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6 | 6 | "Luc Anselin [email protected], Nicholas Malizia [email protected] "
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7 | 7 | )
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8 | 8 |
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9 |
| -from libpysal.common import * |
10 |
| -import scipy.sparse as SP |
11 | 9 | from math import sqrt, pi
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| 10 | + |
| 11 | +from libpysal.common import MISSINGVALUE |
| 12 | +import numpy as np |
| 13 | +import numpy.linalg as la |
| 14 | +import scipy.sparse as SP |
| 15 | +from scipy import stats |
| 16 | + |
12 | 17 | from .utils import spmultiply, sphstack, spmin, spmax
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13 | 18 |
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14 | 19 |
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@@ -160,12 +165,9 @@ def t_stat(reg, z_stat=False):
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160 | 165 | vm = reg.vm # (array) coefficients of variance matrix (k x k)
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161 | 166 | betas = reg.betas # (array) coefficients of the regressors (1 x k)
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162 | 167 | variance = vm.diagonal()
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163 |
| - tStat = ( |
164 |
| - betas[list(range(0, len(vm)))].reshape( |
165 |
| - len(vm), |
166 |
| - ) |
167 |
| - / np.sqrt(variance) |
168 |
| - ) |
| 168 | + tStat = betas[list(range(0, len(vm)))].reshape( |
| 169 | + len(vm), |
| 170 | + ) / np.sqrt(variance) |
169 | 171 | ts_result = []
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170 | 172 | for t in tStat:
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171 | 173 | if z_stat:
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@@ -678,15 +680,15 @@ def jarque_bera(reg):
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678 | 680 | """
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679 | 681 | n = reg.n # (scalar) number of observations
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680 | 682 | u = reg.u # (array) residuals from regression
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681 |
| - u2 = u ** 2 |
682 |
| - u3 = u ** 3 |
683 |
| - u4 = u ** 4 |
| 683 | + u2 = u**2 |
| 684 | + u3 = u**3 |
| 685 | + u4 = u**4 |
684 | 686 | mu2 = np.mean(u2)
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685 | 687 | mu3 = np.mean(u3)
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686 | 688 | mu4 = np.mean(u4)
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687 | 689 | S = mu3 / (mu2 ** (1.5)) # skewness measure
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688 |
| - K = mu4 / (mu2 ** 2) # kurtosis measure |
689 |
| - jb = n * (((S ** 2) / 6) + ((K - 3) ** 2) / 24) |
| 690 | + K = mu4 / (mu2**2) # kurtosis measure |
| 691 | + jb = n * (((S**2) / 6) + ((K - 3) ** 2) / 24) |
690 | 692 | pvalue = stats.chisqprob(jb, 2)
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691 | 693 | jb_result = {"df": 2, "jb": jb, "pvalue": pvalue}
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692 | 694 | return jb_result
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@@ -776,7 +778,7 @@ def breusch_pagan(reg, z=None):
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776 | 778 | 0.0193
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777 | 779 |
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778 | 780 | """
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779 |
| - e2 = reg.u ** 2 |
| 781 | + e2 = reg.u**2 |
780 | 782 | e = reg.u
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781 | 783 | n = reg.n
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782 | 784 | k = reg.k
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@@ -919,7 +921,7 @@ def white(reg):
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919 | 921 | 0.0013
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920 | 922 |
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921 | 923 | """
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922 |
| - e = reg.u ** 2 |
| 924 | + e = reg.u**2 |
923 | 925 | k = int(reg.k)
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924 | 926 | n = int(reg.n)
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925 | 927 | y = reg.y
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@@ -1084,7 +1086,7 @@ def koenker_bassett(reg, z=None):
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1084 | 1086 |
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1085 | 1087 | """
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1086 | 1088 | # The notation here matches that of Greene (2003).
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1087 |
| - u = reg.u ** 2 |
| 1089 | + u = reg.u**2 |
1088 | 1090 | e = reg.u
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1089 | 1091 | n = reg.n
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1090 | 1092 | k = reg.k
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