statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- VARProcess `exog` vs `intercept`
- REF: exog_names versus param_names
- ENH: summary_table, select or drop some params
- REF: update conventions in GMM, API changes
- LikelihoodModel "copied from model.py" should be removed from garch
- Which sandbox models are “real”?
- TypeError when using statsmodels.OLS with NaNs and missing = 'drop'
- RLM._initialize docstring correct?
- results_arima unloadable
- ENH: information criteria or penalized mean squared error on subsample
- Docs
- Python not yet supported