pax_global_header 0000666 0000000 0000000 00000000064 14006126675 0014521 g ustar 00root root 0000000 0000000 52 comment=cce93db5277ce2618dafdc84c42186bbafe2a6b6
statsmodels-0.12.2/ 0000775 0000000 0000000 00000000000 14006126675 0014145 5 ustar 00root root 0000000 0000000 statsmodels-0.12.2/.codacy.yml 0000664 0000000 0000000 00000000164 14006126675 0016211 0 ustar 00root root 0000000 0000000 ---
engines:
pylint:
enabled: true
python_version: 3
exclude_paths:
- '**/_version.py'
- 'versioneer.py'
statsmodels-0.12.2/.gitattributes 0000664 0000000 0000000 00000000062 14006126675 0017036 0 ustar 00root root 0000000 0000000 * text=auto
statsmodels/_version.py export-subst
statsmodels-0.12.2/.github/ 0000775 0000000 0000000 00000000000 14006126675 0015505 5 ustar 00root root 0000000 0000000 statsmodels-0.12.2/.github/ISSUE_TEMPLATE/ 0000775 0000000 0000000 00000000000 14006126675 0017670 5 ustar 00root root 0000000 0000000 statsmodels-0.12.2/.github/ISSUE_TEMPLATE/bug_report.md 0000664 0000000 0000000 00000003241 14006126675 0022362 0 ustar 00root root 0000000 0000000 ---
name: Bug report
about: Create a report to help us improve
title: ''
labels: ''
assignees: ''
---
#### Describe the bug
[A clear and concise description of what the bug is. This should explain **why** the current behaviour is a problem and why the expected output is a better solution.]
#### Code Sample, a copy-pastable example if possible
```python
# Your code here that produces the bug
# This example should be self-contained, and so not rely on external data.
# It should run in a fresh ipython session, and so include all relevant imports.
```
**Note**: As you can see, there are many issues on our GitHub tracker, so it is very possible that your issue has been posted before. Please check first before submitting so that we do not have to handle and close duplicates.
**Note**: Please be sure you are using the latest released version of `statsmodels`, or a recent build of `master`. If your problem has been fixed in an unreleased version, you might be able to use `master` until a new release occurs.
**Note**: If you are using a released version, have you verified that the bug exists in the master branch of this repository? It helps the limited resources if we know problems exist in the current master so that they do not need to check whether the code sample produces a bug in the next release.
If the issue has not been resolved, please file it in the issue tracker.
#### Expected Output
A clear and concise description of what you expected to happen.
#### Output of ``import statsmodels.api as sm; sm.show_versions()``
[paste the output of ``import statsmodels.api as sm; sm.show_versions()`` here below this line]
statsmodels-0.12.2/.github/ISSUE_TEMPLATE/feature_request.md 0000664 0000000 0000000 00000001112 14006126675 0023410 0 ustar 00root root 0000000 0000000 ---
name: Feature request
about: Suggest an idea for this project
title: ''
labels: ''
assignees: ''
---
#### Is your feature request related to a problem? Please describe
A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]
#### Describe the solution you'd like
A clear and concise description of what you want to happen.
#### Describe alternatives you have considered
A clear and concise description of any alternative solutions or features you have considered.
#### Additional context
Add any other context about the feature request here. statsmodels-0.12.2/.github/PULL_REQUEST_TEMPLATE.md 0000664 0000000 0000000 00000002340 14006126675 0021305 0 ustar 00root root 0000000 0000000 - [ ] closes #xxxx
- [ ] tests added / passed.
- [ ] code/documentation is well formatted.
- [ ] properly formatted commit message. See
[NumPy's guide](https://docs.scipy.org/doc/numpy-1.15.1/dev/gitwash/development_workflow.html#writing-the-commit-message).
**Notes**:
* It is essential that you add a test when making code changes. Tests are not
needed for doc changes.
* When adding a new function, test values should usually be verified in another package (e.g., R/SAS/Stata).
* When fixing a bug, you must add a test that would produce the bug in master and
then show that it is fixed with the new code.
* New code additions must be well formatted. Changes should pass flake8. If on Linux or OSX, you can
verify you changes are well formatted by running
```
git diff upstream/master -u -- "*.py" | flake8 --diff --isolated
```
assuming `flake8` is installed. This command is also available on Windows
using the Windows System for Linux once `flake8` is installed in the
local Linux environment. While passing this test is not required, it is good practice and it help
improve code quality in `statsmodels`.
* Docstring additions must render correctly, including escapes and LaTeX.
