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Add quiet option to suppress output during fitting and portfolio building #29

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Add quiet option to suppress output during fitting and portfolio building #29

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19 changes: 13 additions & 6 deletions ipca/ipca.py
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Original file line number Diff line number Diff line change
Expand Up @@ -77,7 +77,8 @@ def __init__(self, n_factors=1, intercept=False, max_iter=10000,


def fit(self, X, y, indices=None, PSF=None, Gamma=None,
Factors=None, data_type="portfolio", label_ind=False, **kwargs):
Factors=None, data_type="portfolio", label_ind=False,
quiet=False, **kwargs):
"""
Fits the regressor to the data using an alternating least squares
scheme.
Expand Down Expand Up @@ -141,6 +142,10 @@ def fit(self, X, y, indices=None, PSF=None, Gamma=None,
Currently, the bootstrap procedure is only implemented in terms
of the portfolio data_type.

quiet : bool, default=False
If True, suppresses informational printing during fitting
(panel dimensions, progress bar, and ALS iteration output).

Returns
-------
self
Expand Down Expand Up @@ -213,15 +218,16 @@ def fit(self, X, y, indices=None, PSF=None, Gamma=None,

# store data
self.X, self.y, self.indices, self.PSF = X, y, indices, PSF
Q, W, val_obs = _build_portfolio(X, y, indices, metad)
Q, W, val_obs = _build_portfolio(X, y, indices, metad, quiet=quiet)
self.Q, self.W, self.val_obs = Q, W, val_obs
self.metad = metad

# Run IPCA
Gamma, Factors = self._fit_ipca(X=X, y=y, indices=indices, Q=Q,
W=W, val_obs=val_obs, PSF=PSF,
Gamma=Gamma, Factors=Factors,
data_type=data_type, **kwargs)
data_type=data_type, quiet=quiet,
**kwargs)

# Store estimates
if self.PSFcase:
Expand Down Expand Up @@ -1354,7 +1360,7 @@ def _prep_input(X, y=None, indices=None):
return X, y, indices, metad


def _build_portfolio(X, y, indices, metad):
def _build_portfolio(X, y, indices, metad, quiet=False):
""" Converts a stacked panel of data where each row corresponds to an
observation (i, t) into a tensor of dimensions (N, L, T) where N is the
number of unique entities, L is the number of characteristics and T is
Expand Down Expand Up @@ -1402,8 +1408,9 @@ def _build_portfolio(X, y, indices, metad):

N, L, T = metad["N"], metad["L"], metad["T"]

print('The panel dimensions are:')
print('n_samples:', N, ', L:', L, ', T:', T)
if not quiet:
print('The panel dimensions are:')
print('n_samples:', N, ', L:', L, ', T:', T)

bar = progressbar.ProgressBar(maxval=T,
widgets=[progressbar.Bar('=', '[', ']'),
Expand Down