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python3-statsmodels
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File python3-statsmodels.changes of Package python3-statsmodels
------------------------------------------------------------------- Fri Oct 28 15:10:58 UTC 2016 - toddrme2178@gmail.com - Fix download URL. ------------------------------------------------------------------- Fri Jul 29 15:54:24 UTC 2016 - toddrme2178@gmail.com - Update to Release 0.8.0rc1 + Release summary The main features of this release are several new time series models based on the statespace framework, multiple imputation using MICE as well as many other enhancements. The codebase also has been updated to be compatible with recent numpy and pandas releases. + Statespace Models * Building on the statespace framework and models added in 0.7, this release includes additional models that build on it. + Kalman Smoother * The Kalman smoother (introduced in #2434) allows making inference on the unobserved state vector at each point in time using data from the entire sample. In addition to this improved inference, the Kalman smoother is required for future improvements such as simulation smoothing and the expectation maximization (EM) algorithm. * As a result of this improvement, all state space models now inherit a `smooth` method for producing results with smoothed state estimates. In addition, the `fit` method will return results with smoothed estimates at the maximum likelihood estimates. + Postestimation * Improved post-estimation output is now available to all state space models (introduced in #2566). This includes the new methods `get_prediction` and `get_forecast`, providing standard errors and confidence intervals as well as point estimates, `simulate`, providing simulation of time series following the given state space process, and `impulse_responses`, allowing computation of impulse responses due to innovations to the state vector. + Diagnostics * `test_normality` implements the Jarque-Bera test for normality of residuals * `test_heteroskedasticity` implements a test for homoskedasticity of residuals similar to the Goldfeld-Quandt test * `test_serial_correlation` implements the Ljung-Box (or Box-Pierce) test for serial correlation of residuals + Unobserved Components * The class of univariate Unobserved Components models (also known as structural time series models) are now available (introduced in #2432). This includes as special cases the local level model and local linear trend model. Generically it allows decomposing a time series into trend, cycle, seasonal, and irregular components, optionally with exogenous regressors and / or autoregressive errors. + Multivariate Models * Two standard multivariate econometric models - vector autoregressive moving-average model with exogenous regressors (VARMAX) and Dynamic Factors models - are now available (introduced in #2563). The first is a popular reduced form method of exploring the covariance in several time series, and the second is a popular reduced form method of extracting a small number of common factors from a large dataset of observed series. + Recursive least squares * A model for recursive least squares, also known as expanding-window OLS, is now available in `statsmodels.regression` (introduced in #2830). + Other improvements to the state space framework include: * Improved missing data handling #2770, #2809 * Ongoing refactoring and bug fixes in fringes and corner cases + New functionality in statistics * Contingency Tables #2418 (Kerby Shedden) * Local FDR, multiple testing #2297 (Kerby Shedden) * Mediation Analysis #2352 (Kerby Shedden) * weighted quantiles in DescrStatsW #2707 (Kerby Shedden) + Duration * Kaplan Meier Survival Function #2614 (Kerby Shedden) * Cumulative incidence rate function #3016 (Kerby Shedden) * frequency weights in Kaplan-Meier #2992 (Kerby Shedden) + Imputation * new subpackage in `statsmodels.imputation` * MICE #2076 (Frank Cheng GSOC 2014 and Kerby Shedden) * Imputation by regression on Order Statistic #3019 (Paul Hobson) + Time Series Analysis * Markov Switching Models Markov switching dynamic regression and autoregression models are now available (introduced in #2980 by Chad Fulton). These models allow regression effects and / or autoregressive dynamics to differ depending on an unobserved "regime"; in Markov switching models, the regimes are assumed to transition according to a Markov process. + Statistics * KPSS stationarity, unit root test #2775 (N-Wouda) * The Brock Dechert Scheinkman (BDS) test for nonlinear dependence is now available (introduced in #934 by Chad Fulton) + Penalized Estimation * Elastic net: fit_regularized with L1/L2 penalization has been added to OLS, GLM and PHReg (Kerby Shedden) + GLM * Tweedie is now available as new family #2872 (Peter Quackenbush, Josef Perktold) * frequency weights for GLM (currently without full support) # * more flexible convergence options #2803 (Peter Quackenbush) + Multivariate * new subpackage that currently contains PCA * PCA was added in 0.7 to statsmodels.tools and is now in statsmodels.multivariate + Documentation * New doc build with latest jupyter and Python 3 compatibility (Tom Augspurger) + several existing functions have received improvements * seasonal_decompose: improved periodicity handling #2987 (ssktotoro ?) * tools add_constant, add_trend: refactoring and pandas compatibility #2240 (Kevin Sheppard) * acf, pacf, acovf: option for missing handling #3020 (joesnacks ?) * acf, pacf plots: allow array of lags #2989 (Kevin Sheppard) * io SimpleTable (summary): allow names with special characters #3015 (tvanessa ?) * tsa tools lagmat, lagmat2ds: pandas support #2310 #3042 (Kevin Sheppard) * CompareMeans: from_data, summary methods #2754 (Valery Tyumen) + Major Bugs fixed * see github issues + Backwards incompatible changes and deprecations * predict now returns a pandas Series if the exog argument is a DataFrame * PCA moved to multivariate compared to 0.7 - Update to Release 0.7.0 (never officially released) + Principal Component Analysis * Options to control the standardization (demeaning/studentizing) * Scree plotting * Information criteria for selecting the number of factors * R-squared plots to assess component fit * NIPALS implementation when only a small number of components are required and the dataset is large * Missing-value filling using the EM algorithm + Regression graphics for GLM/GEE * Added variable plots, partial residual plots, and CERES residual plots are available for GLM and GEE models by calling the methods `plot_added_variable`, `plot_partial_residuals`, and `plot_ceres_residuals` that are attached to the results classes. + State Space Models * State space methods provide a flexible structure for the estimation and analysis of a wide class of time series models. The Statsmodels implementation allows specification of state models, fast Kalman filtering, and built-in methods to facilitate maximum likelihood estimation of arbitrary models. One of the primary goals of this module is to allow end users to create and estimate their own models. Below is a short example demonstrating the ease with which a local level model can be specified and estimated: + Time Series Models (ARIMA) with Seasonal Effects * Additive and multiplicative seasonal effects * Flexible trend specications * Regression with SARIMA errors * Regression with time-varying coefficients * Measurement error in the endogenous variables + Generalized Estimating Equations GEE * EquivalenceClass covariance structure allows covariances to be specified by arbitrary collections of equality constraints #2188 * add weights #2090 * refactored margins #2158 + MixedLM * added variance components support for MixedLM allowing a wider range of random effects structures to be specified * performance improvements from use of sparse matrices internally for random effects design matrices. + Other important new features * GLM: add scipy-based gradient optimization to fit #1961 (Kerby Shedden) * wald_test_terms: new method of LikelihoodModels to compute wald tests (F or chi-square) for terms or sets of coefficients #2132 (Josef Perktold) * add cov_type with fixed scale in WLS to allow chi2-fitting #2137 #2143 (Josef Perktold, Christoph Deil) * VAR: allow generalized IRF and FEVD computation #2067 (Josef Perktold) * get_prediction new method for full prediction results (new API convention) + Major Bugs fixed * see github issues for a full list * bug in ARMA/ARIMA predict with `exog` #2470 * bugs in VAR * x13: python 3 compatibility ------------------------------------------------------------------- Thu Dec 18 18:36:52 UTC 2014 - arun@gmx.de - specfile: update copyright year - update to version 0.6.1: * PR #2111: Mixed profile * PR #2053: Add NominalGEE and OrdinalGEE to api * PR #2105: BUG: Avoid returning nans in lowess. * PR #2066: fixes #2065 (missing np) * PR #2089: BUG: Fix pos. def check in logdet * PR #2097: BUG: Make sure RE names are properly handled in MixedLM. * PR #2093: Add user control over what happens if a constant is already present. * PR #2084: BUG: Correct issue if patsy handles missing. Closes #2083. * #2102: MixedLM profile likelihood issue * #1798: lowess silently returns nans * #2065: In tukey_hsd.plot_simultaneous - “ones” not defined. * #2087: slogdet positive-definite check is wrong * #2099: Error in accessing mixedlm results with random slopes * #2043: ValueError on tsa with constant column * #2083: BUG: rlm errors on missing values ------------------------------------------------------------------- Thu Nov 6 10:05:39 UTC 2014 - toddrme2178@gmail.com - Updated to version 0.6.0. Highlights: * Generalized Estimating Equation models * Linear Mixed Effects Models * Wrapper code for using X-12-ARIMA/X13-ARIMA-SEATS * Substantial optimization in the ARIMA estimation code * Some seasonal time-series features for plotting and decomposition * Many other feature enhancments and bug fixes ------------------------------------------------------------------- Thu May 8 11:54:55 UTC 2014 - toddrme2178@gmail.com - There is no such thing as "python3-scipy-devel" ------------------------------------------------------------------- Tue Oct 22 13:32:51 UTC 2013 - toddrme2178@gmail.com - Update to 0.5.0 * No changelog available - Add additional dependencies - Add python 3 version ------------------------------------------------------------------- Wed Feb 13 10:39:32 UTC 2013 - saschpe@suse.de - Correctly fix non-executable script warnings (bnc#803223) ------------------------------------------------------------------- Thu Jun 21 19:44:28 UTC 2012 - scorot@free.fr - version 0.4.1 * add lowess and other functions to api and documentation * rename lowess module (old import path will be removed at next release) * new robust sandwich covariance estimators, moved out of sandbox * compatibility with pandas 0.8 * new plots in statsmodels.graphics - ABLine plot - interaction plot * several bug fixes - see CHANGES.TXT for details ------------------------------------------------------------------- Wed Jun 13 20:37:43 UTC 2012 - scorot@free.fr - use proper commands instead of deprecated macro - remove unneeded -01 and --skip-build flags from the install command line - set install prefix with %%{_prefix} instead of hard coded path ------------------------------------------------------------------- Tue Jun 12 21:18:35 UTC 2012 - scorot@free.fr - first package
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