statsmodels-0.12.2/.gitignore 0000664 0000000 0000000 00000004222 14006126675 0016135 0 ustar 00root root 0000000 0000000 *.py[oc]
# setup.py working directory
build
# setup.py dist directory
dist
#docs build and others
#generated #not yet? generated for dataset not rebuild
docs/source/generated
docs/source/dev/generated
docs/source/examples/generated
docs/source/datasets/generated
docs/source/examples/notebooks/generated
docs/source/datasets/statsmodels.datasets.*
docs/source/savefig
docs/gettingstarted_0.png
examples/executed
# generated c source and built extensions
*.c
*.so
*.pyd
# repository directories for bzr-git
.bzr
.git
marks.git
marks.bzr
# virtualenv stuff
.venv
# Editor temporary/working/backup files
*$
.*.sw[nop]
.sw[nop]
*~
[#]*#
.#*
*.bak
*.tmp
/.idea
*.tgz
*.rej
*.org
.project
*.diff
.settings/
*.svn/
*.log.py
# Egg metadata
*.egg-info
# The shelf plugin uses this dir
.shelf
# Mac droppings
.DS_Store
help
# Coverage report output
.coverage
coverage_html_report/
# Idea IDE
.idea/
# VS Code
.vscode/
# Project specific
statsmodels/version.py
statsmodels.egg-info/
iterate.dat
hash_dict.pickle
rehab.table
salary.table
.ipynb_checkpoints
statsmodels/tsa/statespace/_statespace.pyx
statsmodels/tsa/innovations/_arma_innovations.pyx
statsmodels/tsa/regime_switching/_hamilton_filter.pyx
statsmodels/tsa/regime_switching/_kim_smoother.pyx
statsmodels/tsa/statespace/_initialization.pyx
statsmodels/tsa/statespace/_representation.pyx
statsmodels/tsa/statespace/_kalman_filter.pyx
statsmodels/tsa/statespace/_kalman_smoother.pyx
statsmodels/tsa/statespace/_simulation_smoother.pyx
statsmodels/tsa/statespace/_cfa_simulation_smoother.pyx
statsmodels/tsa/statespace/_tools.pyx
statsmodels/tsa/statespace/_filters/_conventional.pyx
statsmodels/tsa/statespace/_filters/_inversions.pyx
statsmodels/tsa/statespace/_filters/_univariate.pyx
statsmodels/tsa/statespace/_filters/_univariate_diffuse.pyx
statsmodels/tsa/statespace/_smoothers/_conventional.pyx
statsmodels/tsa/statespace/_smoothers/_univariate.pyx
statsmodels/tsa/statespace/_smoothers/_univariate_diffuse.pyx
statsmodels/tsa/statespace/_smoothers/_alternative.pyx
statsmodels/tsa/statespace/_smoothers/_classical.pyx
#pytest
.cache
.pytest_cache
# Temporary copies for packaging
statsmodels/setup.cfg
statsmodels/LICENSE.txt
statsmodels-0.12.2/.mailmap 0000664 0000000 0000000 00000016000 14006126675 0015563 0 ustar 00root root 0000000 0000000 Alexander W Blocker Alexander W Blocker
Alex Griffing alex
Alexis Roche Alexis Roche
Ana Martinez Pardo Ana Martinez Pardo
Ana Martinez Pardo Ana Martinez Pardo
anov anov
avishaylivne avishaylivne
Bart Baker Bart Baker
Bart Baker bartbkr
Bart Baker bartbkr@gmail.com
Ben Duffield benduffield
Benjamin Thyreau benjamin.thyreau <>
brian.hawthorne <> brian.hawthorne <>
Bruno Rodrigues Bruno Rodrigues
Carl Vogel Carl Vogel
Chad Fulton Chad Fulton
Chris Jordan-Squire Chris Jordan-Squire
Christian Prinoth Christian Prinoth
Christopher Burns cburns <>
Christopher Burns Chris
Christopher Burns Christopher Burns
Cindee Madison Cindee Madison
Daniel B. Smith Daniel B. Smith
davclark <> davclark <>
dengemann dengemann
Dieter Vandenbussche Dieter Vandenbussche
Dougal Sutherland Dougal Sutherland
Enrico Giampieri Enrico Giampieri
Eric Chiang ericchiang
evelynmitchell evelynmitchell
Evgeni Burovski Zhenya
Fernando Perez fdo.perez <>
Fernando Perez Fernando Perez
Gael Varoquaux Gael Varoquaux
George Panterov George Panterov
Grayson Grayson
Jan Schulz Jan Schulz
Jarrod Millman jarrod.millman <>
Jarrod Millman Jarrod Millman
Jeff Reback jreback
Jonathan Taylor jonathan.taylor <>
Jonathan Taylor Jonathan Taylor
Jonathan Taylor Jonathan Taylor
Jonathan Taylor Jonathan Taylor
Jonathan Taylor Jonathan Taylor
Jonathan Taylor jtaylo
Josef Perktold Josef Perktold
Justin Grana Justin Grana
langmore langmore
Matthew Brett matthew.brett <>
Matthew Brett Matthew Brett <>
Matthew Brett Matthew Brett
Matthew Brett Matthew Brett
Matthieu Brucher Matthieu Brucher
michael.castelle <> michael.castelle <>
Mike Crowe Mike Crowe
Mike Crowe Mike Crowe
Mike Crowe Mike
Nathaniel J. Smith Nathaniel J. Smith
otterb otterb
Padarn Wilson padarn
Padarn Wilson Padarn
Paris Sprint Account Paris Sprint Account
Paul Hobson Paul Hobson
Peter Prettenhofer Peter Prettenhofer
Pietro Battiston Pietro Battiston
Ralf Gommers Ralf Gommers
Richard T. Guy Richard T. Guy
Robert Cimrman Robert Cimrman
Roger Lew Roger Lew
scottpiraino scottpiraino
sebastien.meriaux <> sebastien.meriaux <>
Skipper Seabold jsseabold <>
Skipper Seabold jsseabold
Skipper Seabold Skipper Seabold
skipper seabold skipper seabold
Skipper Seabold skipper
Skipper Seabold skipper
Steve Genoud Steve Genoud
Thomas Haslwanter Thomas Haslwanter
Thomas Kluyver Thomas Kluyver
tim.leslie <> tim.leslie <>
timmie timmie
Tom Augspurger TomAugspurger
Tom Augspurger Tom Augspurger
Tom Waite Tom Waite
Tom Waite twaite
Trent Hauck Trent Hauck
Trent Hauck tshauck
tylerhartley tylerhartley
Vincent Arel-Bundock Vincent Arel-Bundock
Vincent Davis Vincent Davis
VirgileFritsch VirgileFritsch
Wes McKinney Wes McKinney
Wes McKinney Wes McKinney
Yaroslav Halchenko Yaroslav Halchenko
zed zed
statsmodels-0.12.2/.pep8speaks.yml 0000664 0000000 0000000 00000000234 14006126675 0017030 0 ustar 00root root 0000000 0000000 scanner:
diff_only: True
linter: flake8
