glum v3.0 #677
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glum v3.0 #677
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* Do not use _set_up_... in covariance_matrix * Add changelog entry
…#661) * Add option to store covariance matrix during fit * Fix fitting with variance matrix estimation `.covariance_matrix()` expects X and weights in a different format than what we have at the end of `.fit(). * Store covariance matrix after estimation * Handle the alpha_search and glm_cv cases * Propagate covariance parameters * Add changelog * Slightly more lenient tests
Co-authored-by: quant-ranger[bot] <132915763+quant-ranger[bot]@users.noreply.github.com>
MartinStancsicsQC
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* Delegate column naming to tabmat * Add tests * More tests * Test for dropping complete categories * Add docstrings for new argument * Add changelog entry * Convert to pandas at the correct place * Reorganize converting from pandas * Remove xfail from test
* Add formulaic to dependencies * Add function for transforming the formula * Add tests * First draft of glum formula interface * Fixes and tests * Handle intercept correctly * Add formula functionality to glm_cv * Variables from local context * Test predict with formulas * Add formula tutorial * Fix tutorial * Reformat tutorial * Improve function signatures adn docstrings * Handle two-sided formulas in covariance_matrix * Make mypy happy about module names * Matthias' suggestions * Improve tutorial * Improve tutorial
* Add formulaic to dependencies * Add function for transforming the formula * Add tests * First draft of glum formula interface * Fixes and tests * Handle intercept correctly * Add formula functionality to glm_cv * Variables from local context * Test predict with formulas * Add formula tutorial * Fix tutorial * Reformat tutorial * Improve function signatures adn docstrings * Handle two-sided formulas in covariance_matrix * Make mypy happy about module names * Matthias' suggestions * Add back term-based Wald-tests * Tests for term names * Add formula-based Wald-test * Tests for formula-based Wald-test * Add changelog * Fix exception message * Additional test case * make docstrings clearer in the case of terms
* Delegate column naming to tabmat * Add tests * More tests * Test for dropping complete categories * Add docstrings for new argument * Add changelog entry * Convert to pandas at the correct place * Reorganize converting from pandas * Remove xfail from test * Implement missing categorical support * Add test * Solve adding missing category when predicting * Apply Matthias' suggestions * Add changelog entry
* Make tests fail * Propagate context through methods
Co-authored-by: Luca Bittarello <[email protected]>
Co-authored-by: Luca Bittarello <[email protected]>
lbittarello
approved these changes
Apr 17, 2024
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FYI, CI is currently failing because tabmat 4.0.0 is not available on conda-forge yet. |
MarcAntoineSchmidtQC
approved these changes
Apr 23, 2024
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New CI failure is due to missing |
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I think they switched |
* try solving on ci with different env for macos * add missing if * typo * try and remove --no-test flag
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I added a separate environment for macos without the |
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Nightly failures (or at least most of them) should because of shorthand |
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The remaining 34 failures on the nightly builds are due to incompatibilities between upstream packages and pre-release versions of other dependencies, namely:
These should be addressed in the upstream packages. Unless anyone objects, I will merge the PR and release soon. |
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Checklist
CHANGELOG.rstentryThis PR contains the changes needed to make glum compatible with the new major release of tabmat. Branches and PRs that make use of new functionality in Tabmat 4.0 will be based on this
gulm-v3branch.Related issues: closes #730, closes #728, closes #583, closes #775.