statsmodels - Release 0.14.5

This patch release fixes an issue with recent SciPy releases (1.16+) that prevented statsmodels from importing. It also addresses some small changes that improve future compatibility.

- Python
Published by bashtage 12 months ago

statsmodels - Release 0.14.4

The statsmodels developers are pleased to announce the release of 0.14.4. This release contains one feature and no fixes.

New Feature:

• Pyodide support

- Python
Published by bashtage over 1 year ago

statsmodels - Release 0.14.3

This is a packaging and compatibility release that will allow statsmodels to run in environments using NumPy 2 and recent pandas.

1. Corrects the build procedure for MacOS on both x86_64 and arm64
2. Improves compatibility with recent pandas releases

- Python
Published by bashtage almost 2 years ago

statsmodels - Release 0.14.2

This is a compatibility release that will allow statsmodels to run in environments using NumPy 2.

• Full compatibility with NumPy 2
• Improved future proofing against pandas 3 changes

- Python
Published by bashtage about 2 years ago

statsmodels - Release 0.14.1

This is a bug fix and future-proofing release that contains all bug fixes that have been applied since 0.14.0 was released.

There are no enhancements or changes to the statsmdoels API.

- Python
Published by bashtage over 2 years ago

statsmodels - Release 0.14.0

The statsmodels developers are happy to announce the first release of the 0.14 branch. 255 issues were closed in this release and 345 pull requests were merged. Major new features include:

• Treatment effect estimation and inference
• Hurdle and Truncated Count Regression
• Archimedean copulas have been extended to more than 2-dimensions.
• Multiseason STL decomposition (MSTL)
• Improved compatibility with current and future NumPy, SciPy, and pandas.

- Python
Published by bashtage about 3 years ago

statsmodels - Release Candidate 0.14.0rc0

The statsmodels developers are happy to announce the first release candidate for 0.14.0. 248 issues were closed in this release and 335 pull requests were merged. Major new features include:

• Treatment effect estimation and inference
• Hurdle and Truncated Count Regression
• Archimedean copulas have been extended to more than 2-dimensions
• Multiseason STL decomposition (MSTL)
• Improved compatibility with current and future NumPy, SciPy and pandas

- Python
Published by bashtage about 3 years ago

statsmodels - Release 0.13.5

The statsmodels developers are happy to announce the Python 3.11 compatibility release for the 0.13 branch.

This release contains no bug fixes other than any needed to ensure statsmodels is compatible with Python 3.11. It also resolves an issue with PyPI that affects 0.13.4.

- Python
Published by bashtage over 3 years ago

statsmodels - Release 0.13.4

The statsmodels developers are happy to announce the Python 3.11 compatibility release for the 0.13 branch. This release contains no bug fixes other than any needed to ensure statsmodels is compatible with Python 3.11. It also resolves an issue with the source code generation in 0.13.3 that affects installs on Python 3.11 that use the source tarball.

- Python
Published by bashtage over 3 years ago

statsmodels - Release 0.13.3

The statsmodels developers are happy to announce the Python 3.11 compatibility release for the 0.13 branch. This release contains no bug fixes other than any needed to ensure statsmodels is compatible with Python 3.11.

- Python
Published by bashtage over 3 years ago

statsmodels - Release 0.13.2

The statsmodels developers are happy to announce the bugfix release for the 0.13 branch. This release fixes 10 bugs and provides protection against changes in recent versions of upstream packages.

- Python
Published by bashtage over 4 years ago

statsmodels - Release 0.13.1

The statsmodels developers are happy to announce the bug fix release for the 0.13 branch. This release fixes 8 bugs and brings initial support for Python 3.10.

- Python
Published by bashtage over 4 years ago

statsmodels - Release 0.13.0

The statsmodels developers are happy to announce the first release candidate for 0.13.0. 227 issues were closed in this release and 143 pull requests were merged. Major new features include:

• Autoregressive Distributed Lag models
• Copulas
• Ordered Models (Ordinal Regression)
• Beta Regression
• Improvements to ARIMA estimation options

- Python
Published by bashtage over 4 years ago

statsmodels - Release Candidate 0.13.0rc0

The statsmodels developers are happy to announce the first release candidate for 0.13.0. 227 issues were closed in this release and 143 pull requests were merged. Major new features include:

• Autoregressive Distributed Lag models
• Copulas
• Ordered Models (Ordinal Regression)
• Beta Regression
• Improvements to ARIMA estimation options

- Python
Published by bashtage almost 5 years ago

statsmodels - Release 0.12.2

This is a bug-fix release from the 0.12.x branch. Users are encouraged to upgrade.

Notable changes include fixes for a bug that could lead to incorrect results in forecasts with the new ARIMA model (when d > 0 and trend='t') and a bug in the LM test for autocorrelation.

- Python
Published by ChadFulton over 5 years ago

statsmodels - Release 0.12.1

This is a minor release from the 0.12.x branch with bug fixes and essential maintenance only.

- Python
Published by ChadFulton over 5 years ago

statsmodels - Release 0.12.0

The statsmodels developers are happy to announce release 0.12.0. 239 issues were closed in this release and 221 pull requests were merged.

Major new features include:

• New exponential smoothing model: ETS (Error, Trend, Seasonal)
• New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
• Decomposition of forecast updates based on the "news"
• Sparse Cholesky Simulation Smoother
• Option to use Chandrasekhar recursions
• Two popular methods for forecasting time series, forecasting after STL decomposition and the Theta model
• Functions for constructing complex Deterministic Terms in time series models
• New statistics function: one-way ANOVA-type tests, hypothesis tests for 2-samples and meta-analysis.

