Monday, June 26, 2017

Several more models for Statsmodels

Hi everyone!

Two weeks ago i started implementing Generic Zero Inflated model with Zero Inflated Poisson model.

And what's results?
Zero Inflated Poisson model works very well(thanks to Generic Zero Inflated).

Generic Zero Inflated model allows to implement new models very fast. New model require only object of main model(not inflated) and only 1/4 implementation of hessian. Another parts like score, fit, 3/4 hessian is derived from Generic Zero Inflated model and don't required reimplementation.

The next model will be GenericTruncated and TruncatedPoisson. Parts of this model has implemented already. Here is the results:

My implementation:

Truncated model require additional work, because there's some problem with truncation > 1. More little time and it will be fixed.

So, work is go on ;-)

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