:py:mod:`pycmtensor.statistics`
===============================

.. py:module:: pycmtensor.statistics

.. autoapi-nested-parse::

   PyCMTensor statistics module



Module Contents
---------------

.. py:function:: variance_covariance(h)

   Returns the var-covar matrix given the Hessian (``h``)


.. py:function:: rob_variance_covariance(h, bhhh)

   Returns the rob. var-covar matrix given the Hessian (``h``) and the BHHH
   matrix (``bhhh``)


.. py:function:: t_test(stderr, params)

   Returns the t stats of ``params`` given the standard error (``stderr``)


.. py:function:: p_value(stderr, params)

   Returns the p-value of ``params`` given the standard error (``stderr``)


.. py:function:: stderror(h, params)

   Returns the standard error of ``params`` given the Hessian (``h``)


.. py:function:: rob_stderror(h, bhhh, params)

   Returns the rob. standard error of ``params`` given the Hessian (``h``) and the
   BHHH matrix (``bhhh``)


.. py:function:: correlation_matrix(h)

   Returns the correlation matrix given the Hessian (``h``)


.. py:function:: rob_correlation_matrix(h, bhhh)

   Returns the correlation matrix given the Hessian and the BHHH matrix


.. py:function:: elasticities(model, db, y: int, x: str)

   Returns the disaggregate point elasticities of choice y wrt x

   :param model: the model class object
   :type model: PyCMTensorModel
   :param db: the database object
   :type db: pycmtensor.Data
   :param y: the alternative index
   :type y: int
   :param x: the name of the variable to derive the elasticities
   :type x: str

   :returns: the disaggregate point elasticity E_n
   :rtype: list