Contents

statsmodels 0.13.2

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Statistical computations and models for Python

Statistical computations and models for Python

Stars: 7629, Watchers: 7629, Forks: 2547, Open Issues: 2387

The statsmodels/statsmodels repo was created 11 years ago and was last updated 2 hours ago.
The project is extremely popular with a mindblowing 7629 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
License
BSD License
Homepage
https://www.statsmodels.org/
PyPi
https://pypi.org/project/statsmodels/
GitHub Repo
https://github.com/statsmodels/statsmodels

Classifiers

  • Office/Business/Financial
  • Scientific/Engineering
No  statsmodels  pypi packages just yet.

Errors

A list of common statsmodels errors.

Code Examples

Here are some statsmodels code examples and snippets.

GitHub Issues

The statsmodels package has 2387 open issues on GitHub

  • Unknown issue with - damped_trend=True
  • OrderedResults.save: pickling not supported
  • ENH: get_prediction inference for in-sample statistics, correlation to score_obs, ATE
  • ENH: use scipy.stats.studentized_range in tukey hsd when available
  • ENH: Treatment effect rebased
  • ENH: heckman endogenous sample selection with non-gaussian errors
  • ENH/REF/DOC improve hurdle and truncated count models
  • GAM: help matching to R's mgcv package (interactions, random effects, categorical variables, etc)
  • Structural VAR
  • Distributed Estimation example for Seasonal-Trend decomposition using LOESS (STL)
  • Theta forecasting model gives forecasts around 100 even if test data is in range of -5% to 5 %
  • ENH: enhancements to hurdle count model, GLM or binary models as zero model
  • ENH: hurdle count models - joint estimation and common parameters
  • ENH: add zero-modified distribution
  • ENH/Design: diagnostics based on linear predictor or tranformed distribution

See more issues on GitHub

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