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simon-hirsch authored Jul 10, 2024
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This package provides online estimation of models for distributional regression respectively models for conditional heteroskedastic data. The main contribution is an online/incremental implementation of the generalized additive models for location, shape and scale (GAMLSS, see [Rigby & Stasinopoulos, 2005](https://academic.oup.com/jrsssc/article-abstract/54/3/507/7113027)) developed in Hirsch, Berrisch & Ziel, 2024.

Please have a look at the [documentation](https://simon-hirsch.github.io/rolch/) or the [example notebook](https://github.com/simon-hirsch/rolch/blob/main/example.ipynb).

We're actively working on the package and welcome contributions from the community.

## Install from PyPI
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