{"action":"created","comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments/65276533","id":65276533,"diff_hunk":"@@ -963,9 +985,9 @@ def _fit_irls(self, start_params=None, maxiter=100, tol=1e-8,\n \n         # first guess on the deviance is assumed to be scaled by 1.\n         # params are none to start, so they line up with the deviance\n-        history = dict(params=[None, start_params], deviance=[np.inf, dev])\n+        history = dict(params=[np.inf, start_params], deviance=[np.inf, dev])","path":"statsmodels/genmod/generalized_linear_model.py","position":74,"original_position":74,"commit_id":"0d8ad18a0a38616d4186bf3abffd3cf6f93d6b66","original_commit_id":"0d8ad18a0a38616d4186bf3abffd3cf6f93d6b66","user":{"login":"thequackdaddy","id":8186432,"avatar_url":"https://avatars.githubusercontent.com/u/8186432?v=3","gravatar_id":"","url":"https://api.github.com/users/thequackdaddy","html_url":"https://github.com/thequackdaddy","followers_url":"https://api.github.com/users/thequackdaddy/followers","following_url":"https://api.github.com/users/thequackdaddy/following{/other_user}","gists_url":"https://api.github.com/users/thequackdaddy/gists{/gist_id}","starred_url":"https://api.github.com/users/thequackdaddy/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/thequackdaddy/subscriptions","organizations_url":"https://api.github.com/users/thequackdaddy/orgs","repos_url":"https://api.github.com/users/thequackdaddy/repos","events_url":"https://api.github.com/users/thequackdaddy/events{/privacy}","received_events_url":"https://api.github.com/users/thequackdaddy/received_events","type":"User","site_admin":false},"body":"Wait now that I think about it, I think it was actually `allclose` that was in one of my tests. See this line. \r\n\r\nhttps://github.com/statsmodels/statsmodels/pull/2803/files#diff-bacf4e7dec296273aba74b04be3c42f8R1687\r\n\r\nI presume I could just have it skip the first test... Duh. Let me fix that.","created_at":"2016-05-31T22:47:17Z","updated_at":"2016-05-31T22:47:17Z","html_url":"https://github.com/statsmodels/statsmodels/pull/2803#discussion_r65276533","pull_request_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803","_links":{"self":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments/65276533"},"html":{"href":"https://github.com/statsmodels/statsmodels/pull/2803#discussion_r65276533"},"pull_request":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803"}}},"pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803","id":58570112,"html_url":"https://github.com/statsmodels/statsmodels/pull/2803","diff_url":"https://github.com/statsmodels/statsmodels/pull/2803.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/2803.patch","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2803","number":2803,"state":"open","locked":false,"title":"ENH: Relative tolerance","user":{"login":"thequackdaddy","id":8186432,"avatar_url":"https://avatars.githubusercontent.com/u/8186432?v=3","gravatar_id":"","url":"https://api.github.com/users/thequackdaddy","html_url":"https://github.com/thequackdaddy","followers_url":"https://api.github.com/users/thequackdaddy/followers","following_url":"https://api.github.com/users/thequackdaddy/following{/other_user}","gists_url":"https://api.github.com/users/thequackdaddy/gists{/gist_id}","starred_url":"https://api.github.com/users/thequackdaddy/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/thequackdaddy/subscriptions","organizations_url":"https://api.github.com/users/thequackdaddy/orgs","repos_url":"https://api.github.com/users/thequackdaddy/repos","events_url":"https://api.github.com/users/thequackdaddy/events{/privacy}","received_events_url":"https://api.github.com/users/thequackdaddy/received_events","type":"User","site_admin":false},"body":"Hello, \r\n\r\nI'd like to propose changing how you do convergence checking for GLM IRLS fits. \r\n\r\nA few notes:\r\n\r\n1. Currently, I think the iteration check for IRLS has an off-by-1 error. The 1st run check's the 0th iteration vs. the -1st iteration. The 2nd  iteration will check the 1st and 0th. The 3rd with check the 1st and the 2nd, and so on. \r\n2.  I've been playing with statsmodels on some insurance datasets. I typically get really large datasets (hundreds of thousands of observations). I'm having difficulty getting convergence in reasonable times because the convergence tolerance is an absolute `1e-8`. I think this makes more sense because deviance increases as you add more observations. On a large dataset, waiting for deviance changes as small as 1e-8 requires many (essentially useless) iterations. \r\n3.  