This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import pandas as pd | |
def get_pattern(df): | |
""" Generates the DBIR "patterns," with liberal inspiration from the getpatternlist.R: | |
https://gist.github.com/jayjacobs/a145cb87551f551fc719 | |
Parameters | |
---------- | |
df: pd DataFrame with most VERIS encodings already built (from verispy package). |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
def press_statistic(y_true, y_pred, xs): | |
""" | |
Calculation of the `Press Statistics <https://www.otexts.org/1580>`_ | |
""" | |
res = y_pred - y_true | |
hat = xs.dot(np.linalg.pinv(xs)) | |
den = (1 - np.diagonal(hat)) | |
sqr = np.square(res/den) | |
return sqr.sum() |