flake8:
max-line-length: 79
ignore: # Errors and warnings to ignore
- W503
- W504
statsmodels-0.12.2/.travis.yml 0000664 0000000 0000000 00000012373 14006126675 0016264 0 ustar 00root root 0000000 0000000 # Travis script that uses miniconda in place of the system installed python
# versions. Allows substantial flexibility for choosing versions of
# required packages and is simpler to use to test up-to-date scientific Python
# stack
dist: bionic
language: python
cache:
- directories:
- $HOME/.cache/pip
- $TRAVIS_BUILD_DIR/docs/source/examples/notebooks
git:
depth: 10000
env:
# Default values for common packages, override as needed
global:
- OPTIONAL=
- COVERAGE=false
- USE_MATPLOTLIB=true
- USE_CVXOPT=true
- MATPLOTLIB=
- DOCBUILD=false
- LINT=false
- MKL_NUM_THREADS=1 # Enforce single thread
- NUMEXPR_NUM_THREADS=1
- OMP_NUM_THREADS=1
- OPENBLAS_NUM_THREADS=1
- PYTHONHASHSEED=0 # Ensure tests are correctly gathered by xdist
- BLAS="mkl blas=*=mkl" # Use Intel MKL by default
- BUILD_INIT=tools/ci/travis_conda.sh
- DEPEND_ALWAYS="pyyaml joblib pip colorama"
- # Doctr deploy key for statsmodels/statsmodels.github.io
- secure: "AzwB23FWdilHKVcEJnj57AsoY5yKTWT8cQKzsH2ih9i08wIXvZXP/Ui8XRDygV9tDKfqGVltC7HpBBDE3C4ngeMlis4uuKWlkp0O1757YQe+OdDnimuDZhrh3ILEk7xW3ab5YizjLeyv3iiBW7cNS5z8W3Yu8HeJPkr6Ck30gAA="
- SM_CYTHON_COVERAGE=false # Run takes > 1 hour and so not feasible
- PYTEST_OPTIONS=--skip-slow # skip slow on travis since tested on azure
- XDIST_OPTS=""
matrix:
fast_finish: true
include:
# Documentation build (on Python 3.7 + cutting edge packages). Slowest build
- python: 3.8
env:
- BUILD_INIT=tools/ci/travis_pip.sh
- USE_MATPLOTLIB=false
- USE_CVXOPT=false
- LINT=true
- python: 3.7
env:
- PYTHON=3.7
- DOCBUILD=true
# Python 3.7 + fixed pandas
- python: 3.7
env:
- PYTHON=3.7
- PANDAS=0.25
- NUMPY=1.17
- SCIPY=1.4
- COVERAGE=true
- PYTEST_OPTIONS=
# Python 3.6 + legacy blas + older pandas
- python: 3.6
env:
- PYTHON=3.6
- NUMPY=1.16
- PANDAS=0.24
- SCIPY=1.3
- BLAS="nomkl blas=*=openblas"
- COVERAGE=true
- PYTEST_OPTIONS=
# Python 3.6 + oldest packages
- python: 3.6
env:
- PYTHON=3.6
- NUMPY=1.15
- SCIPY=1.2
- PANDAS=0.23
- MATPLOTLIB=2
- LINT=true
# Latest pre-release packages
- python: 3.8
env:
- PIP_PRE=true
- BUILD_INIT=tools/ci/travis_pip.sh
- os: osx
language: generic
env:
- PYTHON=3.7
allow_failures:
# pre-testing is a little fragile. Make it an FYI.
- python: 3.8
env:
- PIP_PRE=true
- BUILD_INIT=tools/ci/travis_pip.sh
notifications:
email:
on_success: always
before_install:
# Skip if commit message contains [skip travis] or [travis skip]
- COMMIT_MESSAGE=$(git show -s $TRAVIS_COMMIT_RANGE | awk 'BEGIN{count=0}{if ($1=="Author:") count++; if (count==1) print $0}')
- if [[ $TRAVIS_PULL_REQUEST == false ]]; then COMMIT_MESSAGE=${TRAVIS_COMMIT_MESSAGE}; fi
- if echo "$COMMIT_MESSAGE" | grep -E '\[(skip travis|travis skip)\]'; then exit 0 ; fi
# Show information about CPU running job to understand BLAS issues
- if [ "$TRAVIS_OS_NAME" = "linux" ]; then sudo lshw -class processor; fi
- if [ "$TRAVIS_OS_NAME" = "osx" ]; then sysctl -a | grep machdep.cpu; fi
# Fix for headless TravisCI
- "export DISPLAY=:99.0"
- if [ "$TRAVIS_OS_NAME" = "linux" ]; then ( sh -e /etc/init.d/xvfb start )& fi
- if [ "$TRAVIS_OS_NAME" = "osx" ]; then ( sudo Xvfb :99 -ac -screen 0 1024x768x8; echo ok )& fi
# Avoid noise from matplotlib
- mkdir -p $HOME/.config/matplotlib
- SRCDIR=$PWD
# Source recipe to install packages
- source $BUILD_INIT
- pip install pytest pip pytest-randomly nose jupyter_client nbformat
# Moved to enable Python 3.8 since cvxopt wheel is not available
- if [ ${USE_CVXOPT} = true ]; then pip install cvxopt; fi
# Pin to 1.29 for now due to test discovery issues
- if [ "$TRAVIS_OS_NAME" = "osx" ]; then pip install "pytest-xdist==1.29"; fi;
- |
if [ ${COVERAGE} = true ]; then
pip install codecov coverage coveralls pytest-cov
export COVERAGE_OPTS="--cov=statsmodels --cov-report="
echo "Cython coverage:" ${SM_CYTHON_COVERAGE}
else
export COVERAGE_OPTS=""
fi
- pip install flake8
- pip list
- export SRCDIR=$PWD
# Install packages
install:
# Bug in NumPy < 1.16.1 that raises ValueError on size mismatch
- if [[ ${NUMPY} != "1.15" ]]; then pip install -e .; else python setup.py develop; fi
before_script:
- if [[ ${DOCBUILD} = true ]]; then source tools/ci/docbuild_install.sh; fi;
- if [[ ${TRAVIS_OS_NAME} = "osx" ]]; then export XDIST_OPTS="-n 2"; fi
script:
# Show versions
- python -c 'import statsmodels.api as sm; sm.show_versions();'
# docbuild or run tests
- |
if [[ ${DOCBUILD} = true ]]; then
cd ${SRCDIR}/docs
source ${SRCDIR}/tools/ci/docbuild.sh;
else
echo pytest -r a ${COVERAGE_OPTS} statsmodels --skip-examples ${XDIST_OPTS} ${PYTEST_OPTIONS}
pytest -r a ${COVERAGE_OPTS} statsmodels --skip-examples ${XDIST_OPTS} ${PYTEST_OPTIONS}
fi
- cd $SRCDIR
- ./lint.sh
after_success:
- if [[ ${COVERAGE} = true ]]; then coveralls; fi
- if [[ ${COVERAGE} = true ]]; then codecov; fi
statsmodels-0.12.2/CHANGES.md 0000664 0000000 0000000 00000000366 14006126675 0015544 0 ustar 00root root 0000000 0000000 Release Notes
=============
The list of changes for each statsmodels release can be found [here](https://www.statsmodels.org/devel/release/index.html). Full details are available in the [commit logs](https://github.com/statsmodels/statsmodels).
