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This package implements Supervised Kernel-based Longitudinal Principal Components Analysis (skl-PCA) for predictor dimension reduction in longitudinal models. The software was written by members of the Mindstrong Health Data Science team:

  • Patrick Staples, PhD

  • Min Ouyang, PhD

  • Bob Dougherty, PhD

  • Greg Ryslik, PhD, FCAS, MAAA

  • Paul Dagum, MD, PhD

Please contact us at datascience@mindstronghealth.com.

NOTE: If you use this software in your work, please cite the following paper:

Patrick Staples, Min Ouyang, Robert F. Dougherty, Gregory A. Ryslik, and Paul Dagum (2018). Supervised Kernel PCA For Longitudinal Data. http://arxiv.org/abs/1808.06638.

Installation

The easiest way to install the package is via easy_install or pip:

$ pip install sklPCA

This should also take care of the dependencies (numpy, scipy, pandas, and sklearn).

Usage

See examples.py for examples of simulated data, predictor reduction, fitting, and cross-validated model performance.

Release files for sklPCA 1.0.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for sklPCA 1.0.0
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Table of built distributions (wheels) for sklPCA 1.0.0
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sklPCA-1.0.0-py3-none-any.whl Python 3 none any Details

Total release size: 28.1 kB

Release files / sklPCA-1.0.0.tar.gz

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