269 lines
9.0 KiB
Plaintext
269 lines
9.0 KiB
Plaintext
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Metadata-Version: 2.1
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Name: statsmodels
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Version: 0.14.3
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Summary: Statistical computations and models for Python
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Home-page: https://www.statsmodels.org/
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Download-URL:
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Maintainer: statsmodels Developers
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Maintainer-email: pystatsmodels@googlegroups.com
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License: BSD License
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Project-URL: Bug Tracker, https://github.com/statsmodels/statsmodels/issues
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Project-URL: Documentation, https://www.statsmodels.org/stable/index.html
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Project-URL: Source Code, https://github.com/statsmodels/statsmodels
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Platform: any
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Classifier: Development Status :: 4 - Beta
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Classifier: Environment :: Console
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Classifier: Programming Language :: Cython
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Classifier: Programming Language :: Python :: 3.9
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Operating System :: OS Independent
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Classifier: Intended Audience :: End Users/Desktop
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Classifier: Intended Audience :: Developers
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Classifier: Intended Audience :: Science/Research
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Classifier: Natural Language :: English
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Classifier: License :: OSI Approved :: BSD License
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Classifier: Topic :: Office/Business :: Financial
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Classifier: Topic :: Scientific/Engineering
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Requires-Python: >=3.9
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License-File: LICENSE.txt
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Requires-Dist: numpy <3,>=1.22.3
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Requires-Dist: scipy !=1.9.2,>=1.8
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Requires-Dist: pandas !=2.1.0,>=1.4
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Requires-Dist: patsy >=0.5.6
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Requires-Dist: packaging >=21.3
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Provides-Extra: build
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Requires-Dist: cython >=3.0.10 ; extra == 'build'
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Provides-Extra: develop
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Requires-Dist: cython >=3.0.10 ; extra == 'develop'
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Requires-Dist: cython <4,>=3.0.10 ; extra == 'develop'
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Requires-Dist: setuptools-scm[toml] ~=8.0 ; extra == 'develop'
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Requires-Dist: matplotlib >=3 ; extra == 'develop'
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Requires-Dist: colorama ; extra == 'develop'
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Requires-Dist: joblib ; extra == 'develop'
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Requires-Dist: pytest <8,>=7.3.0 ; extra == 'develop'
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Requires-Dist: pytest-randomly ; extra == 'develop'
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Requires-Dist: pytest-xdist ; extra == 'develop'
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Requires-Dist: pytest-cov ; extra == 'develop'
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Requires-Dist: flake8 ; extra == 'develop'
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Requires-Dist: isort ; extra == 'develop'
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Requires-Dist: pywinpty ; (os_name == "nt") and extra == 'develop'
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Provides-Extra: docs
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Requires-Dist: sphinx ; extra == 'docs'
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Requires-Dist: nbconvert ; extra == 'docs'
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Requires-Dist: jupyter-client ; extra == 'docs'
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Requires-Dist: ipykernel ; extra == 'docs'
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Requires-Dist: matplotlib ; extra == 'docs'
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Requires-Dist: nbformat ; extra == 'docs'
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Requires-Dist: numpydoc ; extra == 'docs'
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Requires-Dist: pandas-datareader ; extra == 'docs'
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.. image:: docs/source/images/statsmodels-logo-v2-horizontal.svg
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:alt: Statsmodels logo
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|PyPI Version| |Conda Version| |License| |Azure CI Build Status|
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|Codecov Coverage| |Coveralls Coverage| |PyPI downloads| |Conda downloads|
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About statsmodels
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=================
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statsmodels is a Python package that provides a complement to scipy for
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statistical computations including descriptive statistics and estimation
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and inference for statistical models.
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Documentation
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=============
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The documentation for the latest release is at
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https://www.statsmodels.org/stable/
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The documentation for the development version is at
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https://www.statsmodels.org/dev/
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Recent improvements are highlighted in the release notes
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https://www.statsmodels.org/stable/release/
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Backups of documentation are available at https://statsmodels.github.io/stable/
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and https://statsmodels.github.io/dev/.
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Main Features
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=============
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* Linear regression models:
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- Ordinary least squares
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- Generalized least squares
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- Weighted least squares
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- Least squares with autoregressive errors
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- Quantile regression
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- Recursive least squares
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* Mixed Linear Model with mixed effects and variance components
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* GLM: Generalized linear models with support for all of the one-parameter
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exponential family distributions
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* Bayesian Mixed GLM for Binomial and Poisson
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* GEE: Generalized Estimating Equations for one-way clustered or longitudinal data
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* Discrete models:
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- Logit and Probit
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- Multinomial logit (MNLogit)
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- Poisson and Generalized Poisson regression
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- Negative Binomial regression
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- Zero-Inflated Count models
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* RLM: Robust linear models with support for several M-estimators.