statsmodels-0.12.2/CONTRIBUTING.rst 0000664 0000000 0000000 00000011276 14006126675 0016615 0 ustar 00root root 0000000 0000000 Contributing guidelines
=======================
This page explains how you can contribute to the development of `statsmodels`
by submitting patches, statistical tests, new models, or examples.
`statsmodels` is developed on `Github `_
using the `Git `_ version control system.
Submitting a Bug Report
~~~~~~~~~~~~~~~~~~~~~~~
- Include a short, self-contained code snippet that reproduces the problem
- Specify the statsmodels version used. You can do this with ``sm.version.full_version``
- If the issue looks to involve other dependencies, also include the output of ``sm.show_versions()``
Making Changes to the Code
~~~~~~~~~~~~~~~~~~~~~~~~~~
For a pull request to be accepted, you must meet the below requirements. This greatly helps in keeping the job of maintaining and releasing the software a shared effort.
- **One branch. One feature.** Branches are cheap and github makes it easy to merge and delete branches with a few clicks. Avoid the temptation to lump in a bunch of unrelated changes when working on a feature, if possible. This helps us keep track of what has changed when preparing a release.
- Commit messages should be clear and concise. This means a subject line of less than 80 characters, and, if necessary, a blank line followed by a commit message body. We have an `informal commit format standard `_ that we try to adhere to. You can see what this looks like in practice by ``git log --oneline -n 10``. If your commit references or closes a specific issue, you can close it by mentioning it in the `commit message `_. (*For maintainers*: These suggestions go for Merge commit comments too. These are partially the record for release notes.)
- Code submissions must always include tests. See our `notes on testing `_.
- Each function, class, method, and attribute needs to be documented using docstrings. We conform to the `numpy docstring standard `_.
- If you are adding new functionality, you need to add it to the documentation by editing (or creating) the appropriate file in ``docs/source``.
- Make sure your documentation changes parse correctly. Change into the top-level ``docs/`` directory and type::
make clean
make html
Check that the build output does not have *any* warnings due to your changes.
- Finally, please add your changes to the release notes. Open the ``docs/source/release/versionX.X.rst`` file that has the version number of the next release and add your changes to the appropriate section.
Linting
~~~~~~~
Due to the way we have the CI builds set up, the linter will not do anything unless the environmental variable $LINT is set to a truthy value.
- On MacOS/Linux
LINT=true ./lint.sh
- Dependencies: flake8, git
How to Submit a Pull Request
~~~~~~~~~~~~~~~~~~~~~~~~~~~~
So you want to submit a patch to `statsmodels` but are not too familiar with github? Here are the steps you need to take.
1. `Fork `_ the `statsmodels repository `_ on Github.
2. `Create a new feature branch `_. Each branch must be self-contained, with a single new feature or bugfix.
3. Make sure the test suite passes. This includes testing on Python 3. The easiest way to do this is to either enable `Travis-CI `_ on your fork, or to make a pull request and check there.
4. Document your changes by editing the appropriate file in ``docs/source/``. If it is a big, new feature add a note and an example to the latest ``docs/source/release/versionX.X.rst`` file. See older versions for examples. If it's a minor change, it will be included automatically in our release notes.
5. Add an example. If it is a big, new feature please submit an example notebook by following `these instructions `_.
6. `Submit a pull request `_
Mailing List
~~~~~~~~~~~~
Conversations about development take place on the `statsmodels mailing list `__.
Learn More
~~~~~~~~~~
The ``statsmodels`` documentation's `developer page `_
offers much more detailed information about the process.
License
~~~~~~~
statsmodels is released under the
`Modified (3-clause) BSD license `_.
statsmodels-0.12.2/COPYRIGHTS.txt 0000664 0000000 0000000 00000026724 14006126675 0016414 0 ustar 00root root 0000000 0000000
The license of statsmodels can be found in LICENSE.txt
statsmodels contains code or derivative code from several other
packages. Some modules also note the author of individual contributions, or
author of code that formed the basis for the derived or translated code.
The copyright statements for the datasets are attached to the individual
datasets, most datasets are in public domain, and we do not claim any copyright
on any of them.
In the following, we collect copyright statements of code from other packages,
all of which are either a version of BSD or MIT licensed:
numpy
scipy
pandas
matplotlib
scikit-learn
qsturng-py http://code.google.com/p/qsturng-py/
numpy (statsmodels.compatnp contains copy of entire model)
----------------------------------------------------------
Copyright (c) 2005-2009, NumPy Developers.
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above
copyright notice, this list of conditions and the following
disclaimer in the documentation and/or other materials provided
with the distribution.
* Neither the name of the NumPy Developers nor the names of any
contributors may be used to endorse or promote products derived
from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
---------------------------------------------------------------------
scipy
-----
Copyright (c) 2001, 2002 Enthought, Inc.
All rights reserved.
Copyright (c) 2003-2009 SciPy Developers.
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
a. Redistributions of source code must retain the above copyright notice,
this list of conditions and the following disclaimer.
b. Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
c. Neither the name of the Enthought nor the names of its contributors
may be used to endorse or promote products derived from this software
without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
DAMAGE.