- Python
Published by bashtage almost 6 years ago

statsmodels - Release Candidate 0.12.0rc0

The statsmodels developers are happy to announce the first release candidate for 0.12.0. 223 issues were closed in this release and 208 pull requests were merged. Major new features include:

• New exponential smoothing model: ETS (Error, Trend, Seasonal)
• New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
• Decomposition of forecast updates based on the "news"
• Sparse Cholesky Simulation Smoother
• Option to use Chandrasekhar recursions
• Two popular methods for forecasting time series, forecasting after STL decomposition and the Theta model
• Functions for constructing complex Deterministic Terms in time series models

- Python
Published by bashtage almost 6 years ago

statsmodels - Release 0.11.1

This is a bug fix release. It fixes a small number of bugs including two that affect the installation on statmodels on Python 2.7 and 3.8.

See the full release notes (or in rst format) for the full set of backported pull requests.

- Python
Published by bashtage over 6 years ago

statsmodels - Release 0.11.0

statsmodels developers are happy to announce a new release.

Major new features include:

• Regression
  • Rolling OLS and WLS
• Statistics
  • Oaxaca-Blinder decomposition
  • Distance covariance measures (new in RC2)
  • New regression diagnostic tools (new in RC2)
• Statespace Models
  • Statespace-based Linear exponential smoothing models¶
  • Methods to apply parameters fitted on one dataset to another dataset¶
  • Method to hold some parameters fixed at known values
  • Option for low memory operations
  • Improved access to state estimates
  • Improved simulation and impulse responses for time-varying models
• Time-Series Analysis
  • STL Decomposition
  • New AR model
  • New ARIMA model
  • Zivot-Andrews Test
  • More robust regime-switching models

See release notes for full details.

- Python
Published by bashtage over 6 years ago

statsmodels - Version 0.11.0 Release Candidate 2

The second and final release candidate for statsmodels 0.11.

Major new features include:

• Regression
  • Rolling OLS and WLS
• Statistics
  • Oaxaca-Blinder decomposition
  • Distance covariance measures (new in RC2)
  • New regression diagnostic tools (new in RC2)
• Statespace Models
  • Statespace-based Linear exponential smoothing models¶
  • Methods to apply parameters fitted on one dataset to another dataset¶
  • Method to hold some parameters fixed at known values
  • Option for low memory operations
  • Improved access to state estimates
  • Improved simulation and impulse responses for time-varying models
• Time-Series Analysis
  • STL Decomposition
  • New AR model
  • New ARIMA model
  • Zivot-Andrews Test
  • More robust regime-switching models

See release notes for full details.

- Python
Published by bashtage over 6 years ago

statsmodels - Version 0.11.0 Release Candidate 1

Release candidate for statsmodels 0.11.

Major new features include:

• Regression
  • Rolling OLS and WLS
• Statistics
  • Oaxaca-Blinder decomposition
• Statespace Models
  • Statespace-based Linear exponential smoothing models¶
  • Methods to apply parameters fitted on one dataset to another dataset¶
  • Method to hold some parameters fixed at known values
  • Option for low memory operations
  • Improved access to state estimates
  • Improved simulation and impulse responses for time-varying models
• Time-Series Analysis
  • STL Decomposition
  • New AR model
  • New ARIMA model
  • Zivot-Andrews Test
  • More robust regime switching models

See release notes for full details.

- Python
Published by bashtage over 6 years ago

statsmodels - Release 0.10.2

This is a minor release from the 0.10.x branch with bug fixes and essential maintenance only. The key new feature is:

• Compatibility with Python 3.8

- Python
Published by bashtage over 6 years ago

statsmodels - Release 0.10.1

This is a minor release from the 0.10.x branch with bug fixes and essential maintenance only. The key features are:

• Compatibility with pandas 0.25
• Compatibility with Numpy 1.17

- Python
Published by bashtage almost 7 years ago

statsmodels - Release 0.10.0

This is a major release from 0.9.0 and includes a number new statistical models and many bug fixes.

Highlights include:

• Generalized Additive Models. This major feature is experimental and may change.
• Conditional Models such as ConditionalLogit, which are known as fixed effect models in Econometrics.
• Dimension Reduction Methods include Sliced Inverse Regression, Principal Hessian Directions and Sliced Avg. Variance Estimation
• Regression using Quadratic Inference Functions (QIF)
• Gaussian Process Regression

See the release notes for a full list of all the change from 0.9.0.

python -m pip install --upgrade statsmodels

Note that 0.10.x will likely be the last series of releases to support Python 2, so please consider upgrading to Python 3 if feasible.

Please report any issues with the release candidate on the statsmodels issue tracker.

- Python
Published by bashtage almost 7 years ago

statsmodels - Version 0.10.0 Release Candidate 2

Release candidate for 0.10.0.

See the release notes in the documentation for details on the changes.

- Python
Published by bashtage about 7 years ago

statsmodels - Version 0.9.0 Release

- Python
Published by josef-pkt about 8 years ago

statsmodels - Version 0.9.0 Release Candidate 1

- Python
Published by josef-pkt about 8 years ago

statsmodels - Version 0.8.0 Release

- Python
Published by josef-pkt over 9 years ago

statsmodels - Version 0.8.0 Release Candidate 1

- Python
Published by josef-pkt almost 10 years ago