[ENH] GaussianRegressor using statsmodels GLM with gaussian link (#…

…222) #### Reference Issues/PRs Implements a GLM model for the gaussian link in #7 #### What does this implement/fix? Explain your changes. The Gaussian Regressor is a direct interface to the statsmodels package's GLM model
sktime · Mar 31, 2024 · 91ca77a · 91ca77a
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diff --git a/docs/source/api_reference/regression.rst b/docs/source/api_reference/regression.rst
@@ -101,6 +101,7 @@ Linear regression
 
     ARDRegression
     BayesianRidge
+    GLMRegressor
 
 Gaussian process and kernel regression
 --------------------------------------

diff --git a/skpro/regression/linear/__init__.py b/skpro/regression/linear/__init__.py
@@ -1,9 +1,11 @@
 """Linear regression models."""
 # copyright: skpro developers, BSD-3-Clause License (see LICENSE file)
 
+from skpro.regression.linear._glm import GLMRegressor
 from skpro.regression.linear._sklearn import ARDRegression, BayesianRidge
 
 __all__ = [
     "ARDRegression",
     "BayesianRidge",
+    "GLMRegressor",
 ]