As a result of 2., a few of the tests break. I think my tolerance is a little more lenient so you lose a few significant digits. I'll work through that, but I want to know if this is a PR that you'd consider before I invest the time in fixing that. \r\n\r\nThanks for your consideration. ","created_at":"2016-02-08T04:35:01Z","updated_at":"2016-05-31T22:47:17Z","closed_at":null,"merged_at":null,"merge_commit_sha":"ce4d54bd6528483bf2984a50d3665b850992555d","assignee":null,"milestone":{"url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9","html_url":"https://github.com/statsmodels/statsmodels/milestones/0.8","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones/9/labels","id":930392,"number":9,"title":"0.8","description":"","creator":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"open_issues":238,"closed_issues":41,"state":"open","created_at":"2015-01-11T13:17:39Z","updated_at":"2016-05-31T16:32:55Z","due_on":null,"closed_at":null},"commits_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803/commits","review_comments_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803/comments","review_comment_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments{/number}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2803/comments","statuses_url":"https://api.github.com/repos/statsmodels/statsmodels/statuses/0d8ad18a0a38616d4186bf3abffd3cf6f93d6b66","head":{"label":"thequackdaddy:iteration","ref":"iteration","sha":"0d8ad18a0a38616d4186bf3abffd3cf6f93d6b66","user":{"login":"thequackdaddy","id":8186432,"avatar_url":"https://avatars.githubusercontent.com/u/8186432?v=3","gravatar_id":"","url":"https://api.github.com/users/thequackdaddy","html_url":"https://github.com/thequackdaddy","followers_url":"https://api.github.com/users/thequackdaddy/followers","following_url":"https://api.github.com/users/thequackdaddy/following{/other_user}","gists_url":"https://api.github.com/users/thequackdaddy/gists{/gist_id}","starred_url":"https://api.github.com/users/thequackdaddy/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/thequackdaddy/subscriptions","organizations_url":"https://api.github.com/users/thequackdaddy/orgs","repos_url":"https://api.github.com/users/thequackdaddy/repos","events_url":"https://api.github.com/users/thequackdaddy/events{/privacy}","received_events_url":"https://api.github.com/users/thequackdaddy/received_events","type":"User","site_admin":false},"repo":{"id":51177039,"name":"statsmodels","full_name":"thequackdaddy/statsmodels","owner":{"login":"thequackdaddy","id":8186432,"avatar_url":"https://avatars.githubusercontent.com/u/8186432?v=3","gravatar_id":"","url":"https://api.github.com/users/thequackdaddy","html_url":"https://github.com/thequackdaddy","followers_url":"https://api.github.com/users/thequackdaddy/followers","following_url":"https://api.github.com/users/thequackdaddy/following{/other_user}","gists_url":"https://api.github.com/users/thequackdaddy/gists{/gist_id}","starred_url":"https://api.github.com/users/thequackdaddy/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/thequackdaddy/subscriptions","organizations_url":"https://api.github.com/users/thequackdaddy/orgs","repos_url":"https://api.github.com/users/thequackdaddy/repos","events_url":"https://api.github.com/users/thequackdaddy/events{/privacy}","received_events_url":"https://api.github.com/users/thequackdaddy/received_events","type":"User","site_admin":false},"private":false,"html_url":"https://github.com/thequackdaddy/statsmodels","description":"Statsmodels: statistical modeling and econometrics in Python","fork":true,"url":"https://api.github.com/repos/thequackdaddy/statsmodels","forks_url":"https://api.github.com/repos/thequackdaddy/statsmodels/forks","keys_url":"https://api.github.com/repos/thequackdaddy/statsmodels/keys{/key_id}","collaborators_url":"https://api.github.com/repos/thequackdaddy/statsmodels/collaborators{/collaborator}","teams_url":"https://api.github.com/repos/thequackdaddy/statsmodels/teams","hooks_url":"https://api.github.com/repos/thequackdaddy/statsmodels/hooks","issue_events_url":"https://api.github.com/repos/thequackdaddy/statsmodels/issues/events{/number}","events_url":"https://api.github.com/repos/thequackdaddy/statsmodels/events","assignees_url":"https://api.github.com/repos/thequackdaddy/statsmodels/assignees{/user}","branches_url":"https://api.github.com/repos/thequackdaddy/statsmodels/branches{/branch}","tags_url":"https://api.github.com/repos/thequackdaddy/statsmodels/tags","blobs_url":"https://api.github.com/repos/thequackdaddy/statsmodels/git/blobs{/sha}","git_tags_url":"https://api.github.com/repos/thequackdaddy/statsmodels/git/tags{/sha}","git_refs_url":"https://api.github.com/repos/thequackdaddy/statsmodels/git/refs{/sha}","