stepshift

Stepshift is a package that implements the stepshifting algorithm described in appendix A of
Hegre et al. (2020).

Installation

Stepshift is currently only distributed as a source distribution, which means that the end user needs a C compiler. This means that OSX users need to have Xcode installed on their system before proceeding. In addition, the numpy requirement is quite strict, since stepshift uses the Numpy C API via Cython.

Install by running:

pip install stepshift

Usage

Stepshift has a module called stepshift.views which contains a class called StepshiftedModels. This class wraps the stepshifting procedure, exposing a simple, Scikit-Learn-like (but not equivalent) API. The model takes three arguments: A scikit learn estimator, a list containing integers, which denotes the steps, and a string variable which is the name of the dependent variable:

from sklearn.linear_model import LogisticRegression
from stepshift.views import StepshiftedModels

mdl = StepshiftedModels(LogisticRegression(),[1,2,3,4,5,6,7,8],"outcome")