Upgrading statsmodels 0.9 to 0.10
Unknown0.9.0 → 0.10.2
Fetching 4 releases from GitHub…0 / 4
UnknownUpgrade verdict
DepDelta is still reading the notes for this range, so breaking changes can't be ruled out yet.
In plain terms
- DepDelta is still reading the release notes in this range, so it can't rule out breaking changes yet.
- This page updates as the notes come in.
Must act Still reading release notes
DepDelta is still reading the release notes in this range. This updates as they come in.
Adds numpy >=1.11, scipy >=0.18.
Installs 8 packages in all (was 7).
API changes
Generated by DepDelta from published Python source. Not mixed with prose notes.
- removed:
class PytestTester(object) - removed:
constructor PytestTester() - removed:
export CacheWriteWarning - removed:
export ConvergenceWarning - removed:
export InvalidTestWarning - removed:
export IterationLimitWarning - removed:
variable test - added:
export PY3 - added:
export get_versions - added:
function test(*args, **kwargs)
- added:
function normalize_cov_type(cov_type) - added:
variable descriptions
- changed:
method LikelihoodModelResults.wald_test(r_matrix, cov_p=…, scale=…, invcov=…, use_f=…) → method LikelihoodModelResults.wald_test(r_matrix, cov_p=…, scale=…, invcov=…, use_f=…, df_constraints=…)
- removed:
variable data - removed:
variable df - removed:
variable endog - removed:
variable exog - removed:
variable mod - removed:
variable offset - removed:
variable olsresult - removed:
variable rlmresult - removed:
variable y
- added:
export BytesIO - added:
export HTTPError - added:
export PY3 - added:
export PY37 - added:
export StringIO - added:
export URLError - added:
export asbytes - added:
export asstr - added:
export asstr2 - added:
export asunicode - added:
export builtins - added:
export bytes - added:
export cPickle - added:
export cStringIO - added:
export filter - added:
export get_class - added:
export getargspec - added:
export iteritems - added:
export iterkeys - added:
export itervalues - added:
export lfilter - added:
export lmap - added:
export long - added:
export lrange - added:
export lzip - added:
export map - added:
export next - added:
export pickle - added:
export range - added:
export reduce - added:
export str - added:
export string_types - added:
export unichr - added:
export unicode - added:
export urlencode - added:
export urljoin - added:
export urlopen - added:
export zip - added:
export zip_longest - added:
variable test
- removed:
class Counter(dict) - removed:
constructor Counter(iterable=…, **kwds) - removed:
method Counter.copy() - removed:
method Counter.elements() - removed:
method Counter.most_common(n=…) - removed:
method Counter.update(iterable=…, **kwds) - removed:
static method Counter.fromkeys(iterable, v=…)
- removed:
function np_new_unique(ar, return_index=…, return_inverse=…, return_counts=…) - added:
function lstsq(a, b, rcond=…) - added:
variable NP_LT_113 - added:
variable NP_LT_114
- removed:
class OrderedDict(dict) - removed:
constructor OrderedDict(*args, **kwds) - removed:
method OrderedDict.clear() - removed:
method OrderedDict.copy() - removed:
method OrderedDict.items() - removed:
method OrderedDict.iteritems() - removed:
method OrderedDict.iterkeys() - removed:
method OrderedDict.itervalues() - removed:
method OrderedDict.keys() - removed:
method OrderedDict.pop(key, default=…) - removed:
method OrderedDict.popitem(last=…) - removed:
method OrderedDict.setdefault(key, default=…) - removed:
method OrderedDict.update(*args, **kwds) - removed:
method OrderedDict.values() - removed:
method OrderedDict.viewitems() - removed:
method OrderedDict.viewkeys() - removed:
method OrderedDict.viewvalues() - removed:
static method OrderedDict.fromkeys(iterable, value=…)
- removed:
function is_numeric_dtype(arr_or_dtype) - removed:
function sort_values(df, *args, **kwargs) - removed:
variable Float64Index - removed:
variable RangeIndex - removed:
variable version - added:
export cache_readonly - added:
export deprecate_kwarg - added:
export frequencies - added:
export is_numeric_dtype - added:
export testing - added:
variable assert_frame_equal - added:
variable assert_index_equal - added:
variable assert_series_equal
- added:
variable PLATFORM_OSX - added:
variable PLATFORM_WIN - added:
variable PLATFORM_WIN32
- removed:
function advance_iterator(it) - removed:
function asbytes_nested(x) - removed:
