Upgrading statsmodels 0.4 to 0.5
Unknown0.4.3 → 0.5.0
UnknownUpgrade verdict
None of the 2 releases in this range publish notes, so breaking changes can't be ruled out.
In plain terms
- Some releases in this range publish no notes, so DepDelta can't rule out breaking changes.
- Their commits are listed with this comparison.
Must act Unknown for releases without notes
Releases without notes may still need changes. Check their commits before upgrading.
API changes
Generated by DepDelta from published Python source. Not mixed with prose notes.
- removed:
class LarryData(ModelData) - removed:
class TimeSeriesData(ModelData) - removed:
constructor LarryData(endog, exog=…, **kwds) - removed:
method LarryData.attach_columns(result) - removed:
method LarryData.attach_columns_eq(result) - removed:
method LarryData.attach_cov(result) - removed:
method LarryData.attach_cov_eq(result) - removed:
method LarryData.attach_dates(result) - removed:
method LarryData.attach_rows(result) - removed:
method TimeSeriesData.attach_dates(result) - removed:
method TimeSeriesData.attach_rows(result) - changed:
constructor ModelData(endog, exog=…, **kwds) → constructor ModelData(endog, exog=…, missing=…, hasconst=…, **kwargs) - changed:
function handle_data(endog, exog) → function handle_data(endog, exog, missing=…, hasconst=…, **kwargs) - added:
class MissingDataError(Exception) - added:
class PatsyData(ModelData)
- added:
function fit_l1_cvxopt_cp(f, score, start_params, args, kwargs, disp=…, maxiter=…, callback=…, retall=…, full_output=…, hess=…)
- added:
function fit_l1_slsqp(f, score, start_params, args, kwargs, disp=…, maxiter=…, callback=…, retall=…, full_output=…, hess=…)
- removed:
function zip_longest(*args, **kwds)
- added:
export anes96 - added:
export cancer - added:
export ccard - added:
export committee - added:
export copper - added:
export cpunish - added:
export elnino - added:
export engel - added:
export fair - added:
export grunfeld - added:
export heart - added:
export longley - added:
export macrodata - added:
export nile - added:
export randhie - added:
export scotland - added:
export spector - added:
export stackloss - added:
export star98 - added:
export statecrime - added:
export strikes - added:
export sunspots
- added:
function load() - added:
function load_pandas() - added:
variable COPYRIGHT - added:
variable DESCRLONG - added:
variable DESCRSHORT - added:
variable NOTE - added:
variable SOURCE - added:
variable TITLE
- added:
function load() - added:
function load_pandas() - added:
variable COPYRIGHT - added:
variable DESCRLONG - added:
variable DESCRSHORT - added:
variable NOTE - added:
variable SOURCE - added:
variable TITLE
- added:
function load() - added:
function load_pandas() - added:
variable COPYRIGHT - added:
variable DESCRLONG - added:
variable DESCRSHORT - added:
variable NOTE - added:
variable SOURCE - added:
variable TITLE
- added:
function load() - added:
function load_pandas() - added:
variable COPYRIGHT - added:
variable DESCRLONG - added:
variable DESCRSHORT - added:
variable NOTE - added:
variable SOURCE - added:
variable TITLE
- added:
function load() - added:
function load_pandas() - added:
variable COPYRIGHT - added:
variable DESCRLONG - added:
variable DESCRSHORT - added:
variable NOTE - added:
variable SOURCE - added:
variable TITLE
- added:
class Dataset(dict) - added:
constructor Dataset(**kw) - added:
function clear_data_home(data_home=…) - added:
function get_data_home(data_home=…) - added:
function get_rdataset(dataname, package=…, cache=…) - added:
function process_recarray(data, endog_idx=…, exog_idx=…, stack=…, dtype=…) - added:
function process_recarray_pandas(data, endog_idx=…, exog_idx=…, dtype=…, index_idx=…)
