statsmodels.gam.generalized_additive_model.LogitGam.cov_params_func_l1¶
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LogitGam.
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.