statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- ENH: added intervening_variable.py and tests. Updated docs accordingly
- ENH/BUG: allow fit keyword ridge_factor in newton
- BUG: cov_params is positive definite even though exog is singular
- ENH: df_resid for exog with structural zeros
- Seasonal decompose seasonality data issue
- BUG: SARIMAX with time-varying coefficients works when model is (1,1,0) or (0,1,1), but raises an error when model set to (0,1,0)
- ENH: enhance _MultivariateOLS, MANOVA, code duplication,
- SUMM: singular exog (again)
- CombineResult.plot_forest(ax=ax) does not pass ax to dot_plot()
- Same code+Data+Statsmodels Version -> Different Results
- Docs
- Python not yet supported