- added:
class DiscreteMargins(object) - added:
class Margins(object) - added:
constructor DiscreteMargins(results, args, kwargs=…) - added:
constructor Margins(results, get_margeff, derivative, dist=…, margeff_args=…) - added:
function margeff() - added:
function margeff_cov_params(model, params, exog, cov_params, at, derivative, dummy_ind, count_ind, method, J) - added:
function margeff_cov_with_se(model, params, exog, cov_params, at, derivative, dummy_ind, count_ind, method, J) - added:
method DiscreteMargins.conf_int(alpha=…) - added:
method DiscreteMargins.get_margeff(at=…, method=…, atexog=…, dummy=…, count=…) - added:
method DiscreteMargins.pvalues() - added:
method DiscreteMargins.summary(alpha=…) - added:
method DiscreteMargins.summary_frame(alpha=…) - added:
method DiscreteMargins.tvalues() - added:
method Margins.conf_int(alpha=…) - added:
method Margins.cov_margins() - added:
method Margins.get_margeff(*args, **kwargs) - added:
method Margins.margins_se() - added:
method Margins.pvalues() - added:
method Margins.summary(alpha=…) - added:
method Margins.summary_frame() - added:
method Margins.tvalues()
- added:
class NegativeBinomial(CountModel) - added:
constructor NegativeBinomial(endog, exog, loglike_method=…, offset=…, exposure=…, missing=…) - added:
method Logit.fit(start_params=…, method=…, maxiter=…, full_output=…, disp=…, callback=…, **kwargs) - added:
method NegativeBinomial.fit(start_params=…, method=…, maxiter=…, full_output=…, disp=…, callback=…, **kwargs) - added:
method NegativeBinomial.loglike(params) - added:
method NegativeBinomial.scoreobs(params) - added:
method Probit.fit(start_params=…, method=…, maxiter=…, full_output=…, disp=…, callback=…, **kwargs)
- added:
class MixtureDistribution(object) - added:
function mixture_rvs(prob, size, dist, kwargs=…) - added:
function mv_mixture_rvs(prob, size, dist, nvars, **kwargs) - added:
method MixtureDistribution.cdf(x, prob, dist, kwargs=…) - added:
method MixtureDistribution.pdf(x, prob, dist, kwargs=…) - added:
method MixtureDistribution.rvs(prob, size, dist, kwargs=…) - added:
variable doplot - added:
variable grid - added:
variable mcdf - added:
variable mix - added:
variable mix_kwds - added:
variable mpdf - added:
variable mrvs - added:
variable nobs - added:
variable obs_dist
- added:
export Tester - added:
variable test
- added:
class AFTResults(OptAFT) - added:
class OptAFT(_OptFuncts) - added:
class emplikeAFT(object) - added:
constructor AFTResults(model) - added:
constructor OptAFT() - added:
constructor emplikeAFT(endog, exog, censors) - added:
method AFTResults.ci_beta(param_num, beta_high, beta_low, sig=…) - added:
method AFTResults.params() - added:
method AFTResults.test_beta(b0_vals, param_nums, ftol=…, maxiter=…, print_weights=…) - added:
method emplikeAFT.fit() - added:
method emplikeAFT.predict(params, endog=…)
- added:
class DescStatMV(_OptFuncts) - added:
class DescStatUV(_OptFuncts) - added:
constructor DescStatMV(endog) - added:
constructor DescStatUV(endog) - added:
function DescStat(endog) - added:
method DescStatMV.ci_corr(sig=…, upper_bound=…, lower_bound=…) - added:
method DescStatMV.mv_mean_contour(mu1_low, mu1_upp, mu2_low, mu2_upp, step1, step2, levs=…, var1_name=…, var2_name=…, plot_dta=…) - added:
method DescStatMV.mv_test_mean(mu_array, return_weights=…) - added:
method DescStatMV.test_corr(corr0, return_weights=…) - added:
method DescStatUV.ci_kurt(sig=…, upper_bound=…, lower_bound=…) - added:
method DescStatUV.ci_mean(sig=…, method=…, epsilon=…, gamma_low=…, gamma_high=…) - added:
method DescStatUV.ci_skew(sig=…, upper_bound=…, lower_bound=…) - added:
method DescStatUV.ci_var(lower_bound=…, upper_bound=…, sig=…) - added:
