[SciPy-dev] GLMs ?

Skipper Seabold jsseabold@gmail....
Fri Aug 14 16:27:40 CDT 2009


On Fri, Aug 14, 2009 at 5:19 PM, Pierre GM<pgmdevlist@gmail.com> wrote:
> All,
> What's the status of GLMs in scipy ? Does anybody have some code they
> could point me to ?
> Thanks a lot in advance
> P.

GLMs got a lot of attention as part of my GSoC.  You can find the
(still in flux) code here

<http://bazaar.launchpad.net/~scipystats/%2Bjunk/skipper-working/files/head%3A/nipy/fixes/scipy/stats/models/>

You can find pretty much all of the usage in tests/test_glm.py (to be
moved to the examples in the next week) and the docs should be
somewhat informative if a bit incomplete at the moment.

Some info on GLM here <http://scipystats.blogspot.com/>

I am trying to polish up a few last details then next week is going to
be spent all on finishing documentation (and finishing the draft of
some tutorials -- brief theory, usage, formulas, notes on where we
differ with commercial packages/R and why) and deciding on how to
package the models code etc. as the GSoC officially ends next week,
but I think Josef and I will continue to work on extending the code
(towards econometrics) after this.

Let me know if there are any questions.  We will be soliciting
feedback once it's finished up and packaged to be distributed, though
we haven't approached the best way to do this now.

Cheers,

Skipper


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