6.10.5.2.1.1.7. statsmodels.sandbox.tools.try_mctools.StatTestMC.run¶

StatTestMC.run(nrepl, statindices=None, dgpargs=[], statsargs=[])[source]¶

run the actual Monte Carlo and save results

Parameters:

nrepl : int

number of Monte Carlo repetitions

statindices : None or list of integers

determines which values of the return of the statistic functions are stored in the Monte Carlo. Default None means the entire return. If statindices is a list of integers, then it will be used as index into the return.

dgpargs : tuple

optional parameters for the DGP

statsargs : tuple

optional parameters for the statistics function

Returns:

None, all results are attached