method DescStatUV.plot_contour(mu_low, mu_high, var_low, var_high, mu_step, var_step, levs=…) - added:
method DescStatUV.test_joint_skew_kurt(skew0, kurt0, return_weights=…) - added:
method DescStatUV.test_kurt(kurt0, return_weights=…) - added:
method DescStatUV.test_mean(mu0, return_weights=…) - added:
method DescStatUV.test_skew(skew0, return_weights=…) - added:
method DescStatUV.test_var(sig2_0, return_weights=…)
- added:
class ANOVA(_ANOVAOpt) - added:
constructor ANOVA(endog) - added:
method ANOVA.compute_ANOVA(mu=…, mu_start=…, return_weights=…)
- added:
variable X - added:
variable beta - added:
variable koul_censors - added:
variable koul_data - added:
variable koul_params - added:
variable koul_x - added:
variable koul_y - added:
variable mc_est - added:
variable modrand1 - added:
variable modrand2 - added:
variable modrand3 - added:
variable params - added:
variable y
- added:
class ELOriginRegress(object) - added:
class OriginResults(RegressionResults) - added:
constructor ELOriginRegress(endog, exog) - added:
constructor OriginResults(model, params, est_llr, llf_el) - added:
method ELOriginRegress.fit() - added:
method ELOriginRegress.predict(params, exog=…) - added:
method OriginResults.conf_int_el(param_num, upper_bound=…, lower_bound=…, sig=…, method=…, stochastic_exog=…) - added:
method OriginResults.el_test(b0_vals, param_nums, method=…, stochastic_exog=…, return_weights=…)
- added:
export Tester - added:
variable test
- added:
variable glm - added:
variable gls - added:
variable glsar - added:
variable logit - added:
variable mnlogit - added:
variable negativebinomial - added:
variable ols - added:
variable poisson - added:
variable probit - added:
variable quantreg - added:
variable rlm - added:
variable wls
- added:
function handle_formula_data(Y, X, formula, depth=…) - added:
function make_hypotheses_matrices(model_results, test_formula) - added:
variable formula_handler
- changed:
constructor GLM(endog, exog, family=…, offset=…, exposure=…) → constructor GLM(endog, exog, family=…, offset=…, exposure=…, missing=…)
- changed:
function plot_corr(dcorr, xnames=…, ynames=…, title=…, normcolor=…, ax=…) → function plot_corr(dcorr, xnames=…, ynames=…, title=…, normcolor=…, ax=…, cmap=…) - changed:
function plot_corr_grid(dcorrs, titles=…, ncols=…, normcolor=…, xnames=…, ynames=…, fig=…) → function plot_corr_grid(dcorrs, titles=…, ncols=…, normcolor=…, xnames=…, ynames=…, fig=…, cmap=…)
- added:
class ProbPlot(object) - added:
constructor ProbPlot(data, dist=…, fit=…, distargs=…, a=…, loc=…, scale=…) - added:
function qqline(ax, line, x=…, y=…, dist=…, fmt=…) - added:
function qqplot_2samples(data1, data2, xlabel=…, ylabel=…, line=…, ax=…) - added:
method ProbPlot.ppplot(xlabel=…, ylabel=…, line=…, other=…, ax=…) - added:
method ProbPlot.probplot(line=…, ax=…, exceed=…) - added:
method ProbPlot.qqplot(xlabel=…, ylabel=…, line=…, other=…, ax=…) - added:
method ProbPlot.sample_percentiles() - added:
method ProbPlot.sample_quantiles() - added:
method ProbPlot.sorted_data() - added:
method ProbPlot.theoretical_percentiles() - added:
method ProbPlot.theoretical_quantiles()
- added:
function mosaic(data, index=…, ax=…, horizontal=…, gap=…, properties=…, labelizer=…, title=…, statistic=…, axes_label=…, label_rotation=…)
- changed:
function plot_ccpr(res, exog_idx=…, grid=…, fig=…) → function plot_ccpr(results, exog_idx, ax=…) - changed:
function plot_fit(res, exog_idx, exog_name=…, y_true=…, ax=…, fontsize=…) → function plot_fit(results, exog_idx, y_true=…, ax=…, **kwargs) - changed:
function plot_partregress(endog, exog, exog_idx=…, grid=…, fig=…) → function plot_partregress(endog, exog_i, exog_others, data=…, title_kwargs=…, obs_labels=…, label_kwargs=…, ax=…, ret_coords=…, **kwargs) - changed:
