[Numpy-discussion] smoothing function

josef.pktd at gmail.com josef.pktd at gmail.com
Thu May 15 12:47:25 EDT 2014


On Thu, May 15, 2014 at 12:17 PM, Nathaniel Smith <njs at pobox.com> wrote:

> On Thu, May 15, 2014 at 1:04 PM, rodrigo koblitz
> <rodrigokoblitz at gmail.com> wrote:
> > Buenos,
> > I'm reading Zuur book (ecology models with R) and try make it entire in
> > python.
> > Have this function in R:
> > M4 <- gam(So ∼ s(De) + factor(ID), subset = I1)
> >
> > the 's' term indicated with So is modelled as a smoothing function of De
> >
> > I'm looking for something close to this in python.
>
> The closest thing that doesn't require writing your own code is
> probably to use patsy's [1] support for (simple unpenalized) spline
> basis transformations [2]. I think using statsmodels this works like:
>
> import statsmodels.formula.api as smf
> # adjust '5' to taste -- bigger = wigglier, less bias, more overfitting
> results = smf.ols("So ~ bs(De, 5) + C(ID)", data=my_df).fit()
> print results.summary()
>

Nice


>
> To graph the resulting curve you'll want to use the results to somehow
> do "prediction" -- I'm not sure what the API for that looks like in
> statsmodels. If you need help figuring it out then the asking on the
> statsmodels list or stackoverflow is probably the quickest way to get
> help.
>

seems to work (in a very simple made up example)

results.predict({'De':np.arange(1,5), 'ID':['a']*4}, transform=True)
#array([ 0.75 , 1.08333333, 0.75 , 0.41666667])

Josef


> -n
>
> [1] http://patsy.readthedocs.org/en/latest/
> [2]
> http://patsy.readthedocs.org/en/latest/builtins-reference.html#patsy.builtins.bs
>
> --
> Nathaniel J. Smith
> Postdoctoral researcher - Informatics - University of Edinburgh
> http://vorpus.org
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> NumPy-Discussion at scipy.org
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>
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