6.8.3.3.6. statsmodels.sandbox.stats.diagnostic.StatTestMC

class statsmodels.sandbox.stats.diagnostic.StatTestMC(dgp, statistic)[source]

class to run Monte Carlo study on a statistical test’‘’

TODO print(summary, for quantiles and for histogram draft in trying out script log

this has been copied to tools/mctools.py, with improvements

__init__(dgp, statistic)[source]

6.8.3.3.6.1. Methods

__init__(dgp, statistic)
histogram([idx, critval]) calculate histogram values
quantiles([idx, frac]) calculate quantiles of Monte Carlo results
run(nrepl[, statindices, dgpargs, statsargs]) run the actual Monte Carlo and save results