statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- KernelReg performance in a for loop
- ENH: Add plot_states and Pandas filtered state functions to MLEModel
- SUMM/Overview/Roadmap: multivariate
- ENH: factors, PCA, PLS with 3d, functional data and forecasting
- ENH: Include FRED-MD dataset?
- ENH: canonical correlation as supervised PCA, Factor Analysis
- ENH/Review procrustes in factor_rotation
- BUG/ENH: rotation promax is not "standard"
- ENH: factor analysis Heywood cases
- DOC: location of ANOVA, AnovaRM
- Docs
- Python not yet supported