statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- ECDF doesn't handle missing data well.
- DOC - add dataset and examples on conditional models
- Goodness-of-fit test for MNLogit results
- Initial value calculation for seasonality of ExponentionalSmoothing need a check and better error message
- FAQ: Contributions Welcome
- KDEMultivariateConditional.cdf inefficient and unnecessary looping
- UnobservedComponents: time-varying regression coefficients
- Getting a static and dynamic forecast from a VAR model
- WIP: Overflow protected exponential functions
- ENH: Partial least squares (PLS) regression
- Docs
- Python not yet supported