RunasSudo/scipy-yli
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vif: Allow computing VIF only for variables in the formula

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RunasSudo 2022-10-14 14:08:51 +11:00
parent 461e00df78
commit bb534cb285
Signed by: RunasSudo
GPG Key ID: 7234E476BF21C61A
1 changed files with 10 additions and 2 deletions
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12
yli/regress.py
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@ -28,8 +28,16 @@ import itertools
from .utils import Estimate, check_nan, fmt_p_html, fmt_p_text from .utils import Estimate, check_nan, fmt_p_html, fmt_p_text
def vif(df, nan_policy='warn'): def vif(df, formula=None, nan_policy='warn'):
"""Calculate the variance inflation factor for each variable in df""" """
Calculate the variance inflation factor for each variable in df
formula: If specified, calculate the VIF only for the variables in the formula
"""
if formula:
# Only consider columns in the formula
df = df[cols_for_formula(formula)]
# Check for/clean NaNs # Check for/clean NaNs
df = check_nan(df, nan_policy) df = check_nan(df, nan_policy)