statsmodels.discrete.count_model.ZeroInflatedGeneralizedPoisson.cov_params_func_l1¶
-
ZeroInflatedGeneralizedPoisson.
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.