bayespecon.models.flow_panel.FlowPanelModel¶
-
class bayespecon.models.flow_panel.FlowPanelModel(y, G, X, T, col_names=
None, k=None, model=0, priors=None, logdet_method='traces', restrict_positive=True, robust=False, miter=30, titer=800, trace_riter=50, trace_seed=None, symmetric_xo_xd=None, backend=None)[source]¶ Abstract base class for balanced panel spatial flow models.
- Parameters:¶
- y : array-like¶
Stacked panel response in one of these forms: - shape (T, n, n) - shape (T, n^2) - shape (n^2 * T,)
- G : libpysal.graph.Graph¶
Row-standardized graph on n units.
- X : np.ndarray or pandas.DataFrame, shape (n^2 * T, p)¶
Stacked panel design matrix in time-first order.
- T : int¶
Number of panel periods.
- col_names : list[str], optional¶
Feature names for X.
- k : int, optional¶
Number of destination/origin covariate pairs used by flow effects. If omitted, inferred from column names with “dest_” prefix.
- model : int, default 0¶
Fixed-effects transform mode: 0 pooled, 1 pair FE, 2 time FE, 3 two-way FE.
- priors : dict, optional¶
Prior overrides.
- logdet_method : str, default "traces"¶
Flow log-determinant method.
- restrict_positive : bool, default True¶
If True, use simplex-constrained rho parameters.
- robust : bool, default False¶
If True, use Student-t observation errors.
- miter=
30¶ Flow logdet approximation controls.
- titer=
800¶ Flow logdet approximation controls.
- trace_riter=
50¶ Flow logdet approximation controls.
- trace_seed=
None¶ Flow logdet approximation controls.
-
__init__(y, G, X, T, col_names=
None, k=None, model=0, priors=None, logdet_method='traces', restrict_positive=True, robust=False, miter=30, titer=800, trace_riter=50, trace_seed=None, symmetric_xo_xd=None, backend=None)[source]¶
Methods
__init__(y, G, X, T[, col_names, k, model, ...])fit([draws, tune, chains, target_accept, ...])Draw samples from the posterior.
fit_approx([draws, n, method, random_seed, ...])Fit a variational approximation and return posterior draws.
posterior_predictive([n_draws, random_seed, ...])Draw posterior-predictive samples
y_repfor the full panel stack.Run Bayesian LM specification tests for flow panel models.
spatial_diagnostics_decision([alpha, ...])Return a model-selection decision from Bayesian LM test results.
spatial_effects([draws, ...])Summarise posterior origin/destination/intra/network/total effects.
summary([var_names])Return posterior summary table via ArviZ.
Attributes
Return the most recent PyMC variational approximation, if any.
Return posterior draws from the most recent fit.
Return the most recently built PyMC model.
-
fit(draws=
2000, tune=1000, chains=4, target_accept=0.9, random_seed=None, store_lambda=False, idata_kwargs=None, **sample_kwargs)[source]¶ Draw samples from the posterior.
-
fit_approx(draws=
2000, n=10000, method='advi', random_seed=None, store_lambda=False, compute_log_likelihood=True, **fit_kwargs)[source]¶ Fit a variational approximation and return posterior draws.
- property inference_data : arviz.data.inference_data.InferenceData | None[source]¶
Return posterior draws from the most recent fit.
-
posterior_predictive(n_draws=
None, random_seed=None, parallel=-1)[source]¶ Draw posterior-predictive samples
y_repfor the full panel stack.- Parameters:¶
- n_draws : int, optional¶
Number of posterior draws to use. Defaults to all.
- random_seed : int, optional¶
Seed for the noise/Poisson sampler.
- parallel : int or None, default -1¶
Number of worker threads for the per-draw loop.
-1usesos.cpu_count();None/0/1forces sequential execution. Reproducibility under a fixedrandom_seedis preserved across worker counts viaSeedSequence.spawn.
- Returns:¶
Array of shape
(n_draws, N_flow * T)with posterior-predictive flows in time-first stacked order.- Return type:¶
np.ndarray
- property pymc_model : pymc.model.core.Model | None[source]¶
Return the most recently built PyMC model.
- spatial_diagnostics()[source]¶
Run Bayesian LM specification tests for flow panel models.
See
bayespecon.models.base.SpatialModel.spatial_diagnostics()for the column schema.- Raises:¶
RuntimeError – If the model has not been fit yet.
-
spatial_diagnostics_decision(alpha=
0.05, format='graphviz', theme='default')[source]¶ Return a model-selection decision from Bayesian LM test results.
Walks the panel-flow decision tree using Bayesian p-values from
spatial_diagnostics()and recommends eitherOLSFlowPanel(no spatial dependence detected) orSARFlowPanel(at least one direction is significant).- Parameters:¶
- alpha : float, default 0.05¶
Significance level for the Bayesian p-values.
- format : {"graphviz", "ascii", "model"}, default "graphviz"¶
Output format.
"model"returns the recommended model name string."ascii"returns an indented box-drawing tree."graphviz"returns agraphviz.Digraph(with ASCII fallback if graphviz is not installed).
- Return type:¶
str or graphviz.Digraph
-
spatial_effects(draws=
None, return_posterior_samples=False, ci=0.95, mode='auto', parallel=-1)[source]¶ Summarise posterior origin/destination/intra/network/total effects.
See
bayespecon.models.flow.FlowModel.spatial_effects()for themodesemantics (auto / combined / separate destination-origin sides per Thomas-Agnan & LeSage 2014, §83.5.2) and theparallelkwarg.