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Subject: CVS commit: pkgsrc/math/py-statsmodels
From: Patrick Welche
Date: 2021-04-06 14:16:47
Message id: 20210406121647.66131FA95@cvs.NetBSD.org
Log Message:
Update py-statsmodels to 0.12.2
Many many changes including
Oneway ANOVA-type analysis
~~~~~~~~~~~~~~~~~~~~~~~~~~
Several statistical methods for ANOVA-type analysis of k independent samples
have been added in module :mod:`~statsmodels.stats.oneway`. This includes
standard Anova, Anova for unequal variances (Welch, Brown-Forsythe for mean),
Anova based on trimmed samples (Yuen anova) and equivalence testing using
the method of Wellek.
Anova for equality of variances or dispersion are available for several
transformations. This includes Levene test and Browne-Forsythe test for equal
variances as special cases. It uses the `anova_oneway` function, so unequal
variance and trimming options are also available for tests on variances.
Several functions for effect size measures have been added, that can be used
for reporting or for power and sample size computation.
Multivariate statistics
~~~~~~~~~~~~~~~~~~~~~~~
The new module :mod:`~statsmodels.stats.multivariate` includes one and
two sample tests for multivariate means, Hotelling's t-tests',
:func:`~statsmodels.stats.multivariate.test_mvmean`,
:func:`~statsmodels.stats.multivariate.test_mvmean_2indep` and confidence
intervals for one-sample multivariate mean
:func:`~statsmodels.stats.multivariate.confint_mvmean`
Additionally, hypothesis tests for covariance patterns, and for oneway equality
of covariances are now available in several ``test_cov`` functions.
New exponential smoothing model: ETS (Error, Trend, Seasonal)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- Class implementing ETS models \
:class:`~statsmodels.tsa.exponential_smoothing.ets.ETSModel`.
- Includes linear and non-linear exponential smoothing models
- Supports parameter fitting, in-sample prediction and out-of-sample
forecasting, prediction intervals, simulation, and more.
- Based on the innovations state space approach.
Forecasting Methods
~~~~~~~~~~~~~~~~~~~
Two popular methods for forecasting time series, forecasting after
STL decomposition (:class:`~statsmodels.tsa.forecasting.stl.STLForecast`)
and the Theta model
(:class:`~statsmodels.tsa.forecasting.theta.ThetaModel`) have been added.
See 0.12.0-0.12.2 at https://www.statsmodels.org/stable/release/
for the full story, including deprecations.
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