trees_url":"https://api.github.com/repos/thequackdaddy/statsmodels/git/trees{/sha}","statuses_url":"https://api.github.com/repos/thequackdaddy/statsmodels/statuses/{sha}","languages_url":"https://api.github.com/repos/thequackdaddy/statsmodels/languages","stargazers_url":"https://api.github.com/repos/thequackdaddy/statsmodels/stargazers","contributors_url":"https://api.github.com/repos/thequackdaddy/statsmodels/contributors","subscribers_url":"https://api.github.com/repos/thequackdaddy/statsmodels/subscribers","subscription_url":"https://api.github.com/repos/thequackdaddy/statsmodels/subscription","commits_url":"https://api.github.com/repos/thequackdaddy/statsmodels/commits{/sha}","git_commits_url":"https://api.github.com/repos/thequackdaddy/statsmodels/git/commits{/sha}","comments_url":"https://api.github.com/repos/thequackdaddy/statsmodels/comments{/number}","issue_comment_url":"https://api.github.com/repos/thequackdaddy/statsmodels/issues/comments{/number}","contents_url":"https://api.github.com/repos/thequackdaddy/statsmodels/contents/{+path}","compare_url":"https://api.github.com/repos/thequackdaddy/statsmodels/compare/{base}...{head}","merges_url":"https://api.github.com/repos/thequackdaddy/statsmodels/merges","archive_url":"https://api.github.com/repos/thequackdaddy/statsmodels/{archive_format}{/ref}","downloads_url":"https://api.github.com/repos/thequackdaddy/statsmodels/downloads","issues_url":"https://api.github.com/repos/thequackdaddy/statsmodels/issues{/number}","pulls_url":"https://api.github.com/repos/thequackdaddy/statsmodels/pulls{/number}","milestones_url":"https://api.github.com/repos/thequackdaddy/statsmodels/milestones{/number}","notifications_url":"https://api.github.com/repos/thequackdaddy/statsmodels/notifications{?since,all,participating}","labels_url":"https://api.github.com/repos/thequackdaddy/statsmodels/labels{/name}","releases_url":"https://api.github.com/repos/thequackdaddy/statsmodels/releases{/id}","deployments_url":"https://api.github.com/repos/thequackdaddy/statsmodels/deployments","created_at":"2016-02-05T22:05:34Z","updated_at":"2016-02-05T22:05:39Z","pushed_at":"2016-05-31T22:19:19Z","git_url":"git://github.com/thequackdaddy/statsmodels.git","ssh_url":"git@github.com:thequackdaddy/statsmodels.git","clone_url":"https://github.com/thequackdaddy/statsmodels.git","svn_url":"https://github.com/thequackdaddy/statsmodels","homepage":"http://statsmodels.sourceforge.net/devel/","size":22734,"stargazers_count":0,"watchers_count":0,"language":"Python","has_issues":false,"has_downloads":true,"has_wiki":true,"has_pages":false,"forks_count":1,"mirror_url":null,"open_issues_count":0,"forks":1,"open_issues":0,"watchers":0,"default_branch":"master"}},"base":{"label":"statsmodels:master","ref":"master","sha":"a985b90299dbfbbcbeb47830a8f5b4384d2e63cb","user":{"login":"statsmodels","id":717666,"avatar_url":"https://avatars.githubusercontent.com/u/717666?v=3","gravatar_id":"","url":"https://api.github.com/users/statsmodels","html_url":"https://github.com/statsmodels","followers_url":"https://api.github.com/users/statsmodels/followers","following_url":"https://api.github.com/users/statsmodels/following{/other_user}","gists_url":"https://api.github.com/users/statsmodels/gists{/gist_id}","starred_url":"https://api.github.com/users/statsmodels/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/statsmodels/subscriptions","organizations_url":"https://api.github.com/users/statsmodels/orgs","repos_url":"https://api.github.com/users/statsmodels/repos","events_url":"https://api.github.com/users/statsmodels/events{/privacy}","received_events_url":"https://api.github.com/users/statsmodels/received_events","type":"Organization","site_admin":false},"repo":{"id":1885237,"name":"statsmodels","full_name":"statsmodels/statsmodels","owner":{"login":"statsmodels","id":717666,"avatar_url":"https://avatars.githubusercontent.com/u/717666?v=3","gravatar_id":"","url":"https://api.github.com/users/statsmodels","html_url":"https://github.com/statsmodels","followers_url":"https://api.github.com/users/statsmodels/followers","following_url":"https://api.github.com/users/statsmodels/following{/other_user}","gists_url":"https://api.github.com/users/statsmodels/gists{/gist_id}","starred_url":"https://api.github.com/users/statsmodels/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/statsmodels/subscriptions","organizations_url":"https://api.github.com/users/statsmodels/orgs","repos_url":"https://api.github.com/users/statsmodels/repos","events_url":"https://api.github.com/users/statsmodels/events{/privacy}","received_events_url":"https://api.github.com/users/statsmodels/received_events","type":"Organization","site_admin":false},"private":false,"html_url":"https://github.com/statsmodels/statsmodels","description":"Statsmodels: