2020-05-03 18:13:11 by Min Sik Kim | Files touched by this commit (3) |
Log message:
math/py-statsmodels: Update to 0.11.1
Major Features:
- Allow fixing parameters in state space models
- Add new version of ARIMA-type estimators (AR, ARIMA, SARIMAX)
- Add STL decomposition for time series
- Functional SIR
- Zivot Andrews test
- Added Oaxaca-Blinder Decomposition
- Add rolling WLS and OLS
- Replacement for AR
Performance Improvements:
- Cythonize innovations algo and filter
- Only perform required predict iterations in state space models
- State space: Improve low memory usability; allow in fit, loglike
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2020-01-08 02:23:22 by Min Sik Kim | Files touched by this commit (4) |
Log message:
math/py-statsmodels: Update to 0.10.2
This is a major release from 0.9.0 and includes a number new
statistical models and many bug fixes.
Highlights include:
* Generalized Additive Models. This major feature is experimental and
may change.
* Conditional Models such as ConditionalLogit, which are known as
fixed effect models in Econometrics.
* Dimension Reduction Methods include Sliced Inverse Regression,
Principal Hessian Directions and Sliced Avg. Variance Estimation
* Regression using Quadratic Inference Functions (QIF)
* Gaussian Process Regression
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2019-09-27 11:00:38 by Thomas Klausner | Files touched by this commit (2) | |
Log message:
py-statsmodels: update to 0.9.0nb2.
Remove some .so files from the PLIST that are not built for me
nor in mef's 9.0 bulk build.
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2019-06-17 07:29:43 by Adam Ciarcinski | Files touched by this commit (1) |
Log message:
py-statsmodels: fix for newer SciPy
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2018-07-05 15:09:11 by Adam Ciarcinski | Files touched by this commit (3) | |
Log message:
py-statsmodels: updated to 0.9.0
0.9.0:
The Highlights
--------------
statespace refactoring, Markov Switching Kim smoother
3 Google summer of code (GSOC) projects merged - distributed estimation - VECM \
and enhancements to VAR (including cointegration test) - new count models: \
GeneralizedPoisson, zero inflated models
Bayesian mixed GLM
Gaussian Imputation
new multivariate methods: factor analysis, MANOVA, repeated measures within ANOVA
GLM var_weights in addition to freq_weights
Holt-Winters and Exponential Smoothing
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2017-05-21 11:07:37 by Adam Ciarcinski | Files touched by this commit (3) | |
Log message:
Release 0.8.0
The main features of this release are several new time series models based on \
the statespace framework, multiple imputation using MICE as well as many other \
enhancements. The codebase also has been updated to be compatible with recent \
numpy and pandas releases.
Statsmodels is using now github to store the updated documentation which is \
available under http://www.statsmodels.org/stable for the last release, and \
http://www.statsmodels.org/dev/ for the development version.
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2016-07-15 09:35:50 by Thomas Klausner | Files touched by this commit (4) |
Log message:
Import py-statsmodels-0.8.0rc1 as math/py-statsmodels.
Packaged for wip by Kamel Ibn Aziz Derouiche and myself.
Statsmodels is a Python package that provides a complement to scipy
for statistical computations including descriptive statistics and
estimation and inference for statistical models
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