统计学习与推理库
stattools的Python项目详细描述
stattools
用纯python(3.6或更高版本)实现的统计学习和推理算法。
安装
从github克隆后,可以直接安装stattools的最新版本:
git clone https://github.com/artemmavrin/StatTools.git
cd StatTools
make install
此外,stattools位于Python Package Index (PyPI)上,因此可以使用pip
实用程序安装它的最新版本:
pip install stattools
依赖关系
示例
回归
- Simple linear regression for fitting a line through a scatter plot
- Ridge regression
- Elastic net regularization (including LASSO and ridge regression as special cases)
- Fitting a polynomial curve to a scatter plot
- Various scatterplot smoothers applied to a sine curve with Gaussian noise
分类
- Logistic regression for breast cancer diagnosis
- Multiclass logistic regression for handwritten digit recognition
无监督学习
- K-means clustering for grouping unlabelled data together
- Estimation of Gaussian mixture models
- Principal component analysis applied to handwritten digits
- Kernel density estimation for histogram smoothing
非参数统计
- The bootstrap (ordinary and Bayesian) and the jackknife for standard error estimation
- Bootstrap confidence intervals
- Exact and Monte Carlo permutation tests
- The Kaplan-Meier survivor function estimator
集成方法
数据可视化
- Plotting lines and function curves
- Drawing empirical distribution functions
- Drawing quantile-quantile (QQ) plots
模拟
- Simulating sample paths of Poisson processes
- Simulating sample paths of Itô diffusions (for example, Brownian motion)