macroeco.compare.nll

macroeco.compare.nll(data, model)

Negative log likelihood given data and a model

Parameters:

data : iterable

Data for analysis

model : obj

Scipy frozen distribution object. When freezing, keyword args loc and scale should only be included if they represent a parameter.

Returns:

float :

Negative log likelihood

Examples

>>> import macroeco.models as md
>>> import macroeco.compare as comp

>>> # Generate random data
>>> rand_samp = md.logser.rvs(p=0.9, size=100)

>>> # Get nll for p = 0.9
>>> comp.nll(rand_samp, md.logser(p=0.9))
237.6871819262054

>>> # Get the nll for the MLE for p
>>> mle_p = md.logser.fit_mle(rand_samp)
>>> comp.nll(rand_samp, md.logser(*mle_p))
235.2841347820297