Metadata-Version: 2.1
Name: fracridge
Version: 1.2
Summary: Fractional Ridge Regression
Home-page: https://nrdg.github.io/fracridge
Author: Ariel Rokem and Kendrick Kay
Author-email: arokem@gmail.com
Maintainer: Ariel Rokem
Maintainer-email: arokem@gmail.com
License: BSD License
Download-URL: https://github.com/nrdg/fracridge
Platform: OS Independent
Classifier: Development Status :: 3 - Alpha
Classifier: Environment :: Console
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: BSD License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Topic :: Scientific/Engineering
Requires-Python: >=3.6
Description-Content-Type: text/markdown
Requires-Dist: scikit-learn
Requires-Dist: numba
Requires-Dist: setuptools-scm
Requires-Dist: pillow
Provides-Extra: dev
Requires-Dist: matplotlib ; extra == 'dev'
Requires-Dist: pytest ; extra == 'dev'
Requires-Dist: pytest-cov ; extra == 'dev'
Requires-Dist: pytest-benchmark ; extra == 'dev'
Requires-Dist: sphinx ; extra == 'dev'
Requires-Dist: sphinx-gallery ; extra == 'dev'
Requires-Dist: numpydoc ; extra == 'dev'
Requires-Dist: sphinx-rtd-theme ; extra == 'dev'
Requires-Dist: sphinx-copybutton ; extra == 'dev'
Requires-Dist: sphinxcontrib-matlabdomain ; extra == 'dev'
Requires-Dist: flake8 ; extra == 'dev'

# fracridge

[![DOI](https://zenodo.org/badge/261540866.svg)](https://zenodo.org/badge/latestdoi/261540866)

Is an implementation of fractional ridge regression (FRR).

## Installation:

### MATLAB

Download and copy the files from the
[https://github.com/nrdg/fracridge/tree/master/matlab](MATLAB directory) into
your MATLAB path.

### Python

To install the release version:

    pip install fracridge

Or to install the development version:

    pip install -r requirements.txt
    pip install .

## Usage

### MATLAB

    [coef,alphas] = fracridge(X,fracs,y,tol,mode)


### Python

There's a functional API:

    from fracridge import fracridge
    coefs, alphas = fracridge(X, y, fracs)

Or a sklearn-compatible OO API:

    from fracridge import FracRidge
    fr = FracRridge(fracs=fracs)
    fr.fit(X, y)
    coefs = fr.coef_
    alphas = fr.alpha_

## Online documentation

[https://nrdg.github.io/fracridge/](https://nrdg.github.io/fracridge/)

## How to cite

Please cite our preprint: "Fractional ridge regression: a fast, interpretable
reparameterization of ridge regression" (2020), Rokem & Kay,
https://arxiv.org/abs/2005.03220

