statsmodels.discrete.truncated_model.HurdleCountModel.cov_params_func_l1¶

HurdleCountModel.cov_params_func_l1(likelihood_model, xopt, retvals)¶

Computes cov_params on a reduced parameter space corresponding to the nonzero parameters resulting from the l1 regularized fit.

Returns a full cov_params matrix, with entries corresponding to zero’d values set to np.nan.