Kevin Sheppard
Kevin Sheppard
One final answer -- when using `first_obs` and `last_obs`, the parameters are estimated only using the selected sample.
Could you post more of your code? I isn't clear what `result` is coming from.
This only adds docs.
The joint estimation of loc and scale in `Huber().__call__` is almost certaintly wrong, and doesn't align with `HuberScale().__call__` (which appears to be right). In this example, it quickly produces a...
Sounds like it needs another look.
Is it the use of pickle?
Just go ahead and post it.
Someone who had significant time would need to contribute this. The core team is pretty small and mostly focused on quality and new features.
I"m happy to try and help. I have no idea what the process looks like since we * Have templated cython code * Link to SciPy provided blas * Require...
Can you run it with more verbosity so I can see which file? I suspect this is somehow intermediate because stats models does not use Fortran.