function plot_regress_exog(res, exog_idx, exog_name=…, fig=…) → function plot_regress_exog(results, exog_idx, fig=…) - added:
function abline_plot(intercept=…, slope=…, horiz=…, vert=…, model_results=…, ax=…, **kwargs) - added:
function add_lowess(ax, lines_idx=…, frac=…, **lowess_kwargs) - added:
function influence_plot(results, external=…, alpha=…, criterion=…, size=…, plot_alpha=…, ax=…, **kwargs) - added:
function plot_ccpr_grid(results, exog_idx=…, grid=…, fig=…) - added:
function plot_leverage_resid2(results, alpha=…, label_kwargs=…, ax=…, **kwargs) - added:
function plot_partregress_grid(results, exog_idx=…, grid=…, fig=…)
- removed:
function plotacf(corr, ax=…, lags=…, use_vlines=…, **kwargs) - added:
function plot_acf(x, ax=…, lags=…, alpha=…, use_vlines=…, unbiased=…, fft=…, **kwargs) - added:
function plot_pacf(x, ax=…, lags=…, alpha=…, method=…, use_vlines=…, **kwargs)
- changed:
function create_mpl_fig(fig=…) → function create_mpl_fig(fig=…, figsize=…)
- changed:
function genfromdta(fname, missing_flt=…, missing_str=…, encoding=…) → function genfromdta(fname, missing_flt=…, encoding=…, pandas=…, convert_dates=…) - added:
class StataWriter(object) - added:
constructor StataWriter(fname, data, convert_dates=…, encoding=…, byteorder=…) - added:
field StataWriter.DTYPE_MAP - added:
field StataWriter.MISSING_VALUES - added:
field StataWriter.TYPE_MAP - added:
method StataWriter.write_file()
- added:
class Summary(object) - added:
constructor Summary() - added:
function summary_col(results, float_format=…, model_names=…, stars=…, info_dict=…, regressor_order=…) - added:
function summary_model(results) - added:
function summary_params(results, yname=…, xname=…, alpha=…, use_t=…, skip_header=…, float_format=…) - added:
method Summary.add_array(array, align=…, float_format=…) - added:
method Summary.add_base(results, alpha=…, float_format=…, title=…, xname=…, yname=…) - added:
method Summary.add_df(df, index=…, header=…, float_format=…, align=…) - added:
method Summary.add_dict(d, ncols=…, align=…, float_format=…) - added:
method Summary.add_text(string) - added:
method Summary.add_title(title=…, results=…) - added:
method Summary.as_html() - added:
method Summary.as_latex() - added:
method Summary.as_text()
- added:
variable fmt_latex - added:
variable fmt_txt
- added:
method TArma.fit_mle(order, start_params=…, method=…, maxiter=…, tol=…, **kwds) - added:
method TLinearModel.initialize() - added:
method TLinearModel.predict(params, exog=…)
- removed:
function linbin(X, a, b, M, trunc=…)
- added:
class KDEMultivariate(GenericKDE) - added:
class KDEMultivariateConditional(GenericKDE) - added:
constructor KDEMultivariate(data, var_type, bw=…, defaults=…) - added:
constructor KDEMultivariateConditional(endog, exog, dep_type, indep_type, bw, defaults=…) - added:
export EstimatorSettings - added:
method KDEMultivariate.cdf(data_predict=…) - added:
method KDEMultivariate.imse(bw) - added:
method KDEMultivariate.loo_likelihood(bw, func=…) - added:
method KDEMultivariate.pdf(data_predict=…) - added:
method KDEMultivariateConditional.cdf(endog_predict=…, exog_predict=…) - added:
method KDEMultivariateConditional.imse(bw) - added:
method KDEMultivariateConditional.loo_likelihood(bw, func=…) - added:
method KDEMultivariateConditional.pdf(endog_predict=…, exog_predict=…)
- added:
class KernelCensoredReg(KernelReg) - added:
class KernelReg(GenericKDE) - added:
constructor KernelCensoredReg(endog, exog, var_type, reg_type, bw=…, censor_val=…, defaults=…) - added:
constructor KernelReg(endog, exog, var_type, reg_type=…, bw=…, defaults=…) - added:
