glm-utils 0.5

Utilities for fitting GLMs.

GLM utilities

Tools for fitting GLMs with explicit time dependence (a.k.a. filters).

Features:

• Time delay embedding (basics demo)
• Basis functions (bases demo)
• Follows scikit-learn's API conventions so can be used with pipelines (pipiline demo)

For a more complete example see multiple_inputs.

Installation

Package is on pypi: pip install glm-utils

Useful extensions

• Group lasso
• Balancing with imbalanced-learn
• Generalized Additive models as a more principled way of using basis functions: pyGAM