---------------------------------------------------------------------------
pandas
------
Copyright (c) 2008-2009 AQR Capital Management, LLC
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above
copyright notice, this list of conditions and the following
disclaimer in the documentation and/or other materials provided
with the distribution.
* Neither the name of the copyright holder nor the names of any
contributors may be used to endorse or promote products derived
from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDER AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
----------------------------------------------------------------------
matplotlib (copied from license.py)
-----------------------------------
LICENSE AGREEMENT FOR MATPLOTLIB %(version)s
--------------------------------------
1. This LICENSE AGREEMENT is between John D. Hunter ("JDH"), and the
Individual or Organization ("Licensee") accessing and otherwise using
matplotlib software in source or binary form and its associated
documentation.
2. Subject to the terms and conditions of this License Agreement, JDH
hereby grants Licensee a nonexclusive, royalty-free, world-wide license
to reproduce, analyze, test, perform and/or display publicly, prepare
derivative works, distribute, and otherwise use matplotlib %(version)s
alone or in any derivative version, provided, however, that JDH's
License Agreement and JDH's notice of copyright, i.e., "Copyright (c)
2002-%(year)d John D. Hunter; All Rights Reserved" are retained in
matplotlib %(version)s alone or in any derivative version prepared by
Licensee.
3. In the event Licensee prepares a derivative work that is based on or
incorporates matplotlib %(version)s or any part thereof, and wants to
make the derivative work available to others as provided herein, then
Licensee hereby agrees to include in any such work a brief summary of
the changes made to matplotlib %(version)s.
4. JDH is making matplotlib %(version)s available to Licensee on an "AS
IS" basis. JDH MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR
IMPLIED. BY WAY OF EXAMPLE, BUT NOT LIMITATION, JDH MAKES NO AND
DISCLAIMS ANY REPRESENTATION OR WARRANTY OF MERCHANTABILITY OR FITNESS
FOR ANY PARTICULAR PURPOSE OR THAT THE USE OF MATPLOTLIB %(version)s
WILL NOT INFRINGE ANY THIRD PARTY RIGHTS.
5. JDH SHALL NOT BE LIABLE TO LICENSEE OR ANY OTHER USERS OF MATPLOTLIB
%(version)s FOR ANY INCIDENTAL, SPECIAL, OR CONSEQUENTIAL DAMAGES OR
LOSS AS A RESULT OF MODIFYING, DISTRIBUTING, OR OTHERWISE USING
MATPLOTLIB %(version)s, OR ANY DERIVATIVE THEREOF, EVEN IF ADVISED OF
THE POSSIBILITY THEREOF.
6. This License Agreement will automatically terminate upon a material
breach of its terms and conditions.
7. Nothing in this License Agreement shall be deemed to create any
relationship of agency, partnership, or joint venture between JDH and
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trademarks or trade name in a trademark sense to endorse or promote
products or services of Licensee, or any third party.
8. By copying, installing or otherwise using matplotlib %(version)s,
Licensee agrees to be bound by the terms and conditions of this License
Agreement.
--------------------------------------------------------------------------
scikits-learn
-------------
New BSD License
Copyright (c) 2007 - 2010 Scikit-Learn Developers.
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
a. Redistributions of source code must retain the above copyright notice,
this list of conditions and the following disclaimer.
b. Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
c. Neither the name of the Scikit-learn Developers nor the names of
its contributors may be used to endorse or promote products
derived from this software without specific prior written
permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
DAMAGE.
---------------------------------------------------------------------------
qsturng-py (code included in statsmodels.stats.libqsturng)
--------------------------------------------------------------
Copyright (c) 2011, Roger Lew [see LICENSE.txt]
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions
are met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above
copyright notice, this list of conditions and the following
disclaimer in the documentation and/or other materials provided
with the distribution.
* Neither the name of the organizations affiliated with the
contributors or the names of its contributors themselves may be
used to endorse or promote products derived from this software
without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
----------------------------------------------------------
statsmodels-0.12.2/INSTALL.txt 0000664 0000000 0000000 00000005071 14006126675 0016017 0 ustar 00root root 0000000 0000000 Dependencies
------------
python >= 3.6
www.python.org
numpy >= 1.15
www.numpy.org
scipy >= 1.1
www.scipy.org
pandas >= 0.23
pandas.pydata.org
patsy >= 0.5.1
patsy.readthedocs.org
cython >= 0.29
https://cython.org/
Cython is required if you are building the source from github. However,
if you have are building from source distribution archive then the
generated C files are included and Cython is not necessary. Earlier
versions may be ok for earlier versions of Python.
Optional Dependencies
---------------------
X-12-ARIMA or X-13ARIMA-SEATS
https://www.census.gov/srd/www/x13as/
If available, time-series analysis can be conducted using either
X-12-ARIMA or the newer X-13ARIMA-SEATS. You should place the
appropriate executable on your PATH or set the X12PATH or X13PATH
environmental variable to take advantage.
matplotlib >= 2.2
https://matplotlib.org/
Matplotlib is needed for plotting functionality and running many of the
examples.
sphinx >= 1.3
http://sphinx.pocoo.org/
Sphinx is used to build the documentation.
pytest >= 3.0
http://readthedocs.org/docs/pytest/en/latest/
Pytest is needed to run the tests.
IPython >= 5.0
Needed to build the docs.
Installing
----------
To get the latest release using pip
pip install statsmodels --upgrade-strategy only-if-needed
The additional parameter pip --upgrade-strategy only-if-needed will ensure
that dependencies, e.g. NumPy or pandas, are not upgraded unless required.
Ubuntu/Debian
-------------
On Ubuntu you can get dependencies through:
sudo apt-get install python python-dev python-setuptools python-numpy python-scipy
pip install cython pandas
Alternatively, you can install from the NeuroDebian repository:
http://neuro.debian.net
Installing from Source
----------------------
Download and extract the source distribution from PyPI or github
https://pypi.python.org/pypi/statsmodels
https://github.com/statsmodels/statsmodels/tags
Or clone the bleeding edge code from our repository on github at
git clone git://github.com/statsmodels/statsmodels.git
In the statsmodels directory do (with proper permissions)
python setup.py install
You will need a C compiler installed.