method KernelCensoredReg.censored(censor_val) - added:
method KernelCensoredReg.cv_loo(bw, func) - added:
method KernelCensoredReg.fit(data_predict=…) - added:
method KernelReg.aic_hurvich(bw, func=…) - added:
method KernelReg.cv_loo(bw, func) - added:
method KernelReg.fit(data_predict=…) - added:
method KernelReg.r_squared() - added:
method KernelReg.sig_test(var_pos, nboot=…, nested_res=…, pivot=…)
- added:
function aitchison_aitken(h, Xi, x, num_levels=…) - added:
function aitchison_aitken_cdf(h, Xi, x_u) - added:
function aitchison_aitken_convolution(h, Xi, Xj) - added:
function aitchison_aitken_reg(h, Xi, x) - added:
function d_gaussian(h, Xi, x) - added:
function gaussian(h, Xi, x) - added:
function gaussian_cdf(h, Xi, x) - added:
function gaussian_convolution(h, Xi, x) - added:
function wang_ryzin(h, Xi, x) - added:
function wang_ryzin_cdf(h, Xi, x_u) - added:
function wang_ryzin_convolution(h, Xi, Xj) - added:
function wang_ryzin_reg(h, Xi, x)
- removed:
function configuration(parent_package=…, top_path=…) - removed:
variable cur_dir
- changed:
function lowess(endog, exog, frac=…, it=…) → function lowess(endog, exog, frac=…, it=…, delta=…, is_sorted=…, missing=…, return_sorted=…)
- added:
function lowess(endog, exog, frac=…, it=…)
- removed:
method GLS.fit(method=…, **kwargs) - removed:
method GLS.initialize() - removed:
method GLS.predict(params, exog=…) - changed:
class GLS(base.LikelihoodModel) → class GLS(RegressionModel) - changed:
class WLS(GLS) → class WLS(RegressionModel) - changed:
constructor GLS(endog, exog, sigma=…) → constructor GLS(endog, exog, sigma=…, missing=…, hasconst=…) - changed:
constructor GLSAR(endog, exog=…, rho=…) → constructor GLSAR(endog, exog=…, rho=…, missing=…) - changed:
constructor OLS(endog, exog=…) → constructor OLS(endog, exog=…, missing=…, hasconst=…) - changed:
constructor WLS(endog, exog, weights=…) → constructor WLS(endog, exog, weights=…, missing=…, hasconst=…)
- added:
class QuantReg(RegressionModel) - added:
class QuantRegResults(RegressionResults) - added:
constructor QuantReg(endog, exog) - added:
function bofinger(n, q) - added:
function chamberlain(n, q, alpha=…) - added:
function hall_sheather(n, q, alpha=…) - added:
method QuantReg.fit(q=…, vcov=…, kernel=…, bandwidth=…, max_iter=…, p_tol=…, **kwargs) - added:
method QuantReg.whiten(data) - added:
method QuantRegResults.HC0_se() - added:
method QuantRegResults.HC1_se() - added:
method QuantRegResults.HC2_se() - added:
method QuantRegResults.HC3_se() - added:
method QuantRegResults.aic() - added:
method QuantRegResults.bic() - added:
method QuantRegResults.centered_tss() - added:
method QuantRegResults.llf() - added:
method QuantRegResults.mse() - added:
method QuantRegResults.mse_model() - added:
method QuantRegResults.mse_total() - added:
method QuantRegResults.prsquared() - added:
method QuantRegResults.rsquared() - added:
method QuantRegResults.rsquared_adj() - added:
method QuantRegResults.scale() - added:
method QuantRegResults.summary(yname=…, xname=…, title=…, alpha=…) - added:
method QuantRegResults.uncentered_tss() - added:
variable kernels
- removed:
method TrimmedMean.psi_derive(z) - added:
method TrimmedMean.psi_deriv(z)
- changed:
constructor RLM(endog, exog, M=…) → constructor RLM(endog, exog, M=…, missing=…)
- removed:
class MixtureDistribution(object) - removed:
function mixture_rvs(prob, size, dist, kwargs=…) - removed:
function mv_mixture_rvs(prob, size, dist, nvars, **kwargs) - removed:
method MixtureDistribution.cdf(x, prob, dist, kwargs=…) - removed:
method MixtureDistribution.pdf(x, prob, dist, kwargs=…) - removed:
method MixtureDistribution.rvs(prob, size, dist, kwargs=…) - removed:
variable doplot - removed:
variable grid - removed:
