Package: pyDataFitting
pyDataFittingLinear and nonlinear fit functions that can be usede.g.for curve fitting.
Is not meant to duplicate methods already implementede.g.in NumPy or SciPy,
but to provide additional, specialized regression methods, higher computation
speed, or help with methods from well-known packages. You will need certain
functions of my little_helpers repository and quite a few other, external
packages like Numpy, Pandas, matplotlib, scikit-learn, statsmodels, Scipy.Install with:pip install pyDataFittingor download repository and run the following from repository folder to get the
latest version that might not have made it to PyPI, yet:pip install -e.Linear regression (in linear_regression.py)dataset_regression: Does a classical linear least squares regression. Treats
the input data as a linear combination of the different components from
reference data. Can be used for example to fit spectra of mixtures with spectra
of pure components. Produces the same result like, but much faster than using
sklearn.linear_model.LinearRegression().fit(...).lin_reg_all_sections: Does linear regressions on a dataset starting with the
first two datapoints and expands the segment by one for each iteration. The
regression metrics are useful to determine if a dataset behaves linearly at its
beginning or not, and when a transition to nonlinear behavior occurs.Polynomial regression (in polynomial_regression.py)polynomial_fit: Allows to perform polynomial fits by minimizing the sum of
the squared residuals while also taking equality constaints into account via
Lagrange multiplicators. This can be used to force the regression function
through certain points or to force it to have certain slopes at a given points.
Also does unconstrained polynomial fits, but is slower than the corresponding
Numpy functions.piecewise_polynomial_fit: Allows to do a picewise polynomial fit on a dataset,i.e.the data is divided into segments that are then each fitted with an own
polynomial function. The segments can be fitted with polynomials of different
orders. It is possible to use equality constraints on the segment borders, so
that the segmentse.g.are forced to have the same y values at the borders or
the same slopes.segment_regression: Does a piecewise polynomial fit with the segment borders,
y values at the segment borders, or the slopes at the segment borders as
additional fit parameters. The additional fit parameters are estimated with an
evolutionary fitting algorithm which calls picewise_polynomial_fit several
times in each iteration, so the whole procedure is rather slow (albeit still
very usable).General nonlinear regression (in nonlinear_regression.py)nonlinear_regression: Does nonlinear regressions by minimizing the sum of the
squared residuals. Basically utilizes the minimize method from lmfit to
estimatze the parameters of complex regression functions. The functions
calculating the function values must be written externally, but this is pretty
straight forward.Principal component regression and partial least squares regression (in multivariate_regression.py)principal_component_regression: A class for a principal component regression
(PCR). Does a principal component analysis of the dataset and a multilinear
regression on the resulting scores with one or several responses in order to
generate a model to predict the responses from future data. The PCR parts work
quite well, the methods included for generating various plots still need
improving.pls_regression: A class to help with using the partial least squares
regression class from scikit-learn. It is usable, but could do with some
redesigning.Tools for supporting the use of ols from statsmodels.formula.api (in model_tools.py)Provides simple methods to generate the model string for different simple
models (linear, two-factor interaction, quadratic, etc.).Provides a method to easily adapt the included parameters in the model string
and a method to ensure model hierarchy.Allows the calculation of model values if the model coefficients are
provided.