Added
- Trivial `inverse_transform` method that returns the input to `TruncateTransformer`, `TargetOutlierCorrectionTransformer`, and `TargetStructuralBreakCorrectionTransformer`. This addition allows using these transformers in `sklearn.compose.TransformedTargetRegressor` as `tranformer` argument for trivial inverse transform of pipeline predictions.
- Argument `weights` in `HandCraftedLinearModel`. It is a function that is applied to endogenous variable and passed to WLS for fitting.
Changed
- Expose fitted attributes with trailing underscore: `x_train_`, `y_train_`, `fit_results_`.
- Expose model parameters, e.g. `endog_transform` and `exog_transform` in `H andCraftedLinearModel`.