smf | A Lightweight Resource Provider for SMF in Chef
kandi X-RAY | smf Summary
kandi X-RAY | smf Summary
Service Management Facility (SMF) is a tool in many Illumos and Solaris-derived operating systems that treats services as first class objects of the system. It provides an XML syntax for declaring how the system can interact with and control a service. The SMF cookbook contains providers for creating or modifying a service within the SMF framework.
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Top functions reviewed by kandi - BETA
- Returns the XML for the XML document
- Defines a list of resources
- check if value is type
- Authenticates credentials for this credential .
- returns a Resource instance
- Return the value of the current value .
smf Key Features
smf Examples and Code Snippets
Community Discussions
Trending Discussions on smf
QUESTION
I'm trying to figure out how to implement a for loop in statsmodels to get the statistics summary for a logistic regression (Iterate through independent variables list). I can get it to work fine with the traditional method, but using a for loop will make my life easier to find significance between variables.
Here is what I'm trying to do:
...ANSWER
Answered 2022-Apr-16 at 08:11def opportunites():
indep = ['AGE', 'S0287', 'T0080', 'SALARY', 'T0329', 'T0333', 'T0159', 'T0165', 'EXPER', 'T0356']
for i in indep:
model = smf.logit(f'LEAVER ~ {i} ', data = df).fit()
print(model.summary(
yname="Status Leaver",
xname=['Intercept', i],
title=f'Logistic Regression of Leaver and {i}'
))
print()
QUESTION
I am very new to SQL and am unable to understand this error: Violation of UNIQUE KEY constraint 'UQ__Flight_L__5DD08D7924EB8625'. Cannot insert duplicate key in object 'dbo.Flight_Leg'. The duplicate key value is (WN380)
...ANSWER
Answered 2022-Mar-23 at 10:05You have a uniqe constraint over Flight, which won't work
QUESTION
Pardon me I'm still a noob with the inner workings of Jax and trying to find my way around it. I have this code which works well without the jit. But when I try to jit it, it throws an error. I initially used an if else statement within the code which also did not work and had to rewrite the code this way without an if else statement. How do I get around this?. MWE is below.
...ANSWER
Answered 2022-Feb-07 at 13:47The issue is that indexing in JAX must be done with static values, and within JIT kvals[i]
is not a static value (because it is computed from a JAX array).
One easy way to fix this in your case is to make kvals
a non-jax array; for example when you define it, do this;
QUESTION
I wrote the code below using numpy and got the correct output as shown in program 1. However when I switch to jax.numpy as jnp (in Program 2) the resulting output is an array of zeros. My MWE is shown below. I would like to know where I got the computation wrong? PS: the codes were run in different python files.
...ANSWER
Answered 2022-Feb-07 at 09:50Oh I already figured it out. I needed to make an explicit assignment.
QUESTION
I translated this code from matlab.It is part of a larger body of code But I would like to get some advice on how to vectorize this section in order to make it faster. my major concern is with the for loops and if statements. If possible I would like to write it without using an if else statement. (Jax is not able to jit an if conditional). Thanks
...ANSWER
Answered 2022-Feb-07 at 03:14This is challenging to fully vectorize, but I assume it is possible. Here is a start that removes the if/else logic for the first loop. The trick is precomputing the k values (smf_1
is trivial so I removed it):
QUESTION
I am trying to create a mixed linear model with the following data. I am trying to predict gambling from alcdep, with covariates age and sex. I am trying to use the statsmodels from python, but I am unsure as how to go about doing it.
So far I have tried:
md = smf.mixedlm("acldep ~ Gambling", data, groups=data["Gambling"])
But I keep getting errors and I dont know how to specify the covariates using this way.
Here is the head of the data:
{'IID': {0: 'Yale_0001', 1: 'Yale_0004', 2: 'Yale_0006', 3: 'Yale_0007', 4: 'Yale_0008'}, 'SEX': {0: 2, 1: 1, 2: 2, 3: 1, 4: 1}, 'AGE': {0: 27, 1: 39, 2: 41, 3: 45, 4: 44}, 'alcdep': {0: 2, 1: 2, 2: 2, 3: 2, 4: 2}, 'Gambling': {0: 1, 1: 1, 2: 1, 3: 1, 4: 1}, 'Zero': {0: 0, 1: 0, 2: 0, 3: 0, 4: 0}, 'Yes': {0: 'Yes', 1: 'Yes', 2: 'Yes', 3: 'Yes', 4: 'Yes'}, 'PRS': {0: 0.053486584299999994, 1: 0.0304387435, 2: 0.00917773968, 3: 0.016352741100000002, 4: 7.433452840000001e-05}}
ANSWER
Answered 2022-Jan-24 at 07:39I have modified your data slightly because what you gave results in singular matrices.
You where almost there, by forgot some things. So, with this data:
QUESTION
I am trying to calculate the variance of the coefficients for logistic regression using bootstrap and I am using scikit-learn and statsmodels to compare results. I am using the Default dataset from the ISLR website which can be found in the zip forlder here or here as a plain csv file. I am using the following codes to perform the bootstrap:
Import the Dataset and create the response variable
...ANSWER
Answered 2021-Nov-28 at 14:38Although you set the C parameter to be high to minimize, sklearn by default uses lbfgs
solver to find your optimal parameters while statsmodels uses newton
.
You can try doing this to get similar coefficients:
QUESTION
I tried to practice linear regression model with iris dataset.
...ANSWER
Answered 2021-Nov-23 at 21:25You included a full set of one-hot encoded dummies as regressors, which results in a linear combination that is equal to the constant, therefore you have perfect multicollinearity: your covariance matrix is singular and you can't take its inverse.
Under the hood both statsmodels
and sklearn
rely on Moore-Penrose pseudoinverse and can invert singular matrices just fine, the problem is that the coefficients obtained in the singular covariance matrix case don't mean anything in any physical sense. The implementations differ a bit between packages (sklearn
relies on scipy.stats.lstsq
, statsmodels
has some custom procedure statsmodels.tools.pinv_extended
, which is basically numpy.linalg.svd
with minimal changes), so at the end of the day they both display «nonsense» (since no meaningful coefficients can be obtained), it's just a design choice of what kind of «nonsense» to display.
If you take the sum of coefficients of one-hot encoded dummies, you can see that for statsmodels
it is equal to the constant, and for sklearn
it is equal to 0, while the constant differs from statsmodels
constant. The coefficients of variables that are not «responsible» for perfect multicollinearity are unaffected.
QUESTION
I have below code with an inner function, but it is not returning the "sorted_rsq" whenever I run it with arguments.
...ANSWER
Answered 2021-Nov-22 at 18:28Replace ols(formula,data)
with return ols(formula,data)
at the end of the outer function.
QUESTION
Consider this simple example
...ANSWER
Answered 2021-Nov-14 at 20:44rolling apply
is not capable of interacting with multiple columns simultaneously, nor is it able to produce non-numeric values. We instead need to take advantage of the iterable nature of rolling
objects. We also need to account for handling min_periods ourselves, since the iterable rolling object generates all windows results regardless of other rolling
arguments.
We can then create some function to produce each row in the results from the regression results to do something like:
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On a UNIX-like operating system, using your system’s package manager is easiest. However, the packaged Ruby version may not be the newest one. There is also an installer for Windows. Managers help you to switch between multiple Ruby versions on your system. Installers can be used to install a specific or multiple Ruby versions. Please refer ruby-lang.org for more information.
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