Installing from Source on Windows
---------------------------------
See https://www.statsmodels.org/devel/install.html#windows.
Documentation
-------------
You may find more information about the project and installation in our
documentation
https://www.statsmodels.org/devel/install.html
statsmodels-0.12.2/LICENSE.txt 0000664 0000000 0000000 00000003144 14006126675 0015772 0 ustar 00root root 0000000 0000000 Copyright (C) 2006, Jonathan E. Taylor
All rights reserved.
Copyright (c) 2006-2008 Scipy Developers.
All rights reserved.
Copyright (c) 2009-2018 statsmodels Developers.
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
a. Redistributions of source code must retain the above copyright notice,
this list of conditions and the following disclaimer.
b. Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
c. Neither the name of statsmodels nor the names of its contributors
may be used to endorse or promote products derived from this software
without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL STATSMODELS OR CONTRIBUTORS BE LIABLE FOR
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
DAMAGE.
statsmodels-0.12.2/MANIFEST.in 0000664 0000000 0000000 00000001375 14006126675 0015711 0 ustar 00root root 0000000 0000000 global-include *.csv *.py *.txt *.pyx *.pyx.in *.pxd *.pxi *.c *.h *.pkl
include MANIFEST.in
include README.rst
recursive-exclude build *
recursive-exclude dist *
recursive-exclude tools *
graft statsmodels/datasets
graft statsmodels/sandbox/regression/data
graft statsmodels/sandbox/tests
graft statsmodels/sandbox/tsa/examples
recursive-include docs/source *
exclude docs/source/generated/*
recursive-include docs/sphinxext *
recursive-include docs/themes *
recursive-exclude docs/build *
recursive-exclude docs/build/htmlhelp *
include statsmodels/statsmodelsdoc.chm
include docs/make.bat
include docs/Makefile
recursive-include examples *
prune */__pycache__
global-exclude *~ *.swp *.pyc *.pyo *.bak
include versioneer.py
include statsmodels/_version.py
statsmodels-0.12.2/README.rst 0000664 0000000 0000000 00000014426 14006126675 0015643 0 ustar 00root root 0000000 0000000 |PyPI Version| |Conda Version| |License| |Travis Build Status| |Azure CI Build Status|
|Appveyor Build Status| |Coveralls Coverage| |PyPI downloads| |Conda downloads|
About statsmodels
=================
statsmodels is a Python package that provides a complement to scipy for
statistical computations including descriptive statistics and estimation
and inference for statistical models.
Documentation
=============
The documentation for the latest release is at
https://www.statsmodels.org/stable/
The documentation for the development version is at
https://www.statsmodels.org/dev/
Recent improvements are highlighted in the release notes
https://www.statsmodels.org/stable/release/version0.9.html
Backups of documentation are available at https://statsmodels.github.io/stable/
and https://statsmodels.github.io/dev/.
Main Features
=============
* Linear regression models:
- Ordinary least squares
- Generalized least squares
- Weighted least squares
- Least squares with autoregressive errors
- Quantile regression
- Recursive least squares
* Mixed Linear Model with mixed effects and variance components
* GLM: Generalized linear models with support for all of the one-parameter
exponential family distributions
* Bayesian Mixed GLM for Binomial and Poisson
* GEE: Generalized Estimating Equations for one-way clustered or longitudinal data
* Discrete models:
- Logit and Probit
- Multinomial logit (MNLogit)
- Poisson and Generalized Poisson regression
- Negative Binomial regression
- Zero-Inflated Count models
* RLM: Robust linear models with support for several M-estimators.
* Time Series Analysis: models for time series analysis
- Complete StateSpace modeling framework
- Seasonal ARIMA and ARIMAX models
- VARMA and VARMAX models
- Dynamic Factor models
- Unobserved Component models
- Markov switching models (MSAR), also known as Hidden Markov Models (HMM)
- Univariate time series analysis: AR, ARIMA
- Vector autoregressive models, VAR and structural VAR
- Vector error correction modle, VECM
- exponential smoothing, Holt-Winters
- Hypothesis tests for time series: unit root, cointegration and others
- Descriptive statistics and process models for time series analysis
* Survival analysis:
- Proportional hazards regression (Cox models)
- Survivor function estimation (Kaplan-Meier)
- Cumulative incidence function estimation
* Multivariate:
- Principal Component Analysis with missing data
- Factor Analysis with rotation
- MANOVA
- Canonical Correlation
* Nonparametric statistics: Univariate and multivariate kernel density estimators
* Datasets: Datasets used for examples and in testing
* Statistics: a wide range of statistical tests
- diagnostics and specification tests
- goodness-of-fit and normality tests
- functions for multiple testing
- various additional statistical tests
* Imputation with MICE, regression on order statistic and Gaussian imputation
* Mediation analysis
* Graphics includes plot functions for visual analysis of data and model results
* I/O
- Tools for reading Stata .dta files, but pandas has a more recent version
- Table output to ascii, latex, and html
* Miscellaneous models
* Sandbox: statsmodels contains a sandbox folder with code in various stages of
development and testing which is not considered "production ready". This covers
among others
- Generalized method of moments (GMM) estimators
- Kernel regression
- Various extensions to scipy.stats.distributions
- Panel data models
- Information theoretic measures
How to get it
=============
The master branch on GitHub is the most up to date code
https://www.github.com/statsmodels/statsmodels
Source download of release tags are available on GitHub
https://github.com/statsmodels/statsmodels/tags
Binaries and source distributions are available from PyPi
https://pypi.org/project/statsmodels/
Binaries can be installed in Anaconda
conda install statsmodels
Installing from sources
=======================
See INSTALL.txt for requirements or see the documentation
https://statsmodels.github.io/dev/install.html
Contributing
============
Contributions in any form are welcome, including:
* Documentation improvements
* Additional tests
* New features to existing models
* New models
https://www.statsmodels.org/stable/dev/test_notes
for instructions on installing statsmodels in *editable* mode.
