statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- `pairwise_tukeyhsd` output table and `meandiff` confusing convention
- REF: inconsistencies in GLM, discrete
- ENH: OrderedModel - make params_table for linear thresholds available
- adfuller gives me an incorrect result. Is the numerical stability low ?
- BUG: don't raise if initial x is singular in recursive_olsresiduals, linear_harvey_collier
- ENH: post-estimation, margins for OrderedModel
- ENH: new ordered models, add generalized ordered logit and generalized ordered link models
- A Class for Brant test for OrderedModel (using Python)
- FAQ: Hardcoded method in `ETSModel.fit()`
- ENH: predict tools, helper function using pandas for exog grid
- Docs
- Python not yet supported