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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
http://www.statsmodels.org/stable/
The documentation for the development version is at
http://www.statsmodels.org/dev/
Recent improvements are highlighted in the release notes
http://www.statsmodels.org/stable/release/version0.8.html
Backups of documentation are available at http://statsmodels.github.io/stable/
and http://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
* Mixed Linear Model with mixed effects and variance components
* GLM: Generalized linear models with support for all of the one-parameter
exponential family distributions
* GEE: Generalized Estimating Equations for one-way clustered or longitudinal data
* Discrete models:
- Logit and Probit
- Multinomial logit (MNLogit)
- Poisson regression
- Negative Binomial regression
* 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
- Markov switching models (MSAR), also known as Hidden Markov Models (HMM)
- Univariate time series analysis: AR, ARIMA
- Vector autoregressive models, VAR and structural VAR
- 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
* Nonparametric statistics: (Univariate) 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 and regression on order statistic
* Mediation analysis
* Principal Component Analysis with missing data
* I/O
- Tools for reading Stata .dta files into numpy arrays.
- 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
http://pypi.python.org/pypi/statsmodels/
Binaries can be installed in Anaconda
conda install statsmodels
Development snapshots are also available in Anaconda (infrequently updated)
conda install -c https://conda.binstar.org/statsmodels statsmodels
Installing from sources
=======================
See INSTALL.txt for requirements or see the documentation
http://statsmodels.github.io/dev/install.html
License
=======
Modified BSD (3-clause)
Discussion and Development
==========================
Discussions take place on our mailing list.
http://groups.google.com/group/pystatsmodels
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
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