liesel-gam 0.0.4__tar.gz

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+ *.ipynb linguist-vendored
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+ name: pre-commit
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+
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+ on:
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+ push:
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+ branches: [main]
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+ pull_request:
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+ branches: [main]
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+
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+ jobs:
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+ pre-commit:
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+ runs-on: ubuntu-latest
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+ timeout-minutes: 10
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+
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+ steps:
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+ - name: Check out repository
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+ uses: actions/checkout@v4
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+
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+ - name: Install uv
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+ uses: astral-sh/setup-uv@v5
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+
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+ - name: "Set up Python"
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+ uses: actions/setup-python@v5
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+ with:
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+ python-version-file: "pyproject.toml"
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+
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+ - name: Set up R
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+ uses: r-lib/actions/setup-r@v2
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+ with:
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+ r-version: 'release'
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+ use-public-rspm: true
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+
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+ - name: Install Package
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+ run: uv sync --locked --group dev
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+
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+ - name: Run pre-commit
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+ run: uv run pre-commit run -a
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+ # This workflow will upload a Python Package using Twine when a release is created
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+ # For more information see: https://help.github.com/en/actions/language-and-framework-guides/using-python-with-github-actions#publishing-to-package-registries
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+ # documentation.
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+
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+ name: Upload Python Package
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+
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+ on:
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+ workflow_dispatch: # trigger manually from GitHub UI
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+ release:
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+ types: [published]
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+
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+ permissions:
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+ contents: read
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+
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+ jobs:
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+ deploy:
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+ runs-on: ubuntu-latest
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+
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+ steps:
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+ - name: Check out repository
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+ uses: actions/checkout@v4
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+
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+ - name: Install uv
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+ uses: astral-sh/setup-uv@v5
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+
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+ - name: "Set up Python"
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+ uses: actions/setup-python@v5
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+ with:
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+ python-version-file: "pyproject.toml"
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+
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+ - name: Build package
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+ run: uv build
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+
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+ - name: Publish package
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+ uses: pypa/gh-action-pypi-publish@v1.5.0
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+ with:
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+ user: __token__
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+ password: ${{ secrets.PYPI_UPLOAD }}
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+ name: notebooks
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+
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+ on:
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+ push:
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+ branches: [main]
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+
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+ jobs:
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+ pytest:
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+ runs-on: ubuntu-latest
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+ timeout-minutes: 10
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+
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+ strategy:
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+ matrix:
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+ python-version: ["3.13"]
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+
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+ steps:
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+ - name: Check out repository
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+ uses: actions/checkout@v4
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+
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+ - name: Install uv and set the python version
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+ uses: astral-sh/setup-uv@v5
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+ with:
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+ python-version: ${{ matrix.python-version }}
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+ enable-cache: true
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+ cache-dependency-glob: "uv.lock"
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+
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+
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+ - name: Set up R
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+ uses: r-lib/actions/setup-r@v2
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+ with:
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+ r-version: 'release'
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+ use-public-rspm: true
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+
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+ - name: Install Package
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+ run: uv sync --locked --group dev
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+
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+ - name: Add R shared libraries to LD_LIBRARY_PATH
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+ run: |
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+ echo "LD_LIBRARY_PATH=$(python -m rpy2.situation LD_LIBRARY_PATH):\$LD_LIBRARY_PATH" >> $GITHUB_ENV
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+
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+ - name: Debug R environment
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+ run: |
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+ echo "R_HOME=$(R RHOME)"
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+ echo "LD_LIBRARY_PATH=$LD_LIBRARY_PATH"
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+ find $(R RHOME) -name methods.so
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+ find $(R RHOME) -name libR.so
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+
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+
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+ - name: Run pytest
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+ run: uv run pytest tests/notebooks --nbval-lax --nbval-current-env
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+ name: pytest
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+
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+ on:
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+ push:
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+ branches: [main]
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+
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+ jobs:
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+ pytest:
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+ runs-on: ubuntu-latest
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+ timeout-minutes: 10
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+
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+ strategy:
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+ matrix:
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+ python-version: ["3.13"]
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+
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+ steps:
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+ - name: Check out repository
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+ uses: actions/checkout@v4
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+
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+ - name: Install uv and set the python version
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+ uses: astral-sh/setup-uv@v5
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+ with:
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+ python-version: ${{ matrix.python-version }}
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+ enable-cache: true
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+ cache-dependency-glob: "uv.lock"
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+
