GMMResults.predict(exog=None, transform=True, *args, **kwargs)
Call self.model.predict with self.params as the first argument.
prediction – See self.model.predict
The types of exog that are supported depends on whether a formula was used in the specification of the model.
If a formula was used, then exog is processed in the same way as the original data. This transformation needs to have key access to the same variable names, and can be a pandas DataFrame or a dict like object.
If no formula was used, then the provided exog needs to have the same number of columns as the original exog in the model. No transformation of the data is performed except converting it to a numpy array.
Row indices as in pandas data frames are supported, and added to the returned prediction.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.