Monday, May 28, 2012

Week 1 wrap up

To my surprise, week 1 went smoother than I had imagined.  The key contributor to that is the requirement to submit a patch for my application to GSOC.  Submitting the patch forced me to learn some of the statsmodels conventions as well as some new tricks in Python.  Without having that foundation, my progress would have been much slower.

In week one I laid the foundation for EL by creating an class to initialize El statistics, a class of helper functions that are either optimized or searched for a root and the class of EL functions the end user would see.  Although the only end-user implementation has been hypothesis tests and confidence intervals for the mean, the class of helper functions will be able to be reused later and make further progress even faster. 

For this week, I hope to implement hypothesis tests and confidence intervals for variance and covariance as well as hypothesis tests for the multivariate case.  Although not in my original plan, if there is time I would like to add some 2d confidence region plots.

On another note, I have officially made this my official GSOC theme song

Saturday, May 12, 2012

Still Reading

As I am eager to get started, I am still reading and researching.  One paper that I found helpful was by Bera and Bilas  "The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis."  This paper stirred some ideas on how to make the EL project as general as possible so some of the implementations can be used in other models. 

Sunday, May 6, 2012

Tick Tock

I am waiting for the semester to end so that I can focus my full time on my GSOC project.  Last week was finals week for me so I didn't get to do much thinking about empirical likelihood.  However, two Py-stat related events did happen.

First, I had a meeting with a professor to discuss how I can continue contributing to statsmodels after GSOC.  To say the least, the options are limitless.

Secondly, I found out I will actually be taking an Empirical Likelihood class next semester.  I wanted to make sure it wouldn't duplicate what I will be doing for GSOC so I email the professor.  She responded, "most materials are not covered by Owen's book, because they are from my own past few years' research."  This is very exciting since this summer I will be able to tie down the basics of e.l. and next semester I will bring my knowledge (and of course statsmodels) to the frontier.