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+
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+ - name: Set up R
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+ uses: r-lib/actions/setup-r@v2
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+ with:
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+ r-version: 'release'
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+ use-public-rspm: true
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+
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+ - name: Install Package
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+ run: uv sync --locked --group dev
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+
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+ - name: Add R shared libraries to LD_LIBRARY_PATH
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+ run: |
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+ echo "LD_LIBRARY_PATH=$(python -m rpy2.situation LD_LIBRARY_PATH):\$LD_LIBRARY_PATH" >> $GITHUB_ENV
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+
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+ - name: Debug R environment
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+ run: |
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+ echo "R_HOME=$(R RHOME)"
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+ echo "LD_LIBRARY_PATH=$LD_LIBRARY_PATH"
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+ find $(R RHOME) -name methods.so
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+ find $(R RHOME) -name libR.so
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+
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+
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+ - name: Run pytest
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+ run: uv run pytest --cov=liesel_gam
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+
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+ - name: Create coverage badge
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+ uses: tj-actions/coverage-badge-py@v2
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+ with:
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+ output: tests/coverage.svg
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+ overwrite: true
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+
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+ - name: Commit coverage.svg
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+ run: |
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+ git config --local user.name "github-actions[bot]"
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+ git config --local user.email "github-actions[bot]@users.noreply.github.com"
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+ git ls-remote | grep refs/heads/pytest-cov && git remote set-branches --add origin pytest-cov && git fetch
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+ git add tests/coverage.svg
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+ git diff --staged --quiet || git commit -m "Updated coverage.svg"
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+
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+ - name: Push coverage.svg
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+ uses: ad-m/github-push-action@master
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+ with:
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+ github_token: ${{ secrets.GITHUB_TOKEN }}
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+ branch: ${{ github.ref }}
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+ # Byte-compiled / optimized / DLL files
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+ __pycache__/
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+ *.py[cod]
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+ *$py.class
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+ lib64/
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+ var/
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+ wheels/
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+ share/python-wheels/
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+ *.egg-info/
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+ .installed.cfg
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+ *.egg
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+ MANIFEST
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+
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+ # PyInstaller
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+ *.manifest
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+ htmlcov/
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+ .tox/
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+ .nox/
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+ .coverage
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+ .coverage.*
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+ .cache
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+ nosetests.xml
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+ coverage.xml
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+ *.cover
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+ *.py,cover
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+ .hypothesis/
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+ .pytest_cache/
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+ cover/
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+
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+ # Translations
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+ *.pot
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+
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+ # Django stuff:
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+ *.log
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+
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+
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+ # Jupyter Notebook
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+
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+ # IPython
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+ profile_default/
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+ ipython_config.py
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+
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+ # pyenv
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+ # For a library or package, you might want to ignore these files since the code is
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+ # intended to run in multiple environments; otherwise, check them in:
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+ # .python-version
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+ # This is especially recommended for binary packages to ensure reproducibility, and is more
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+
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+ # PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
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+ __pypackages__/
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+
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+ # Celery stuff
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+ celerybeat-schedule
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+
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+ # Environments
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+ .env
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+ # Spyder project settings
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+
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+ # Rope project settings
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+
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+ # mkdocs documentation
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+ /site
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+
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+ # mypy
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+ .mypy_cache/
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+ .dmypy.json
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+ dmypy.json
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+
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+ # Pyre type checker
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+
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+ # Cython debug symbols
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+ # PyCharm
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+ # JetBrains specific template is maintained in a separate JetBrains.gitignore that can
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+ # be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
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+ # and can be added to the global gitignore or merged into this file. For a more nuclear
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+ # option (not recommended) you can uncomment the following to ignore the entire idea folder.
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+ #.idea/
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+
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+ # Ruff stuff:
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+ .ruff_cache/
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+
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+ # PyPI configuration file
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+ .pypirc
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+ .python-version
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+ /.vscode
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+ /tests/data
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+ .DS_Store
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+ # see https://pre-commit.com for more information
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+ # see https://pre-commit.com/hooks.html for more hooks
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+
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+ repos:
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+ - repo: https://github.com/pre-commit/pre-commit-hooks
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+ rev: v5.0.0
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+ hooks:
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+ - id: check-added-large-files
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+ args: ["--maxkb=1000"]
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+ - id: check-yaml
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+ - id: end-of-file-fixer
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+ - id: trailing-whitespace
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+ - repo: https://github.com/astral-sh/ruff-pre-commit
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+ rev: v0.11.8
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+ hooks:
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+ # Run the formatter.
