Releases: brunoabrahao/python-gls
Releases · brunoabrahao/python-gls
v0.2.0
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=-1to.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