Replace mutables used as defaults in functions with placeholder defaults

[Mike Crowe]

There are places where we have got class constructor calls in the
function defaults,

e.g.

    def __init__(self, endog, exog, family=family.Gaussian()):

The Gaussian constructor will be called when the module is imported, not when the function is called, therefore all calls to __init__ that use the default will be sharing the same instance of the default object.

If we want the default evaluated when it called, then you need
something like:

    def __init__(self, endog, exog, family=None):
        if family is None:
             family = family.Gaussian()

or

    def __init__(self, endog, exog, family=family.Default()):
        if family = family.Default():
              family = family.Gaussian()

[Skipper Seabold (jsseabold)]

What about something like this, I don't know if it seems more or less intuitive

class Gaussian(object):
    def __init__(self, **kwargs):
        self.link = kwargs.get('link', 'default')
        self.alpha = kwargs.get('alpha', 'default')

class GLM(object):
    def __init__(self, family=Gaussian, family_kwargs={}):
        self.family = family(**family_kwargs)

A = GLM(family_kwargs=dict(link = 10, alpha = 25))
print A.family.link
A.family.link = 50
print A.family.link
print A.family.alpha
B = GLM()
print B.family.link
print B.family.alpha

[Skipper Seabold (jsseabold)]

It doesn't look like replacing with None fixes the problem.

[Skipper Seabold (jsseabold)]

Fix in my branch. I changed all of the aliased link functions to subclasses, so the names are the same. Now the families have

self.link = link()

instead of

self.link = link

and all seems to be well.