[SciPy-Dev] Partial Least Squares Regression (PLSR) implementation

josef.pktd@gmai... josef.pktd@gmai...
Tue Oct 26 11:17:11 CDT 2010


On Tue, Oct 26, 2010 at 11:54 AM, Aman Thakral <aman.thakral@gmail.com> wrote:
> I was browsing the scikits repo (http://projects.scipy.org/scikits/browser)
> but didn't see the statsmodel in /trunk.  Just let me know how/when I should
> pass along the code.

here are the links for scikits.statsmodels

http://pypi.python.org/pypi/scikits.statsmodels

http://groups.google.com/group/pystatsmodels?hl=en
https://code.launchpad.net/statsmodels

Here is the list of scikits: http://scikits.appspot.com/scikits

The actual source of the scikits is pretty spread out across, scipy
svn, github, launchpad, ...

Josef

>
> Aman
>
> On Tue, Oct 26, 2010 at 10:21 AM, <josef.pktd@gmail.com> wrote:
>>
>> On Tue, Oct 26, 2010 at 1:23 AM, Gael Varoquaux
>> <gael.varoquaux@normalesup.org> wrote:
>> > On Mon, Oct 25, 2010 at 10:24:48PM -0400, josef.pktd@gmail.com wrote:
>> >> Putting it in a public code repository for whatever is your favorite
>> >> version control system would be a good first step to share the code. A
>> >> pypi package or a scikits would be good depending on your plans for
>> >> it.
>> >
>> > It mights be good to have it in statsmodel, which is the reference
>> > scikit
>> > for statistical model :)
>>
>> That was my first thought, and I would like to get this for statsmodels.
>> However, I'm not sure there is an easy way to integrate this right
>> now, and Skipper is busy with time series analysis and work, and I
>> have still a big backlog of things to get out of the sandbox.
>>
>> It would be an extension, both to the support for control charts and
>> to regression with dimension reduction.
>> I looked a bit at the control chart literature when I was working on
>> structural break tests (e.g cusum test), and other stats packages have
>> support for this that we could or should also provide.
>> For regression with dimension reduction, we only have a principal
>> component regression example in the sandbox, but we haven't discussed
>> yet how it will fit in.
>>
>> One option would be to add it to statsmodels.miscmodels which is for
>> models that look good (tested for standard usage cases), but don't
>> necessarily fit in yet with the rest.
>>
>> If Aman sees a way to fit it into statsmodels, then I would be happy
>> to see something like this included, but otherwise I would prefer to
>> postpone this until we have cleaned up the current code sufficiently
>> for a new release.
>>
>> Josef
>>
>> >
>> > Gaël
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>> >
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>
>
> --
> Aman Thakral
> B.Eng & Biosci, M.Eng Design
>
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