This repository is no longer being actively developed. See here for the new version of this package.
goglm supports estimation of generalized linear models in Go.
A basic usage example is as follows:
fam := goglm.NewFamily(goglm.BinomialFamily)
// data is a dstream
glm := goglm.NewGLM(data, "Y").Family(fam).Done()
rslt := glm.Fit()
print(rslt.Summary().String())
NewFamily returns a GLM family (here it is the Binomial family),
and data is a
"Dstream" as defined in the dstream
package. The Dstream is used to feed data to the GLM in chunks
using a column-oriented storage layout. A more extensive illustration
can be found in the "examples" directory.
Supported features
-
Estimation via IRLS and gonum optimizers
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Supports many GLM families, links and variance functions
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Supports estimation for case-weighted datasets
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Models can be specified using formulas
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Regularized (ridge/LASSO/elastic net) estimation
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Offsets
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Unit tests covering all families with their default links and variance functions, and some of the more common non-canonical links
Missing features
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Performance assessments
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Model diagnostics
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Less-common GLM families (e.g. Tweedie)
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Marginalization
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Missing data handling
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GEE
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Inference for survey data