API Reference

spe.bagging

ParametricBaggingRegressor([estimator, ...])

A Bagging regressor.

spe.estimators

cp_adaptive_smoother(model, X, y, tr_idx[, ...])	Computes Generalized Mallows's Cp for adaptive linear smoothers.
cp_arbitrary(model, X, y, tr_idx[, Chol_y, ...])	Computes Generalized Mallows's Cp for arbitrary models.
cp_bagged(model, X, y, tr_idx[, Chol_y, ...])	Computes Generalized Mallows's Cp for bagged models.
cp_smoother(model, X, y, tr_idx[, Chol_y, ...])	Computes Generalized Mallows's Cp for any linear model and dependent train and test set.

spe.forest

ParametricRandomForestRegressor([...])

A random forest regressor that can use parametric bootstraps.

spe.relaxed_lasso

RelaxedLasso([lambd, fit_intercept, ...])

Relaxed lasso linear regression model.

spe.smoothers

BSplineRegressor([n_knots, degree, knots, ...])	BSpline linear regression model.
LinearRegression(*[, fit_intercept, copy_X, ...])

spe.tree

AdaptiveLinearSmoother()	ABC class all adaptive linear smoother models should inherit from.
Tree(*[, criterion, splitter, max_depth, ...])	A decision tree regressor.