ENH: Added the fundamental code for building OnPLS models.

Author: tomlof

LICENSE

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+The BSD 3-Clause License
+
+Copyright (c) 2013-2014, CEA/DSV/I2BM/Neurospin
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+1. Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+
+3. Neither the name of the CEA/DSV/I2BM/Neurospin nor the names of its
+   contributors may be used to endorse or promote products derived from this
+   software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

OnPLS/__init__.py

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+# -*- coding: utf-8 -*-
+"""
+The :mod:`OnPLS` module includes several different machine learning methods
+for linear projection-based latent variable methods.
+
+Created on Sun Aug 21 12:42:11 2016
+
+Copyright (c) 2016, Tommy Löfstedt. All rights reserved.
+
+@author:  Tommy Löfstedt
+@email:   [email protected]
+@license: BSD 3-clause.
+"""
+from OnPLS import consts
+from OnPLS import estimators
+from OnPLS import utils
+
+__version__ = "0.0.1"
+
+__all__ = ["consts", "estimators", "utils"]

OnPLS/consts.py

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+# -*- coding: utf-8 -*-
+"""
+The :mod:`OnPLS.consts` module contains constants used in the package.
+
+Created on Fri Jul 22 21:55:44 2016
+
+Copyright (c) 2016, Tommy Löfstedt. All rights reserved.
+
+@author:  Tommy Löfstedt
+@email:   [email protected]
+@license: BSD 3-clause.
+"""
+import numpy as np
+
+__all__ = ["TOLERANCE", "MAX_ITER", "FLOAT_EPSILON", "FLOAT_INF",
+           "LIMIT_R2"]
+
+# Settings
+TOLERANCE = 5e-8
+
+# TODO: MAX_ITER is heavily algorithm-dependent, so we have to think about if
+# we should include a package-wide maximum at all.
+MAX_ITER = 1000
+
+FLOAT_EPSILON = np.finfo(float).eps
+
+FLOAT_INF = np.inf
+
+LIMIT_R2 = 0.01