This package provides online estimation of models for distributional regression respectively models for conditional heteroskedastic data. The main contribution is an online/incremental implementation of the generalized additive models for location, shape and scale (GAMLSS, see Rigby & Stasinopoulos, 2005) developed in Hirsch, Berrisch & Ziel, 2024.
Please have a look at the documentation or the example notebook.
We're actively working on the package and welcome contributions from the community. Have a look at the Release Notes and the Issue Tracker.
The package is available from pypi.
1) pip install rolch
.
2) Enjoy
1) Clone this repo.
2) Install the necessary dependencies from the requirements.txt
using conda create --name <env> --file requirements.txt
.
3) Run python3 -m build
to build the wheel.
4) Run pip install dist/rolch-0.1.0-py3-none-any.whl
with the accurate version. If necessary, append --force-reinstall
5) Enjoy.
Simon is employed at Statkraft and gratefully acknowledges support received from Statkraft for his PhD studies. This work contains the author's opinion and not necessarily reflects Statkraft's position.
ROLCH
is designed to have minimal dependencies. We rely on python>=3.10
, numpy
, numba
and scipy
in a reasonably up-to-date versions.
We use ruff
and black
.