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glum 2.1.0

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@jtilly jtilly released this 27 Jun 17:48
· 215 commits to main since this release
3904236

2.1.0 - 2022-06-27

New features:

  • Added aic, aicc and bic attributes to GeneralizedLinearRegressor. These attributes provide the information criteria based on the training data and the effective degrees of freedom of the maximum likelihood estimate for the model's parameters.
  • GeneralizedLinearRegressor.std_errors and GeneralizedLinearRegressor.covariance_matrix now accept data frames with categorical data.

Bug fixes:

  • The score method of GeneralizedLinearRegressor and GeneralizedLinearRegressorCV now accepts offsets.
  • Fixed the calculation of the information matrix for the Binomial distribution with logit link, which affected non-robust standard errors.

Other:

  • The CI now runs daily unit tests against the nightly builds of numpy, pandas and scikit-learn.
  • The minimally required version of tabmat is now 3.1.0.