Poisson Example

This page mirrors examples/poisson_example.py.

1 Fit A Poisson Model

import numpy as np
from pprint import pprint

from crabbymetrics import Poisson

np.set_printoptions(precision=4, suppress=True)

rng = np.random.default_rng(4)
n = 700
k = 2
beta = np.array([0.4, -0.6])
intercept = 0.2

x = rng.normal(size=(n, k))
logits = intercept + x @ beta
mu = np.exp(logits)
y = rng.poisson(mu).astype(float)

model = Poisson(alpha=0.0, max_iterations=200)
model.fit(x, y)

print("true intercept:", intercept)
print("true coef:", beta)
pprint(model.summary())

true intercept: 0.2
true coef: [ 0.4 -0.6]
{'coef': array([ 0.3499, -0.5813]),
 'coef_se': array([0.0298, 0.029 ]),
 'intercept': 0.2729469240217961,
 'intercept_se': 0.035418648411838095,
 'vcov_type': 'vanilla'}