Linear Models Python Packages

linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

linear-tree

A python library to build Model Trees with Linear Models at the leaves.

cvmatrix

Computation of training set (X^T * W * X) and (X^T * W * Y) or (X^T * X) and (X^T * Y) in a cross-validation setting using the fast algorithms by Engstrøm and Jensen (2025).

augmented-pca

Repository for the AugmentedPCA Python package.

trust-free

TRUST - Decision Trees with Sparse Elastic Net leaves, Random Forest accuracy and automated explanations

dualpredictor

A Python package for simultaneous regression and binary classification for educational analytics.

linearboost

LinearBoost Classifier is a rapid and accurate classification algorithm that builds upon a very fast, linear classifier.

interpret-text

A library that incorporates state-of-the-art explainers for text-based machine learning models and visualizes the result with a built-in dashboard.

dysregnet

DysRegNet

iohmm

A python library for Input Output Hidden Markov Models

slimp

Linear models with Stan and Pandas

priceprop

Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

py-lingo

Utilities for saving Scikit-Learn Linear Models in HDF5 format.

elastic-st

A python data science library to build and analyze biological networks from spatial transcriptomics data. Allows inclusion of spatial information into the networks, going a step beyond graphs derived from scRNA-seq techniques.