statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- ENH: matrix tools for covariances
- WIP ENH: cov and matrix tools to work with covariances and correlations
- ENH: add callback weight and cov function options to GMM
- coint()
- SUMM/FAQ: empty cells, unobserved effects, categorical interactions
- ENH: more flexibility in wald_test_terms
- REF/Design explicit internal nan policy
- ENH: raise more informative ValueErrors, e.g. input dimension
- shape mismatch issue when using Mice imputer
- WIP ENH: SURCompact
- Docs
- Python not yet supported