License
=======
Modified BSD (3-clause)
Discussion and Development
==========================
Discussions take place on the mailing list
https://groups.google.com/group/pystatsmodels
and in the issue tracker. We are very interested in feedback
about usability and suggestions for improvements.
Bug Reports
===========
Bug reports can be submitted to the issue tracker at
https://github.com/statsmodels/statsmodels/issues
.. |Travis Build Status| image:: https://travis-ci.org/statsmodels/statsmodels.svg?branch=master
:target: https://travis-ci.org/statsmodels/statsmodels
.. |Azure CI Build Status| image:: https://dev.azure.com/statsmodels/statsmodels-testing/_apis/build/status/statsmodels.statsmodels?branch=master
:target: https://dev.azure.com/statsmodels/statsmodels-testing/_build/latest?definitionId=1&branch=master
.. |Appveyor Build Status| image:: https://ci.appveyor.com/api/projects/status/gx18sd2wc63mfcuc/branch/master?svg=true
:target: https://ci.appveyor.com/project/josef-pkt/statsmodels/branch/master
.. |Coveralls Coverage| image:: https://coveralls.io/repos/github/statsmodels/statsmodels/badge.svg?branch=master
:target: https://coveralls.io/github/statsmodels/statsmodels?branch=master
.. |PyPI downloads| image:: https://img.shields.io/pypi/dm/statsmodels.svg?label=Pypi%20downloads
:target: https://pypi.org/project/statsmodels/
.. |Conda downloads| image:: https://img.shields.io/conda/dn/conda-forge/statsmodels.svg?label=Conda%20downloads
:target: https://anaconda.org/conda-forge/statsmodels/
.. |PyPI Version| image:: https://img.shields.io/pypi/v/statsmodels.svg
:target: https://pypi.org/project/statsmodels/
.. |Conda Version| image:: https://anaconda.org/conda-forge/statsmodels/badges/version.svg
:target: https://anaconda.org/conda-forge/statsmodels/
.. |License| image:: https://img.shields.io/pypi/l/statsmodels.svg
:target: https://github.com/statsmodels/statsmodels/blob/master/LICENSE.txt
statsmodels-0.12.2/README_l1.txt 0000664 0000000 0000000 00000002377 14006126675 0016250 0 ustar 00root root 0000000 0000000 What the l1 addition is
=======================
A slight modification that allows l1 regularized LikelihoodModel.
Regularization is handled by a fit_regularized method.
Main Files
==========
l1_demo/demo.py
$ python demo.py --get_l1_slsqp_results logit
does a quick demo of the regularization using logistic regression.
l1_demo/sklearn_compare.py
$ python sklearn_compare.py
Plots a comparison of regularization paths. Modify the source to use
different datasets.
statsmodels/base/l1_cvxopt.py
fit_l1_cvxopt_cp()
Fit likelihood model using l1 regularization. Use the CVXOPT package.
Lots of small functions supporting fit_l1_cvxopt_cp
statsmodels/base/l1_slsqp.py
fit_l1_slsqp()
Fit likelihood model using l1 regularization. Use scipy.optimize
Lots of small functions supporting fit_l1_slsqp
statsmodels/base/l1_solvers_common.py
Common methods used by l1 solvers
statsmodels/base/model.py
Likelihoodmodel.fit()
3 lines modified to allow for importing and calling of l1 fitting functions
statsmodels/discrete/discrete_model.py
L1MultinomialResults class
Child of MultinomialResults
MultinomialModel.fit()
3 lines re-directing l1 fit results to the L1MultinomialResults class
statsmodels-0.12.2/appveyor.yml 0000664 0000000 0000000 00000002643 14006126675 0016542 0 ustar 00root root 0000000 0000000 skip_tags: true
clone_depth: 50
os: Visual Studio 2015
environment:
# Undefining will run test from installation
PYTEST_DIRECTIVES: --skip-slow
PYTHONHASHSEED: 0 # Ensure tests are correctly gathered by xdist
MKL_NUM_THREADS: 1
NUMEXPR_NUM_THREADS: 1
OMP_NUM_THREADS: 1
OPENBLAS_NUM_THREADS: 1
matrix:
# Pip builds
- PYTHON: C:\Python38
PYTEST_DIRECTIVES:
- PY_MAJOR_VER: 3
PYTHON_ARCH: "x86"
- PY_MAJOR_VER: 3
PYTHON_ARCH: "x86_64"
TEST_INSTALL: "true"
platform:
- x64
build_script:
# Search for [appveyor skip] or [skip appveyor] and exit if found in full commit message
- ps: $commit=$env:APPVEYOR_REPO_COMMIT_MESSAGE + $env:APPVEYOR_REPO_COMMIT_MESSAGE_EXTENDED
- ps: $skip_appveyor=$commit.Contains("[skip appveyor]") -Or $commit.Contains("[appveyor skip]")
- ps: If ($skip_appveyor) { echo "[skip appveyor]"; Exit-AppVeyorBuild }
# Show information about CPU running job to understand BLAS issues
- wmic cpu get caption, name, numberofcores
- If Defined PY_MAJOR_VER ( call tools\ci\appveyor_conda.bat ) else ( call tools\ci\appveyor_pip.bat )
# Pin to 1.29 for now due to test discovery issues
- python -m pip install --upgrade pip "setuptools<50.0"
- pip install pytest "pytest-xdist==1.29" pytest-randomly
- if Defined PYTEST_DIRECTIVES ( pip install -e . --no-build-isolation ) else ( pip install . )
test_script:
- call tools\ci\run_test.bat
statsmodels-0.12.2/archive/ 0000775 0000000 0000000 00000000000 14006126675 0015566 5 ustar 00root root 0000000 0000000 statsmodels-0.12.2/archive/README.md 0000664 0000000 0000000 00000000323 14006126675 0017043 0 ustar 00root root 0000000 0000000 This directory holds files that were once part of statsmodels but
are no longer maintained. They are retained here in order to have their
git histories readily available, but should *not* be considered usable.
