statjax 0.0.6

Data science tools built with a Jax backend.

statjax

This library is my attempt to compile the data science tools that I use day-to-day in a single place. The main convenience feature over sklearn or statsmodels is a port of the Python stargazer package that can produce latex tables displaying any of the linear models in the package side-by-side. It duplicates part of the statsmodels GLM functionality, and provides a general GLM class that the user can initialize with an arbitrary link function and oryx distribution.

All of the models can take array, dataframe/series, or Formulaic modelmatricies as arguments.

The backend of the package is written in jax. Overhead is higher, but the package will outperform statsmodels and sklearn in large-sample or high-dimensional cases.