def simulate_beta_vcov()

in svinfer/linear_model/linear_regression.py [0:0]

• 15 lines of code
• 2 McCabe index (conditional complexity)

    def simulate_beta_vcov(self):
        t, v_t = self.simulate_distribution()
        np.random.seed(self.random_state)
        t_samples = np.random.multivariate_normal(
            t, v_t, self.n_replications, check_valid="ignore"
        )

        simu_beta_list = []
        for i in range(self.n_replications):
            simu_xtx, simu_xty = self.transform_vector_to_matrix(t_samples[i, :])
            simu_beta, _, _ = LinearRegressionCoefficients(
                self.n, simu_xtx, simu_xty, None, self.x_s2
            ).estimate_all()
            simu_beta_list.append(simu_beta)

        beta_vcov = np.cov(np.array(simu_beta_list), rowvar=False)
        return beta_vcov