statsmodels-0.12.2/archive/docs/ 0000775 0000000 0000000 00000000000 14006126675 0016516 5 ustar 00root root 0000000 0000000 statsmodels-0.12.2/archive/docs/GLMNotes.lyx 0000664 0000000 0000000 00000053231 14006126675 0020710 0 ustar 00root root 0000000 0000000 #LyX 1.6.2 created this file. For more info see http://www.lyx.org/
\lyxformat 345
\begin_document
\begin_header
\textclass article
\use_default_options true
\language english
\inputencoding auto
\font_roman default
\font_sans default
\font_typewriter default
\font_default_family default
\font_sc false
\font_osf false
\font_sf_scale 100
\font_tt_scale 100
\graphics default
\paperfontsize default
\spacing single
\use_hyperref false
\papersize default
\use_geometry true
\use_amsmath 1
\use_esint 1
\cite_engine basic
\use_bibtopic false
\paperorientation portrait
\leftmargin 1in
\topmargin 1in
\rightmargin 1in
\bottommargin 1in
\secnumdepth 3
\tocdepth 3
\paragraph_separation indent
\defskip medskip
\quotes_language english
\papercolumns 1
\papersides 1
\paperpagestyle default
\tracking_changes false
\output_changes false
\author ""
\author ""
\end_header
\begin_body
\begin_layout Standard
Variance Functions:
\end_layout
\begin_layout Standard
Constant:
\begin_inset Formula $\boldsymbol{1}$
\end_inset
\end_layout
\begin_layout Standard
Power:
\begin_inset Formula $\boldsymbol{X}^{2}$
\end_inset
\end_layout
\begin_layout Standard
Binomial:
\begin_inset Formula $np(1-p)\text{ where }p=\frac{\mu}{n};\,\, V(\mu)=np(1-p)$
\end_inset
\end_layout
\begin_layout Standard
\begin_inset Formula $\frac{\partial\mu}{\partial\eta}$
\end_inset
\end_layout
\begin_layout Standard
Links: initialization of base class returns the actual mean vector
\begin_inset Formula $\boldsymbol{\mu}$
\end_inset
;
\begin_inset Formula $p$
\end_inset
in the logit and subclasses;
\begin_inset Formula $x$
\end_inset
elsewhere.
\end_layout
\begin_layout Standard
\begin_inset Float table
placement H
wide false
sideways false
status open
\begin_layout Plain Layout
\begin_inset Tabular
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Link
\begin_inset Formula $g(p)$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Inverse
\begin_inset Formula $g^{-1}(p)$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Analytic Derivative
\begin_inset Formula $g^{\prime}(p)$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Logit
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $z=\log\frac{p}{1-p}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $p=\frac{e^{z}}{1+e^{z}}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $g^{\prime}(p)=\frac{1}{p(1-p)}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Power
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $z=x^{\text{pow}}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $x=z^{\frac{1}{\text{pow}}}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $g^{\prime}(x)=\text{pow}\cdot x^{\text{power}-1}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Inverse
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
same as above with
\begin_inset Formula $\text{pow}=-1$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Square Root
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\text{pow}=0.5$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Identity
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\text{pow}=1$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Log
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $z=\log x$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $g^{-1}(z)=e^{z}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $g^{\prime}(x)=\frac{1}{x}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
CDFLink/Probit
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $z=\Phi^{-1}(p)$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $p=\Phi(z)$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $g^{\prime}(x)=\frac{1}{\int_{-\infty}^{p}f(t)dt}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Cauchy
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
same as the above with the Cauchy distribution
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
CLogLog
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $z=\log(-\log p)$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $p=e^{-e^{z}}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $g^{\prime}(p)=-\frac{1}{p\log p}$
\end_inset
\end_layout
\end_inset
|
\end_inset
\end_layout
\begin_layout Plain Layout
\begin_inset Caption
\begin_layout Plain Layout
Link Functions
\end_layout
\end_inset
\end_layout
\end_inset
\end_layout
\begin_layout Standard
Initializing the family sets a link property and a variance based on the
link(?)
\end_layout
\begin_layout Standard
\begin_inset Float table
placement H
wide false
sideways false
status open
\begin_layout Plain Layout
\begin_inset Tabular
\begin_inset Text
\begin_layout Plain Layout
Family
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Weights
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Deviance
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
DevResid
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Fitted
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Predict
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Base Class
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\frac{1}{(g^{\prime}(\mu))^{2}\cdot V(\mu)}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\frac{\sum_{i}\text{DevResid}^{2}}{\text{scale}}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\left(Y-\mu\right)\cdot\sqrt{\text{weights}}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\mu=g^{-1}(\eta)$
\end_inset
*
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\eta=g(\mu)$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Poisson
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\text{sign}\left(Y-\mu\right)\sqrt{2Y\log\frac{Y}{\mu}-2(Y-\mu)}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Gaussian
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\frac{\left(Y-\mu\right)}{\text{\sqrt{\text{scale}\cdot V\left(\mu\right)}}}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Gamma
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Bug?
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Binomial
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\begin_inset Formula $\text{sign}\left(Y-\mu\right)\sqrt{-2Y\log\frac{\mu}{n}+\left(n-Y\right)\log\left(1-\frac{\mu}{n}\right)}$
\end_inset
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
Inverse Gaussian
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
?
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\begin_inset Text
\begin_layout Plain Layout
\end_layout
\end_inset
|
\end_inset
\end_layout
\begin_layout Plain Layout
\begin_inset Caption
\begin_layout Plain Layout
Families
\end_layout
\end_inset
\end_layout
\begin_layout Plain Layout
*
\begin_inset Formula $\eta$
\end_inset
is the linear predictor ie.,
\begin_inset Formula $X\beta$
\end_inset
in the generalized linear model
\end_layout
\end_inset
\end_layout
\end_body
\end_document
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