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+ - id: ruff-format
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+ # Run the linter.
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+ - id: ruff
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+ args: [ --fix ]
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+ - repo: local
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+ hooks:
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+ - id: mypy
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+ name: mypy
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+ entry: mypy
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+ language: python
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+ types_or: [python, pyi]
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+ args: [--ignore-missing-imports, --scripts-are-modules]
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+ require_serial: true
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+ exclude: ^docs/
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+ MIT License
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+
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+ Copyright (c) 2025 Liesel
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+
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+ Permission is hereby granted, free of charge, to any person obtaining a copy
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+ of this software and associated documentation files (the "Software"), to deal
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+ in the Software without restriction, including without limitation the rights
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+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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+ copies of the Software, and to permit persons to whom the Software is
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+ furnished to do so, subject to the following conditions:
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+
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+ The above copyright notice and this permission notice shall be included in all
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+ copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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+ SOFTWARE.
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+ Metadata-Version: 2.4
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+ Name: liesel_gam
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+ Version: 0.0.4
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+ Summary: Functionality for Generalized Additive Models in Liesel
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+ Author: Johannes Brachem
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+ License-File: LICENSE
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+ Keywords: machine-learning,statistics
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: License :: OSI Approved :: MIT License
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: 3.13
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+ Requires-Python: >=3.13
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+ Requires-Dist: liesel>=0.4
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+ Description-Content-Type: text/markdown
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+
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+ # Generalized Additive Models Functionality in Liesel
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+
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+ [![pre-commit](https://github.com/liesel-devs/liesel_gam/actions/workflows/pre-commit.yml/badge.svg)](https://github.com/liesel-devs/liesel_gam/actions/workflows/pre-commit.yml)
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+ [![pytest](https://github.com/liesel-devs/liesel_gam/actions/workflows/pytest.yml/badge.svg)](https://github.com/liesel-devs/liesel_gam/actions/workflows/pytest.yml)
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+ [![pytest-cov](tests/coverage.svg)](https://github.com/liesel-devs/liesel_gam/actions/workflows/pytest.yml)
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+
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+ This package provides functionality to make the setup of
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+ semiparametric generalized additive distributional regression models in [Liesel](https://github.com/liesel-devs/liesel)
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+ convenient. It works nicely with [liesel-devs/smoothcon](https://github.com/liesel-devs/smoothcon),
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+ which can be used to obtain basis and penalty matrices from the R package [mgcv](https://cran.r-project.org/web/packages/mgcv/index.html).
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+
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+ ## Disclaimer
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+
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+ This package is experimental and under active development. That means:
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+
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+ - The API cannot be considered stable. If you depend on this package, pin the version.
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+ - Testing has not been extensive as of now. Please check and verify!
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+ - There is currently no documentation beyond this readme.
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+
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+ In any case, this package comes with no warranty or guarantees.
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+
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+ ## Installation
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+
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+ You can install the development version from GitHub via pip:
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+
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+ ```bash
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+ pip install git+https://github.com/liesel-devs/liesel_gam.git
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+ ```
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+
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+ ## Illustration
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+
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+ This is a short pseudo-code illustration without real data. For full examples, please
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+ consider the [notebooks](https://github.com/liesel-devs/liesel_gam/blob/main/notebooks).
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+
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+ ```python
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+ import liesel.model as lsl
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+ import liesel.goose as gs
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+
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+ import liesel_gam as gam
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+
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+ import jax.numpy as jnp
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+ ```
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+
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+ Set up the response model.