variable mcdf - removed:
variable mix - removed:
variable mix_kwds - removed:
variable mpdf - removed:
variable mrvs - removed:
variable nobs - removed:
variable obs_dist
- added:
function multiOLS(model, dataframe, column_list=…, method=…, alpha=…, subset=…, model_type=…, **kwargs) - added:
function multigroup(pvals, groups, exact=…, keep_all=…, alpha=…)
- added:
class UnivariateFanGijbels1(_UnivariateFunction) - added:
class UnivariateFanGijbels1EU(_UnivariateFunction) - added:
class UnivariateFanGijbels2(_UnivariateFunction) - added:
class UnivariateFunc1(_UnivariateFunction) - added:
constructor UnivariateFanGijbels1(nobs=…, x=…, distr_x=…, distr_noise=…) - added:
constructor UnivariateFanGijbels1EU(nobs=…, x=…, distr_x=…, distr_noise=…) - added:
constructor UnivariateFanGijbels2(nobs=…, x=…, distr_x=…, distr_noise=…) - added:
constructor UnivariateFunc1(nobs=…, x=…, distr_x=…, distr_noise=…) - added:
function fg1(x) - added:
function fg1eu(x) - added:
function fg2(x) - added:
function func1(x) - added:
method UnivariateFunc1.het_scale(x) - added:
variable doc
- added:
class SemiLinear(KernelReg) - added:
class SingleIndexModel(KernelReg) - added:
class TestFForm(object) - added:
constructor SemiLinear(endog, exog, exog_nonparametric, var_type, k_linear) - added:
constructor SingleIndexModel(endog, exog, var_type) - added:
constructor TestFForm(endog, exog, bw, var_type, fform, estimator, nboot=…) - added:
method SemiLinear.cv_loo(params) - added:
method SemiLinear.fit(exog_predict=…, exog_nonparametric_predict=…) - added:
method SingleIndexModel.cv_loo(params) - added:
method SingleIndexModel.fit(data_predict=…)
- removed:
function configuration(parent_package=…, top_path=…) - removed:
function relpath(path, start=…)
- added:
function anova1_lm_single(model, endog, exog, nobs, design_info, table, n_rows, test, pr_test, robust) - added:
function anova2_lm_single(model, design_info, n_rows, test, pr_test, robust) - added:
function anova3_lm_single(model, design_info, n_rows, test, pr_test, robust) - added:
function anova_lm(*args, **kwargs) - added:
function anova_single(model, **kwargs) - added:
variable moore - added:
variable mooreB - added:
variable moore_lm - added:
variable table
- added:
class AllPairsResults(object) - added:
constructor AllPairsResults(pvals_raw, all_pairs, multitest_method=…, levels=…, n_levels=…) - added:
method AllPairsResults.pval_corrected(method=…) - added:
method AllPairsResults.pval_table() - added:
method AllPairsResults.summary()
- added:
function clip_evals(x, value=…) - added:
function corr_clipped(corr, threshold=…) - added:
function corr_nearest(corr, threshold=…, n_fact=…) - added:
function cov_nearest(cov, method=…, threshold=…, n_fact=…, return_all=…)
- changed:
method Describe.sign_test(mu0=…) → method Describe.sign_test(samp, mu0=…) - added:
function sign_test(samp, mu0=…)
- added:
function chisquare(f_obs, f_exp=…, value=…, ddof=…, return_basic=…) - added:
function chisquare_effectsize(probs0, probs1, correction=…, cohen=…, axis=…) - added:
function chisquare_power(effect_size, nobs, n_bins, alpha=…, ddof=…)
- added:
class KappaResults(ResultsBunch) - added:
class ResultsBunch(dict) - added:
constructor ResultsBunch(**kwds) - added:
field KappaResults.template - added:
field ResultsBunch.template - added:
function aggregate_raters(data, n_cat=…) - added:
function cohens_kappa(table, weights=…, return_results=…, wt=…) - added:
function fleiss_kappa(table) - added:
function to_table(data, bins=…)
- changed:
function cov2corr(cov) → function cov2corr(cov, return_std=…) - added:
function corr2cov(corr, std)
- changed:
function fdrcorrection_twostage(pvals, alpha=…, iter=…) → function fdrcorrection_twostage(pvals, alpha=…, method=…, iter=…) - added:
