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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() |
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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). |