2.6.0 - 2023-09-05

New features:

• Added the complementary log-log (cloglog) link function.
• Added the option to store the covariance matrix after estimating it. In this case, the covariance matrix does not have to be recomputed when calling inference methods.
• Added methods for performing Wald tests based on a restriction matrix, feature names or term names.
• Added a method for creating a coefficient table with confidence intervals and p-values.

Bug fix:

• Fixed GeneralizedLinearRegressorBase.covariance_matrix mutating feature names when called with a data frame. See here.

Other changes:

• When computing the covariance matrix, check whether the design matrix is ill-conditioned for all types of input. Furthermore, do it in a more efficient way.
• Pin tabmat<4.0.0 (the new release will bring breaking changes).