# GLM utilities
Tools for fitting GLMs with explicit time dependence (a.k.a. filters).
Features:
- Time delay embedding ([basics demo](demo/basics.ipynb))
- Basis functions ([bases demo](demo/basis_functions.ipynb))
- Follows [scikit-learn's](https://scikit-learn.org/) API conventions so can be used with [pipelines](https://scikit-learn.org/stable/modules/compose.html#pipeline) ([pipiline demo](demo/pipeline.ipynb))
For a more complete example see [multiple_inputs](demo/multiple_inputs.ipynb).
## Installation
Package is on [pypi](https://pypi.org/project/glm-utils/):
`pip install glm-utils`
## Useful extensions
- [Group lasso](https://group-lasso.readthedocs.io/en/latest/index.html)
- Balancing with [imbalanced-learn](https://imbalanced-learn.readthedocs.io/en/stable/)
- Generalized Additive models as a more principled way of using basis functions: [pyGAM](https://pygam.readthedocs.io/en/latest/index.html)