statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- Request : OLS should have feature to drop np.inf or -np.inf
- SARIMAX: incremental Kalman filter (question)
- pull_LinearIVGMM.fitgmm
- Generating One Generalized Model for Multiple Datasets?
- FAQ/DOC: statsmodels.nonparametric.kde.kdensity: Epanechnikov bandwidth differs
- ENH: Testing instruments Weakness in 2SLS regression
- DOCS: Dynamic factor notebook specifications
- Runtime warnings in cohens_kappa for degenerate input data
- FAQ: statsmodels equivalent to R's "estimable" from gmodels
- C statistic
- Docs
- Python not yet supported