{"id":16499474,"url":"https://github.com/tpapp/batchols.jl","last_synced_at":"2026-03-06T13:03:16.537Z","repository":{"id":55588575,"uuid":"101217076","full_name":"tpapp/BatchOLS.jl","owner":"tpapp","description":"Fast likelihood-based OLS calculations with the same regressor matrix.","archived":false,"fork":false,"pushed_at":"2020-12-20T09:13:11.000Z","size":7,"stargazers_count":1,"open_issues_count":3,"forks_count":1,"subscribers_count":1,"default_branch":"master","last_synced_at":"2026-01-20T20:04:08.197Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Julia","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/tpapp.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE.md","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2017-08-23T19:23:50.000Z","updated_at":"2019-06-14T01:45:59.000Z","dependencies_parsed_at":"2022-08-15T03:50:21.686Z","dependency_job_id":null,"html_url":"https://github.com/tpapp/BatchOLS.jl","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/tpapp/BatchOLS.jl","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FBatchOLS.jl","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FBatchOLS.jl/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FBatchOLS.jl/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FBatchOLS.jl/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/tpapp","download_url":"https://codeload.github.com/tpapp/BatchOLS.jl/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/tpapp%2FBatchOLS.jl/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":30178286,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-03-06T12:39:21.703Z","status":"ssl_error","status_checked_at":"2026-03-06T12:36:09.819Z","response_time":250,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-10-11T14:53:04.850Z","updated_at":"2026-03-06T13:03:16.515Z","avatar_url":"https://github.com/tpapp.png","language":"Julia","funding_links":[],"categories":[],"sub_categories":[],"readme":"# BatchOLS\n\n[![Project Status: WIP – Initial development is in progress, but there has not yet been a stable, usable release suitable for the public.](http://www.repostatus.org/badges/latest/wip.svg)](http://www.repostatus.org/#wip)\n[![Build Status](https://travis-ci.org/tpapp/BatchOLS.jl.svg?branch=master)](https://travis-ci.org/tpapp/BatchOLS.jl)\n[![Coverage Status](https://coveralls.io/repos/tpapp/BatchOLS.jl/badge.svg?branch=master\u0026service=github)](https://coveralls.io/github/tpapp/BatchOLS.jl?branch=master)\n[![codecov.io](http://codecov.io/github/tpapp/BatchOLS.jl/coverage.svg?branch=master)](http://codecov.io/github/tpapp/BatchOLS.jl?branch=master)\n\nMaximum likelihood estimation and likelihood calculations for regressions of the form\n```\ny = X⋅β + ϵ\n\nϵ ∼ Normal(0, v), IID\n```\nwhere `β` are the coefficients and `v` is the variance of the error term.\n\nThe key features are\n\n1. type stability, also for `ForwardDiff.Dual` numbers,\n\n2. fast calculations for regressions using the same `X`.\n\nExample:\n```julia\nimport BatchOLS # no exported symbols\n\nN = 100\nK = 3\nX = randn(N, K)\nrhs = BatchOLS.RHS(X)\n\n## maximum likelihood estimation\nfor _ in 1:100\n    y = randn(N)\n    β, v = BatchOLS.ML_βv(y, rhs)\nend\n\n## loglikelihood calculation\nβ′ = randn(K)\ny = randn(N)\nℓ = BatchOLS.loglikelihood(y, rhs, β′, 1.0)\n```\n\nThe code is fairly trivial, I put it in a package to allow rigorous automated testing after optimizations, especially for type inference.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ftpapp%2Fbatchols.jl","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Ftpapp%2Fbatchols.jl","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ftpapp%2Fbatchols.jl/lists"}