Gammy documentation¶
A Generalized additive model is a predictive mathematical model defined as a sum of terms that are calibrated (fitted) with observation data. This package provides a hopefully pleasant interface for configuring and fitting such models. Bayesian interpretation of model parameters and a minimalist set of features are promoted.
The main idea behind Gammy is to enable quick coding of the solution to most of the day-to-day lightweight linear model estimation problems.