statistical modeling and econometrics in Python","fork":false,"url":"https://api.github.com/repos/statsmodels/statsmodels","forks_url":"https://api.github.com/repos/statsmodels/statsmodels/forks","keys_url":"https://api.github.com/repos/statsmodels/statsmodels/keys{/key_id}","collaborators_url":"https://api.github.com/repos/statsmodels/statsmodels/collaborators{/collaborator}","teams_url":"https://api.github.com/repos/statsmodels/statsmodels/teams","hooks_url":"https://api.github.com/repos/statsmodels/statsmodels/hooks","issue_events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/events{/number}","events_url":"https://api.github.com/repos/statsmodels/statsmodels/events","assignees_url":"https://api.github.com/repos/statsmodels/statsmodels/assignees{/user}","branches_url":"https://api.github.com/repos/statsmodels/statsmodels/branches{/branch}","tags_url":"https://api.github.com/repos/statsmodels/statsmodels/tags","blobs_url":"https://api.github.com/repos/statsmodels/statsmodels/git/blobs{/sha}","git_tags_url":"https://api.github.com/repos/statsmodels/statsmodels/git/tags{/sha}","git_refs_url":"https://api.github.com/repos/statsmodels/statsmodels/git/refs{/sha}","trees_url":"https://api.github.com/repos/statsmodels/statsmodels/git/trees{/sha}","statuses_url":"https://api.github.com/repos/statsmodels/statsmodels/statuses/{sha}","languages_url":"https://api.github.com/repos/statsmodels/statsmodels/languages","stargazers_url":"https://api.github.com/repos/statsmodels/statsmodels/stargazers","contributors_url":"https://api.github.com/repos/statsmodels/statsmodels/contributors","subscribers_url":"https://api.github.com/repos/statsmodels/statsmodels/subscribers","subscription_url":"https://api.github.com/repos/statsmodels/statsmodels/subscription","commits_url":"https://api.github.com/repos/statsmodels/statsmodels/commits{/sha}","git_commits_url":"https://api.github.com/repos/statsmodels/statsmodels/git/commits{/sha}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/comments{/number}","issue_comment_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments{/number}","contents_url":"https://api.github.com/repos/statsmodels/statsmodels/contents/{+path}","compare_url":"https://api.github.com/repos/statsmodels/statsmodels/compare/{base}...{head}","merges_url":"https://api.github.com/repos/statsmodels/statsmodels/merges","archive_url":"https://api.github.com/repos/statsmodels/statsmodels/{archive_format}{/ref}","downloads_url":"https://api.github.com/repos/statsmodels/statsmodels/downloads","issues_url":"https://api.github.com/repos/statsmodels/statsmodels/issues{/number}","pulls_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls{/number}","milestones_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones{/number}","notifications_url":"https://api.github.com/repos/statsmodels/statsmodels/notifications{?since,all,participating}","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/labels{/name}","releases_url":"https://api.github.com/repos/statsmodels/statsmodels/releases{/id}","deployments_url":"https://api.github.com/repos/statsmodels/statsmodels/deployments","created_at":"2011-06-12T17:04:50Z","updated_at":"2016-05-31T19:17:47Z","pushed_at":"2016-05-31T22:19:20Z","git_url":"git://github.com/statsmodels/statsmodels.git","ssh_url":"git@github.com:statsmodels/statsmodels.git","clone_url":"https://github.com/statsmodels/statsmodels.git","svn_url":"https://github.com/statsmodels/statsmodels","homepage":"http://statsmodels.sourceforge.net/devel/","size":36931,"stargazers_count":1467,"watchers_count":1467,"language":"Python","has_issues":true,"has_downloads":true,"has_wiki":true,"has_pages":false,"forks_count":714,"mirror_url":null,"open_issues_count":1278,"forks":714,"open_issues":1278,"watchers":1467,"default_branch":"master"}},"_links":{"self":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803"},"html":{"href":"https://github.com/statsmodels/statsmodels/pull/2803"},"issue":{"href":"https://api.github.com/repos/statsmodels/statsmodels/issues/2803"},"comments":{"href":"https://api.github.com/repos/statsmodels/statsmodels/issues/2803/comments"},"review_comments":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803/comments"},"review_comment":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments{/number}"},"commits":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2803/commits"},"statuses":{"href":"https://api.github.com/repos/statsmodels/statsmodels/statuses/0d8ad18a0a38616d4186bf3abffd3cf6f93d6b66"}}}}
{"actor":{"display_login":"thequackdaddy"}}