Normetrics: A unified API for norm-based linear models (white paper)

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GitHub - PPenelle/-NORMETRICS-: Normetrics™ — A unified API for norm-based linear models · GitHub

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Normetrics White Paper_June_2_2026.pdf

Normetrics White Paper_June_2_2026.pdf

README.md

README.md

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-NORMETRICS-

Normetrics™ — A unified API for norm-based linear models

Normetrics is an API for defining and running linear models using a unified formulation based on linear operators and norm-based objectives.

It provides a consistent way to express commonly used techniques such as:

Ordinary least squares (OLS)

Generalized least squares (GLS)

Fixed-effects and difference models

Instrumental variables (IV / 2SLS)

Moment-based estimation (GMM-style formulations)

Normetrics supports multiple loss geometries:

L2 (mean-based estimation)

L1 (robust / median-based estimation)

L∞ (minimax / worst-case estimation)

and allows these to be combined with regularization techniques such as L1, L2, and elastic net.

White Paper

Please consult the White Paper.

Status

This project is in active development.

License

Normetrics™ is proprietary software and is not offered under a free-use or open-source license. All rights reserved. It is offered under commercial license. Interested parties can contact ppenelle@icloud.com

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Normetrics™ — A unified API for norm-based linear models

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