statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- BUG: GLM score_test singular matrix
- Inconsistent behaviour of statsmodels.stats.weightstats.DescrStatsW
- CompareMeans summary: Add pandas columns names
- Some perhaps significant changes and advices for summary2
- varmax with TypeError: not all arguments converted during string formatting
- ENH: Vectorized OLS, simplified Multivariate Linear Regression using OLS
- SUMM: generic enhancements GLM, discrete
- ENH/Design: warn users if there is no constant ?
- ENH: RecursiveLS: Add recursive t-test
- ENH: speeding up model training by moving it to GPU?
- Docs
- Python not yet supported