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* Time Series Analysis: models for time series analysis
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- Complete StateSpace modeling framework
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- Seasonal ARIMA and ARIMAX models
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- VARMA and VARMAX models
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- Dynamic Factor models
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- Unobserved Component models
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- Markov switching models (MSAR), also known as Hidden Markov Models (HMM)
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- Univariate time series analysis: AR, ARIMA
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- Vector autoregressive models, VAR and structural VAR
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- Vector error correction model, VECM
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- exponential smoothing, Holt-Winters
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- Hypothesis tests for time series: unit root, cointegration and others
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- Descriptive statistics and process models for time series analysis
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* Survival analysis:
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- Proportional hazards regression (Cox models)
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- Survivor function estimation (Kaplan-Meier)
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- Cumulative incidence function estimation
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* Multivariate:
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- Principal Component Analysis with missing data
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- Factor Analysis with rotation
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- MANOVA
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- Canonical Correlation
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* Nonparametric statistics: Univariate and multivariate kernel density estimators
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* Datasets: Datasets used for examples and in testing
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* Statistics: a wide range of statistical tests
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- diagnostics and specification tests
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- goodness-of-fit and normality tests
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- functions for multiple testing
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- various additional statistical tests
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* Imputation with MICE, regression on order statistic and Gaussian imputation
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* Mediation analysis
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* Graphics includes plot functions for visual analysis of data and model results
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* I/O
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- Tools for reading Stata .dta files, but pandas has a more recent version
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- Table output to ascii, latex, and html
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* Miscellaneous models
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* Sandbox: statsmodels contains a sandbox folder with code in various stages of
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development and testing which is not considered "production ready". This covers
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among others
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- Generalized method of moments (GMM) estimators
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- Kernel regression
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- Various extensions to scipy.stats.distributions
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- Panel data models
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- Information theoretic measures
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How to get it
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=============
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The main branch on GitHub is the most up to date code
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https://www.github.com/statsmodels/statsmodels
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Source download of release tags are available on GitHub
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https://github.com/statsmodels/statsmodels/tags
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Binaries and source distributions are available from PyPi
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https://pypi.org/project/statsmodels/
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Binaries can be installed in Anaconda
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conda install statsmodels
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Getting the latest code
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=======================
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Installing the most recent nightly wheel
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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The most recent nightly wheel can be installed using pip.
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.. code:: bash
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python -m pip install -i https://pypi.anaconda.org/scientific-python-nightly-wheels/simple statsmodels --upgrade --use-deprecated=legacy-resolver
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Installing from sources
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~~~~~~~~~~~~~~~~~~~~~~~
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See INSTALL.txt for requirements or see the documentation
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https://statsmodels.github.io/dev/install.html
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Contributing
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============
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Contributions in any form are welcome, including:
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* Documentation improvements
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* Additional tests
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* New features to existing models
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* New models
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https://www.statsmodels.org/stable/dev/test_notes
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for instructions on installing statsmodels in *editable* mode.
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License
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=======
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Modified BSD (3-clause)
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Discussion and Development
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==========================
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Discussions take place on the mailing list
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https://groups.google.com/group/pystatsmodels
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and in the issue tracker. We are very interested in feedback
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about usability and suggestions for improvements.
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Bug Reports
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===========
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Bug reports can be submitted to the issue tracker at
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https://github.com/statsmodels/statsmodels/issues
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.. |Azure CI Build Status| image:: https://dev.azure.com/statsmodels/statsmodels-testing/_apis/build/status/statsmodels.statsmodels?branchName=main
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:target: https://dev.azure.com/statsmodels/statsmodels-testing/_build/latest?definitionId=1&branchName=main
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.. |Codecov Coverage| image:: https://codecov.io/gh/statsmodels/statsmodels/branch/main/graph/badge.svg
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:target: https://codecov.io/gh/statsmodels/statsmodels
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.. |Coveralls Coverage| image:: https://coveralls.io/repos/github/statsmodels/statsmodels/badge.svg?branch=main
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:target: https://coveralls.io/github/statsmodels/statsmodels?branch=main
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.. |PyPI downloads| image:: https://img.shields.io/pypi/dm/statsmodels?label=PyPI%20Downloads
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:alt: PyPI - Downloads
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:target: https://pypi.org/project/statsmodels/
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.. |Conda downloads| image:: https://img.shields.io/conda/dn/conda-forge/statsmodels.svg?label=Conda%20downloads
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:target: https://anaconda.org/conda-forge/statsmodels/
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.. |PyPI Version| image:: https://img.shields.io/pypi/v/statsmodels.svg
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:target: https://pypi.org/project/statsmodels/
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.. |Conda Version| image:: https://anaconda.org/conda-forge/statsmodels/badges/version.svg
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:target: https://anaconda.org/conda-forge/statsmodels/
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.. |License| image:: https://img.shields.io/pypi/l/statsmodels.svg
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:target: https://github.com/statsmodels/statsmodels/blob/main/LICENSE.txt
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