Extract GLM variables from calling environment

[adamboche]

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Description of your problem

Please provide a minimal, self-contained, and reproducible example.

import pandas as pd
import patsy
import pymc3

z = pd.Series([10, 20, 30])
df = pd.DataFrame({"y": [0, 1, 0], "x": [1.0, 2.0, 3.0]})
pymc3.glm.GLM.from_formula("y ~ x + z", df, family=pymc3.glm.families.Binomial())

Please provide the full traceback.

Traceback (most recent call last):
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/compat.py", line 36, in call_and_wrap_exc
    return f(*args, **kwargs)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/eval.py", line 166, in eval
    + self._namespaces))
  File "<string>", line 1, in <module>
NameError: name 'z' is not defined

The above exception was the direct cause of the following exception:

Traceback (most recent call last):
  File "my.py", line 7, in <module>
    pymc3.glm.GLM.from_formula("y ~ x + z", df, family=pymc3.glm.families.Binomial())
  File "/home/adam/Documents/pymc3/pymc3/glm/linear.py", line 145, in from_formula
    y, x = patsy.dmatrices(formula, data)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/highlevel.py", line 310, in dmatrices
    NA_action, return_type)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/highlevel.py", line 165, in _do_highlevel_design
    NA_action)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/highlevel.py", line 70, in _try_incr_builders
    NA_action)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/build.py", line 696, in design_matrix_builders
    NA_action)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/build.py", line 443, in _examine_factor_types
    value = factor.eval(factor_states[factor], data)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/eval.py", line 566, in eval
    data)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/eval.py", line 551, in _eval
    inner_namespace=inner_namespace)
  File "/home/adam/tmp/venv/lib/python3.6/site-packages/patsy/compat.py", line 43, in call_and_wrap_exc
    exec("raise new_exc from e")
  File "<string>", line 1, in <module>
patsy.PatsyError: Error evaluating factor: NameError: name 'z' is not defined
    y ~ x + z
            ^

Please provide any additional information below.

Versions and main components

• PyMC3 Version: 3.6
• Theano Version: 1.0.4
• Python Version: 3.6.7
• Operating system: Ubuntu 18.04
• How did you install PyMC3: pip

[lucianopaz]

Closed by #3382