Fast inference over mean and covariance parameters for Generalised Linear Mixed Models
Project description
glimix-core
|Travis| |AppVeyor| |Documentation|
Fast inference over mean and covariance parameters for Generalised Linear Mixed Models.
It implements the mathematical tricks of
FaST-LMM <https://github.com/MicrosoftGenomics/FaST-LMM>
__ for the
special case of Linear Mixed Models with a linear covariance matrix and
provides an interface to perform inference over millions of covariates
in seconds. The Generalised Linear Mixed Model inference is implemented
via Expectation Propagation and also makes use of several mathematical
tricks to handle large data sets with thousands of samples and millions
of covariates.
Install
We recommend installing it via
conda <http://conda.pydata.org/docs/index.html>
__:
.. code:: bash
conda install -c conda-forge glimix-core
Alternatively, glimix-core can also be installed using
pip <https://pypi.python.org/pypi/pip>
__:
.. code:: bash
pip install glimix-core
The second installation option requires from the user to install
liknorm <https://github.com/limix/liknorm>
__ beforehand.
Running the tests
After installation, you can test it
.. code:: bash
python -c "import glimix_core; glimix_core.test()"
as long as you have pytest <https://docs.pytest.org/en/latest/>
__.
Usage
Here it is a very simple example to get you started:
.. code:: python
>>> from numpy import array, ones
>>> from numpy_sugar.linalg import economic_qs_linear
>>> from glimix_core.lmm import LMM
>>>
>>> X = array([[1, 2], [3, -1], [1.1, 0.5], [0.5, -0.4]], float)
>>> QS = economic_qs_linear(X)
>>> X = ones((4, 1))
>>> y = array([-1, 2, 0.3, 0.5])
>>> lmm = LMM(y, X, QS)
>>> lmm.fit(verbose=False)
>>> lmm.lml()
-2.2726234086180557
An extensive documentation of the library can be found at http://glimix-core.readthedocs.org/.
Authors
Danilo Horta <https://github.com/horta>
__
License
This project is licensed under the MIT License <https://raw.githubusercontent.com/limix/glimix-core/master/LICENSE.md>
__.
.. |Travis| image:: https://img.shields.io/travis/limix/glimix-core.svg?style=flat-square&label=linux%20%2F%20macos%20build :target: https://travis-ci.org/limix/glimix-core .. |AppVeyor| image:: https://img.shields.io/appveyor/ci/Horta/glimix-core.svg?style=flat-square&label=windows%20build :target: https://ci.appveyor.com/project/Horta/glimix-core .. |Documentation| image:: https://img.shields.io/readthedocs/glimix-core.svg?style=flat-square&version=stable :target: https://glimix-core.readthedocs.io/
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