statsmodels 0.14.6

Statistical computations and models for Python

Stars: 11251, Watchers: 11251, Forks: 3319, Open Issues: 2970

The statsmodels/statsmodels repo was created 14 years ago and the last code push was 1 months ago.
The project is extremely popular with a mindblowing 11251 github stars!

How to Install statsmodels

You can install statsmodels using pip

pip install statsmodels

or add it to a project with poetry

poetry add statsmodels

Package Details

Author

None

License

BSD License

Homepage

https://www.statsmodels.org/

PyPi:

https://pypi.org/project/statsmodels/

Documentation:

https://www.statsmodels.org/stable/index.html

GitHub Repo:

https://github.com/statsmodels/statsmodels

Classifiers

• Office/Business/Financial
• Scientific/Engineering

Related Packages

Errors

A list of common statsmodels errors.

Code Examples

Here are some statsmodels code examples and snippets.

GitHub Issues

The statsmodels package has 2970 open issues on GitHub

• BUG: raise error for invalid endog input in emplike.DescStat
• BUG: implement fit_regularized for HurdleCountModel
• Polars Support?
• Please provide example/guide for UECM model
• MAINT: Cleanup dead code, address FIXMEs, and fix Kalman filter prediction corner case #9740
• MAINT: Improve codebase maintainability and fix Kalman filter corner case
• Missing math library linking causes undefined symbol errors (both setuptools and meson)
• ENH: Add a small helper to check estimator sensitivity to sample size (conditioning)
• [FEAT] add fama_macbeth regression
• Feature Request: Fama-Macbeth for two-stage regression with HAC standard errors
• MAINT: lazy_apply patsy/pandas compatibility
• proportions_ztest result can not match with theory
• Prediction with the RecursiveLS method
• Support free-threaded CPython
• Fast non-linear non-Gaussian State Space models estimation feature

See more issues on GitHub