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+
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+ ```python
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+ loc = gam.AdditivePredictor("loc")
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+ scale = gam.AdditivePredictor("scale", inv_link=jnp.exp) # terms will be added on the linked level
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+
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+ y = lsl.Var.new_obs(
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+ value=...,
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+ distribution=lsl.Dist(..., loc=loc, scale=scale),
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+ name="y"
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+ )
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+ ```
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+
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+ Add intercept terms
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+
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+ ```python
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+ loc += gam.Intercept(
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+ value=0.0, # this is the default
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+ distribution=None, # this is the default
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+ inference=gs.MCMCSpec(gs.IWLSKernel), # supply inference information here
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+ name="b0"
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+ )
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+
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+ scale += gam.Intercept( # this term will be applied on the log link level
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+ value=0.0,
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+ distribution=None,
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+ inference=gs.MCMCSpec(gs.IWLSKernel),
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+ name="g0"
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+ )
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+
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+ ```
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+
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+ Add a smooth term, which can be any structured additive term defined by a basis matrix
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+ and a penalty matrix. A potentially rank-deficient multivariate normal prior will
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+ be set up for the coefficient of this term.
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+
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+ ```python
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+ loc += gam.SmoothTerm(
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+ basis=...,
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+ penalty=...,
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+ scale=lsl.Var.new_param(..., name="tau"),
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+ inference=gs.MCMCSpec(gs.IWLSKernel),
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+ name="s(x)"
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+ )
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+ ```
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+
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+ Add a linear term.
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+
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+ ```python
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+ loc += gam.LinearTerm(
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+ x=..., # 1d-array or 2d-array are both allowed
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+ distribution=lsl.Dist(...),
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+ inference=gs.MCMCSpec(gs.IWLSKernel),
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+ name="x"
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+ )
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+ ```
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+
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+ Get a Liesel EngineBuilder instance to set up MCMC sampling.
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+
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+ ```python
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+ model = lsl.Model([y])
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+ eb = gs.LieselMCMC(model).get_engine_builder() # get your engine builder instance
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+ ```
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+
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+ ## Contents
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+
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+ ```python
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+ import liesel.model as lsl
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+ import liesel.goose as gs
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+
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+ import liesel_gam as gam
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+ ```
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+
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+ This package provides the following classes and functions:
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+
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+ - `gam.AdditivePredictor`: A `lsl.Var` object that provides a convenient way to define an additive predictor.
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+ - `gam.SmoothTerm`: A `lsl.Var` object that provides a convenient way to set up a structured additive term with a singular multivariate normal prior, given a basis matrix, a penalty matrix, and a `lsl.Var` representing the prior scale parameter.
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+ - The alternative constructor `gam.SmoothTerm.new_ig` can be used to quickly set up a term with an inverse gamma prior on the prior variance parameter. This variance parameter will be initialized with a suitable Gibbs kernel.
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+ - `gam.LinearTerm`: A `lsl.Var` object that provides a convenient way to set up a linear term.
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+ - `gam.Intercept`: A `lsl.Var` parameter object that represents an intercept.
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+ - `gam.Basis`: An observed `lsl.Var` object that represents a basis matrix.
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+
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+ A bit more behind the scenes:
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+
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+ - `gam.MultivariateNormalSingular`: An implementation of the singular multivariate normal distribution in the `tensorflow_probability` interface.
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+ - `gam.star_ig_gibbs` and `gam.init_star_ig_gibbs`: Shortcuts for setting up a `gs.GibbsKernel` for a variance parameter with an inverse gamma prior.
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+
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+ ## Usage
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+
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+ Usage is illustrated in the following notebooks.
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+
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+ - [notebooks/test_gam_gibbs.ipynb](https://github.com/liesel-devs/liesel_gam/blob/main/notebooks/test_gam_gibbs.ipynb): Uses the `gam.SmoothTerm.new_ig` constructor for the quickest and most convenient setup.
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+ - [notebooks/test_gam_manual.ipynb](https://github.com/liesel-devs/liesel_gam/blob/main/notebooks/test_gam_manual.ipynb): Uses `gam.SmoothTerm` with a manually initialized scale parameter. This is less convenient, but demonstrates how to use any `lsl.Var` for the scale parameter.
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+
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+ ## Usage with bases and penalties from `mgcv` via `smoothcon`
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+
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+ We can get access to a large class of possible basis and penalty matrices by
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+ interfacing with the wonderful R package [mgcv](https://cran.r-project.org/web/packages/mgcv/index.html)
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+ via [liesel-devs/smoothcon](https://github.com/liesel-devs/smoothcon).
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+
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+ Example notebooks that illustrate smoothcon usage are provided in the [smoothcon
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+ repository](https://github.com/liesel-devs/smoothcon/tree/main/notebooks).