Better print (#58)

* better print

* tests nust pass through prints

Author: guilhermebodin

src/MLE.jl

@@ -5,7 +5,8 @@ const DEFAULT_NUM_SEEDS = 3
 const DEFAULT_VERBOSE = 0
 const VARIANCE_ZERO = 1e-10
 
-struct FittedSDM{T <: AbstractFloat}
+struct FittedSDM{D <: Distribution, T <: AbstractFloat}
+    num_obs::Integer
     unknowns::UnknownsSDM
     aic::T
     bic::T
@@ -22,21 +23,22 @@ struct CoefsStatsSDM{T <: AbstractFloat}
     p_values::Vector{T}
 end
 
-struct EstimationStatsSDM{T <: AbstractFloat}
+struct EstimationStatsSDM{D <: Distribution, T <: AbstractFloat}
+    num_obs::Integer
     loglikelihood::T
     aic::T
     bic::T
     np::T
     coefs_stats::CoefsStatsSDM{T}
 end
 
-function fit_stats(f::FittedSDM{T}) where T
+function fit_stats(f::FittedSDM{D, T}) where {D, T}
     estim_results = eval_coefs_stats(f)
     np = length(f.unknowns)
-    return EstimationStatsSDM{T}(f.llk, f.aic, f.bic, np, estim_results)
+    return EstimationStatsSDM{D, T}(f.num_obs, f.llk, f.aic, f.bic, np, estim_results)
 end
 
-function eval_coefs_stats(f::FittedSDM{T}) where T
+function eval_coefs_stats(f::FittedSDM{D, T}) where {D, T}
     np = length(f.unknowns)
     inv_H = inv(f.numerical_hessian)
     vars = diag(inv_H)
@@ -139,7 +141,7 @@ function fit(sdm::SDM{D, T}, y::Vector{T};
     end
 
     println("Finished!")
-    return FittedSDM{T}(unknowns, aic, bic, best_llk, coefs, num_hessian)
+    return FittedSDM{D, T}(n, unknowns, aic, bic, best_llk, coefs, num_hessian)
 end
 
 function fit!(sdm::SDM{D, T}, y::Vector{T};

src/prints.jl

@@ -1,14 +1,16 @@
-function Base.show(io::IO, est::EstimationStatsSDM)
+function Base.show(io::IO, est::EstimationStatsSDM{D, T}) where {D, T}
     println("--------------------------------------------------------")
-    println("log-likelihood: ", @sprintf("%.4f", est.loglikelihood))
-    println("            np: ", Int(est.np))
-    println("           AIC: ", @sprintf("%.4f", est.aic))
-    println("           BIC: ", @sprintf("%.4f", est.bic))
+    println("Distribution:                 ", D)
+    println("Number of observations:       ", Int(est.num_obs))
+    println("Number of unknown parameters: ", Int(est.np))
+    println("Log-likelihood:               ", @sprintf("%.4f", est.loglikelihood))
+    println("AIC:                          ", @sprintf("%.4f", est.aic))
+    println("BIC:                          ", @sprintf("%.4f", est.bic))
     print_coefs_stats(est.coefs_stats)
     return nothing
 end
 
-function print_coefs_stats(coefs_stats)
+function print_coefs_stats(coefs_stats::CoefsStatsSDM{T}) where T
     println("--------------------------------------------------------")
     println("Parameter      Estimate   Std.Error     t stat   p-value")
     offset = 1
@@ -18,7 +20,8 @@ function print_coefs_stats(coefs_stats)
         println(p)
         offset += 1
     end
-    for k in sort(collect(keys(coefs_stats.unknowns.A)))
+    sorted_keys_A = sort(collect(keys(coefs_stats.unknowns.A)))
+    for k in sorted_keys_A
         for i in coefs_stats.unknowns.A[k]
             p_c, p_std, p_t_stat, p_p_val = print_coefs_sta(coefs_stats, offset)
             ind = round(Int, sqrt(i))
@@ -27,7 +30,8 @@ function print_coefs_stats(coefs_stats)
             offset += 1
         end
     end
-    for k in sort(collect(keys(coefs_stats.unknowns.B)))
+    sorted_keys_B = sort(collect(keys(coefs_stats.unknowns.B)))
+    for k in sorted_keys_B
         for i in coefs_stats.unknowns.B[k]
             p_c, p_std, p_t_stat, p_p_val = print_coefs_sta(coefs_stats, offset)
             ind = round(Int, sqrt(i))

test/utils.jl

@@ -125,7 +125,8 @@ function test_GARCH_1_1(y, seed::Int, optimizer; atol = 1e-4, rtol = 1e-4)
     ub = [1.0; 1.0; 1.0; 1.0]
     lb = [-1.0; 0.0; 0.0; 0.0]
     gas = GAS(1, 1, Normal, 1.0, time_varying_params = [2])
-    res = fit!(gas, y; initial_params = ini, verbose = 1, opt_method = optimizer(gas, 10; ub = ub, lb = lb))
+    f = fit!(gas, y; initial_params = ini, verbose = 1, opt_method = optimizer(gas, 10; ub = ub, lb = lb))
+    show(stdout, fit_stats(f))
 
     @test gas.ω[1] - -0.00616637237701241 ≈ 0 atol = atol rtol = rtol
     @test gas.ω[2] - 0.010760592759725487 ≈ 0 atol = atol rtol = rtol