Monday, June 12, 2017

First post at GSoC 2017 with StatsModels and results of first two weeks.


My name's Evgeny.
My project for this summer is adding maximum likelihood models for distributions line Generalized Poisson, Zero-Inflated Poisson, Zero-Inflated Negative Binomial, Poisson Inverse Gaussian and many others(more about maximum likelihood estimation).

Community bonding period was spent to familiarize with this models and look through source code for existing models.

Each model includes the main following components:

  • Loglikelihood function
  • Analytic first and second derivatives(Score and Hessian)
  • Method to predict parameters
  • Method to fit model by parameters
Also each model requires documentation, class to results and a lot of tests(compare result with R or STATA and statistical tests).

First model was Generalized Poisson model(Pull Request).
I have implemented and tested all components already. There is a small problem with the test on CI, but it will be fixed, because model works fine.

Next model was Zero-Inflated Poisson model with Generic Zero-Inflated model(Pull Request). This model hasn't finished yet.

Let's create a great software!

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