Public Repository Holding Library for: Linear Modeling, Optimization, Experiments in Numerical Analysis
License
scheinatadobe/markfit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
============ markfit ============ This module contains several pieces of functionality related to fitting linear models. For example, it contains a linear regression package which employs formulas from the patsy package. Requirements numpy >= 1.7 scipy >= 0.12.0 pandas >= 0.12.0 patsy >= 0.2.1 import pandas from markfit import leastsq data = pandas.io.parsers.read_csv("test_data.csv") model = leastsq.fit("y~x",data) model.summary.write() #Here is an example running stepwise regression: stepper = leastsq.stepwiseInit("y ~ sx+x+yr+dg+yd",data,trace=True,groupVars=True) stepper.step(direction="both") The package also includes some numerical linear algebra code useful for fitting linear regression and constrained optimization problems. The cleastsq directory contains much of this work and includes code for householder computations, QR decomposition, LQ decomposition. One of the goals of releasing the package is to collaborate with others as we clean up the numerical procedures and use them as building blocks for features not currently found in Python implementations of linear regression.
About
Public Repository Holding Library for: Linear Modeling, Optimization, Experiments in Numerical Analysis
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published