adapting linearmodel and it's tests to use sklearn-only approach

Author: michaelraczycki

pymc_experimental/preprocessing/__init__.py

@@ -0,0 +1,16 @@
+import pandas as pd
+from sklearn.base import BaseEstimator, TransformerMixin
+from sklearn.preprocessing import StandardScaler
+
+
+class StandardScalerDF(StandardScaler, TransformerMixin, BaseEstimator):
+    def __init__(self, with_mean=True, with_std=True):
+        super().__init__(with_mean=with_mean, with_std=with_std)
+
+    def transform(self, X, y=None):
+        z = super().transform(X)
+        return pd.DataFrame(z, index=X.index, columns=X.columns)
+
+    def fit_transform(self, X, y=None):
+        z = super().fit_transform(X)
+        return pd.DataFrame(z, index=X.index, columns=X.columns)