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statsmodels.discrete.count_model.ZeroInflatedNegativeBinomialP.cov_params_func_l1

ZeroInflatedNegativeBinomialP.cov_params_func_l1(likelihood_model, xopt, retvals)

Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit.

Returns a full cov_params matrix, with entries corresponding to zero’d values set to np.nan.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.discrete.count_model.ZeroInflatedNegativeBinomialP.cov_params_func_l1.html