | _d| _ddg| _ddg| _|  ¡  | t	| j
ƒfS )Nç      ð?)ç        r.   r.   rD   rD   é2   é
   r5   ç       @©rC   r   r)   r\   r    r   rF   r!   rB   r   rQ   ©Únsr
   r
   r   Úgendat_nested0ê   s    

rn   c                  C   sH   t ƒ } d| _tjd | _d| _ddg| _ddg| _|  ¡  | t	| j
ƒfS )Nrj   )r   r.   gÍÌÌÌÌÌô?rc   g333333ó¿rh   ri   r5   rf   g      @rk   rl   r
   r
   r   Úgendat_nested1ô   s    

ro   éd   c                 C   s   g | ]}t |ƒ‘qS r
   )rb   ©rH   r`   r
   r
   r   rJ     s     rJ   )r   g333333Ó?g333333ã?c                 C   s   g | ]}t |ƒ‘qS r
   )re   rq   r
   r
   r   rJ     s     rg   r.   )rg   )Ú
constraintzp-valuez Checking dependence parameters:
zChecking parameter values:
zObserved:            r0   zExpected:            zAbsolute difference: zRelative difference: zChecking standard errors
z!Checking constrained estimation:
zLeft hand side:
zRight hand side:
z+Observed p-values   Expected Null p-values
gš™™™™™¹?g…ëQ¸í?z%20.3f %20.3f
zR================================================================================

)IÚ__doc__Zstatsmodels.compat.pythonr   r;   Znumpyr)   Ú	itertoolsr   Zstatsmodels.genmod.familiesr   Z3statsmodels.genmod.generalized_estimating_equationsr   Zstatsmodels.genmod.cov_structr   r   Zset_printoptionsÚopenr1   r   r'   rC   rX   rb   re   rn   ro   ZnrepZgendatsÚextendrP   Úlhsr\   ÚrhsZgendatZpvaluesr    Z
std_errorsr!   r6   rG   rU   rV   rW   r#   r"   r%   r$   ZmdZfitZmdfZestimate_scaleZ	scale_invr9   ZasarrayZstandard_errorsZscore_test_resultsZscoreZpvaluer+   rE   Zdparams_meanr2   r   ZmeanZeparamsZstdZsdparamsZ	array_strÚsortZarangeÚqÚintÚcloser
   r
   r
   r   Ú<module>   s®   ÿ,7R	




ÿ











 










&