glum 2.1.0
2.1.0 - 2022-06-27
New features:
- Added
aic
,aicc
andbic
attributes toGeneralizedLinearRegressor
. 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
andGeneralizedLinearRegressor.covariance_matrix
now accept data frames with categorical data.
Bug fixes:
- The
score
method ofGeneralizedLinearRegressor
andGeneralizedLinearRegressorCV
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.