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Releases: brunoabrahao/python-gls

v0.2.0

20 Feb 04:55

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What's New

Performance

  • Analytic inverses for AR(1) and CompSymm correlation matrices -- O(m) instead of O(m^3) dense solves
  • Analytic log-determinants -- O(1) for AR(1) and CompSymm
  • Batched computation for balanced panels -- single matrix multiply across all groups
  • Thread pool parallelism -- pass n_jobs=-1 to .fit() to distribute group-level computation across CPU cores

Testing

  • 12-scenario R nlme::gls comparison suite -- direct numerical comparison of coefficients, standard errors, sigma, log-likelihood, AIC/BIC, and correlation/variance parameters against R's nlme::gls() output
  • Covers: OLS, AR(1) (moderate/high/negative phi, ML/REML), compound symmetry, VarIdent, combined AR(1)+VarIdent, multiple predictors, unbalanced panels, intercept-only models