variable multitest_alias - added:
variable multitest_methods_names
- added:
class OLSInfluence(object) - added:
constructor OLSInfluence(results) - added:
function outlier_test(model_results, method=…, alpha=…, labels=…, order=…) - added:
function reset_ramsey(res, degree=…) - added:
function summary_table(res, alpha=…) - added:
function variance_inflation_factor(exog, exog_idx) - added:
method OLSInfluence.cooks_distance() - added:
method OLSInfluence.cov_ratio() - added:
method OLSInfluence.det_cov_params_not_obsi() - added:
method OLSInfluence.dfbetas() - added:
method OLSInfluence.dffits() - added:
method OLSInfluence.dffits_internal() - added:
method OLSInfluence.ess_press() - added:
method OLSInfluence.get_resid_studentized_external(sigma=…) - added:
method OLSInfluence.hat_diag_factor() - added:
method OLSInfluence.hat_matrix_diag() - added:
method OLSInfluence.influence() - added:
method OLSInfluence.params_not_obsi() - added:
method OLSInfluence.resid_press() - added:
method OLSInfluence.resid_std() - added:
method OLSInfluence.resid_studentized_external() - added:
method OLSInfluence.resid_studentized_internal() - added:
method OLSInfluence.resid_var() - added:
method OLSInfluence.sigma2_not_obsi() - added:
method OLSInfluence.summary_frame() - added:
method OLSInfluence.summary_table(float_fmt=…)
- added:
function binom_test(count, nobs, prop=…, alternative=…) - added:
function binom_test_reject_interval(value, nobs, alpha=…, alternative=…) - added:
function binom_tost(count, nobs, low, upp) - added:
function binom_tost_reject_interval(low, upp, nobs, alpha=…) - added:
function power_binom_tost(low, upp, nobs, p_alt=…, alpha=…) - added:
function power_ztost_prop(low, upp, nobs, p_alt, alpha=…, dist=…, variance_prop=…, discrete=…, continuity=…, critval_continuity=…) - added:
function proportion_confint(count, nobs, alpha=…, method=…) - added:
function proportion_effectsize(prop1, prop2, method=…) - added:
function proportions_chisquare(count, nobs, value=…) - added:
function proportions_chisquare_allpairs(count, nobs, multitest_method=…) - added:
function proportions_chisquare_pairscontrol(count, nobs, value=…, multitest_method=…, alternative=…) - added:
function proportions_ztest(count, nobs, value=…, alternative=…, prop_var=…) - added:
function proportions_ztost(count, nobs, low, upp, prop_var=…) - added:
function samplesize_confint_proportion(proportion, half_length, alpha=…, method=…) - added:
function std_prop(prop, nobs)
- added:
class CompareMeans(object) - added:
class DescrStatsW(object) - added:
constructor CompareMeans(d1, d2) - added:
constructor DescrStatsW(data, weights=…, ddof=…) - added:
function ttest_ind(x1, x2, alternative=…, usevar=…, weights=…, value=…) - added:
function ttost_ind(x1, x2, low, upp, usevar=…, weights=…, transform=…) - added:
function ttost_paired(x1, x2, low, upp, transform=…, weights=…) - added:
function zconfint(x1, x2=…, value=…, alpha=…, alternative=…, usevar=…, ddof=…) - added:
function ztest(x1, x2=…, value=…, alternative=…, usevar=…, ddof=…) - added:
function ztost(x1, low, upp, x2=…, usevar=…, ddof=…) - added:
method CompareMeans.dof_satt() - added:
method CompareMeans.std_meandiff_pooledvar() - added:
method CompareMeans.std_meandiff_separatevar() - added:
method CompareMeans.tconfint_diff(alpha=…, alternative=…, usevar=…) - added:
method CompareMeans.ttest_ind(alternative=…, usevar=…, value=…) - added:
method CompareMeans.ttost_ind(low, upp, usevar=…) - added:
method CompareMeans.zconfint_diff(alpha=…, alternative=…, usevar=…) - added:
method CompareMeans.ztest_ind(alternative=…, usevar=…, value=…) - added:
