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:
RevisionActionfile
1.7modifypkgsrc/math/py-statsmodels/Makefile
1.6modifypkgsrc/math/py-statsmodels/PLIST
1.5modifypkgsrc/math/py-statsmodels/distinfo