Path to this page:
Subject: CVS commit: pkgsrc/math/py-statsmodels
From: Min Sik Kim
Date: 2020-05-03 18:13:11
Message id: 20200503161311.C5700FB27@cvs.NetBSD.org
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
Files: