INNER CODE UNIT · Python

_compute_standard_errors

CamDavidsonPilon/lifetimes · lifetimes/fitters/__init__.py:81

    def _compute_standard_errors(self):
        return np.sqrt(pd.Series(np.diag(self.variance_matrix_.values), index=self.params_.index))

    def _compute_confidence_intervals(self):
        inv_cdf_at_5_confidence = 1.96
        return pd.DataFrame(
            {
                "lower 95% bound": self.params_ - inv_cdf_at_5_confidence * self.standard_errors_,
                "upper 95% bound": self.params_ + inv_cdf_at_5_confidence * self.standard_errors_,
            },
            index=self.params_.index,
        )

    def _fit(self, minimizing_function_args, initial_params, params_size, disp, tol=1e-7, bounds=None, **kwargs):
        # set options for minimize, if specified in kwargs will be overwritten
        minimize_options = {}
        minimize_options["disp"] = disp
        minimize_options.update(kwargs)

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