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statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics and estimation and inference for statistical models.
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/.
Linear regression models:
Mixed Linear Model with mixed effects and variance components
Discrete models:
RLM: Robust linear models with support for several M-estimators.
Time Series Analysis: models for time series analysis
Complete StateSpace modeling framework
Markov switching models (MSAR), also known as Hidden Markov Models (HMM)
Survival analysis:
Multivariate:
Nonparametric statistics: Univariate and multivariate kernel density estimators
Statistics: a wide range of statistical tests
Imputation with MICE, regression on order statistic and Gaussian imputation
Graphics includes plot functions for visual analysis of data and model results
I/O
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
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
See INSTALL.txt for requirements or see the documentation
https://statsmodels.github.io/dev/install.html
Contributions in any form are welcome, including:
https://statsmodels.github.io/dev/test_notes.html
for instructions on installing statsmodels in editable mode.
Modified BSD (3-clause)
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 can be submitted to the issue tracker at
https://github.com/statsmodels/statsmodels/issues
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