method CompareMeans.ztost_ind(low, upp, usevar=…) - added:
method DescrStatsW.asrepeats() - added:
method DescrStatsW.corrcoef() - added:
method DescrStatsW.cov() - added:
method DescrStatsW.demeaned() - added:
method DescrStatsW.get_compare(other, weights=…) - added:
method DescrStatsW.mean() - added:
method DescrStatsW.nobs() - added:
method DescrStatsW.std() - added:
method DescrStatsW.std_ddof(ddof=…) - added:
method DescrStatsW.std_mean() - added:
method DescrStatsW.sum() - added:
method DescrStatsW.sum_weights() - added:
method DescrStatsW.sumsquares() - added:
method DescrStatsW.tconfint_mean(alpha=…, alternative=…) - added:
method DescrStatsW.ttest_mean(value=…, alternative=…) - added:
method DescrStatsW.ttost_mean(low, upp) - added:
method DescrStatsW.var() - added:
method DescrStatsW.var_ddof(ddof=…) - added:
method DescrStatsW.zconfint_mean(alpha=…, alternative=…) - added:
method DescrStatsW.ztest_mean(value=…, alternative=…) - added:
method DescrStatsW.ztost_mean(low, upp)
- added:
function have_patsy() - added:
function is_design_matrix(obj)
- removed:
class Dataset(dict) - removed:
constructor Dataset(**kw) - removed:
function process_recarray(data, endog_idx=…, exog_idx=…, stack=…, dtype=…) - removed:
function process_recarray_pandas(data, endog_idx=…, exog_idx=…, dtype=…)
- added:
function safe_version(module, attr=…) - added:
function show_versions()
- added:
class ConvergenceWarning(UserWarning)
- changed:
function webuse(data, baseurl=…) → function webuse(data, baseurl=…, as_df=…) - added:
function maybe_unwrap_results(results) - added:
function nan_dot(A, B)
- changed:
constructor AR(endog, dates=…, freq=…) → constructor AR(endog, dates=…, freq=…, missing=…) - changed:
method AR.predict(params, start=…, end=…, method=…) → method AR.predict(params, start=…, end=…, dynamic=…) - changed:
method AR.select_order(maxlag, ic) → method AR.select_order(maxlag, ic, trend=…, method=…)
- removed:
variable fast_kalman - changed:
constructor ARMA(endog, exog=…, dates=…, freq=…) → constructor ARMA(endog, order=…, exog=…, dates=…, freq=…, missing=…) - changed:
method ARMA.fit(order, start_params=…, trend=…, method=…, transparams=…, solver=…, maxiter=…, full_output=…, disp=…, callback=…, **kwargs) → method ARMA.fit(order=…, start_params=…, trend=…, method=…, transparams=…, solver=…, maxiter=…, full_output=…, disp=…, callback=…, **kwargs) - changed:
method ARMA.predict(params, start=…, end=…, exog=…) → method ARMA.predict(params, start=…, end=…, exog=…, dynamic=…) - changed:
method ARMAResults.predict(start=…, end=…, exog=…) → method ARMAResults.predict(start=…, end=…, exog=…, dynamic=…) - added:
class ARIMA(ARMA) - added:
class ARIMAResults(ARMAResults) - added:
class ARIMAResultsWrapper(ARMAResultsWrapper) - added:
constructor ARIMA(endog, order, exog=…, dates=…, freq=…, missing=…) - added:
method ARIMA.fit(start_params=…, trend=…, method=…, transparams=…, solver=…, maxiter=…, full_output=…, disp=…, callback=…, **kwargs) - added:
method ARIMA.predict(params, start=…, end=…, exog=…, typ=…, dynamic=…) - added:
method ARIMAResults.forecast(steps=…, exog=…, alpha=…) - added:
method ARIMAResults.predict(start=…, end=…, exog=…, typ=…, dynamic=…) - added:
method ARMAResults.arfreq() - added:
method ARMAResults.mafreq() - added:
method ARMAResults.summary(alpha=…) - added:
method ARMAResults.summary2(title=…, alpha=…, float_format=…) - added:
variable dta - added:
variable mod - added:
variable wpi
- removed:
variable ts_dates - changed:
constructor TimeSeriesModel(endog, exog=…, dates=…, freq=…) → constructor TimeSeriesModel(endog, exog=…, dates=…, freq=…, missing=…)
- removed:
function configuration(parent_package=…, top_path=…) - removed:
variable cur_dir