function asunicode_nested(x) - removed:
function callable(obj) - removed:
function combinations(iterable, r) - removed:
function get_function_name(func) - removed:
function getexception() - removed:
function isfileobj(f) - removed:
function open_latin1(filename, mode=…) - removed:
variable PY3_2 - removed:
variable advance_iterator - removed:
variable callable - removed:
variable combinations - removed:
variable input - removed:
variable strchar - added:
function next(it) - added:
function with_metaclass(meta, *bases) - added:
variable PY37 - added:
variable unicode
- removed:
class NumpyVersion - removed:
constructor NumpyVersion(vstring) - added:
variable NumpyVersion - added:
variable SP_GTE_019
- added:
function close_figures() - added:
function pytest_addoption(parser) - added:
function pytest_configure(config) - added:
function pytest_runtest_setup(item) - added:
function reset_randomstate() - added:
variable HAVE_MATPLOTLIB
- added:
variable test
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- removed:
variable PATH - changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- added:
export COPYRIGHT - added:
export DESCRLONG - added:
export DESCRSHORT - added:
export NOTE - added:
export SOURCE - added:
export TITLE - added:
export load - added:
export load_pandas
- changed:
function load() → function load(as_pandas=…)
- changed:
function load() → function load(as_pandas=…)
- removed:
function process_recarray(data, endog_idx=…, exog_idx=…, stack=…, dtype=…) - removed:
function process_recarray_pandas(data, endog_idx=…, exog_idx=…, dtype=…, index_idx=…) - added:
function as_numpy_dataset(ds, as_pandas=…, retain_index=…) - added:
function load_csv(base_file, csv_name, sep=…, convert_float=…) - added:
function process_pandas(data, endog_idx=…, exog_idx=…, index_idx=…) - added:
function strip_column_names(df)
- added:
class ConditionalLogit(_ConditionalModel) - added:
class ConditionalMNLogit(_ConditionalModel) - added:
class ConditionalPoisson(_ConditionalModel) - added:
class ConditionalResults(base.LikelihoodModelResults) - added:
class ConditionalResultsWrapper(lm.RegressionResultsWrapper) - added:
constructor ConditionalLogit(endog, exog, missing=…, **kwargs) - added:
constructor ConditionalMNLogit(endog, exog, missing=…, **kwargs) - added:
constructor ConditionalResults(model, params, normalized_cov_params, scale) - added:
method ConditionalLogit.loglike(params) - added:
method ConditionalLogit.loglike_grp(grp, params) - added:
method ConditionalLogit.score(params) - added:
method ConditionalLogit.score_grp(grp, params) - added:
method ConditionalMNLogit.fit(start_params=…, method=…, maxiter=…, full_output=…, disp=…, fargs=…, callback=…, retall=…, skip_hessian=…, **kwargs) - added:
method ConditionalMNLogit.loglike(params) - added:
method ConditionalMNLogit.score(params) - added:
method ConditionalPoisson.loglike(params) - added:
method ConditionalPoisson.score(params) - added:
method ConditionalResults.summary(yname=…, xname=…, title=…, alpha=…)
- added:
method Poisson.hessian_factor(params) - added:
method Poisson.score_factor(params) - added:
property Poisson.family
- added:
variable test
- removed:
variable cum - removed:
variable en
- added:
export PytestTester - added:
variable test
- added:
export CumIncidenceRight - added:
export PHReg - added:
export SurvfuncRight - added:
export survdiff
- added:
export ANOVA - added:
export DescStat - added:
export DescStatMV - added:
export DescStatUV - added:
export ELOriginRegress - added:
export emplikeAFT
- removed:
variable X - removed:
variable beta - removed:
variable koul_censors - removed:
variable koul_data - removed:
variable koul_params - removed:
variable koul_x - removed:
variable koul_y - removed:
variable mc_est - removed:
variable modrand1 - removed:
variable modrand2 - removed:
variable modrand3 - removed:
variable params - removed:
variable y
- removed:
export PytestTester
- added:
variable glmgam
- added:
export PytestTester - added:
variable test
- added:
class BaseCrossValidator(with_metaclass(ABCMeta)) - added:
class KFold(BaseCrossValidator) - added:
constructor BaseCrossValidator() - added:
constructor KFold(k_folds, shuffle=…) - added:
method BaseCrossValidator.split() - added:
method KFold.split(X, y=…, label=…)
- added:
class BaseCV(with_metaclass(ABCMeta)) - added:
class BasePenaltiesPathCV(with_metaclass(ABCMeta)) - added:
class MultivariateGAMCV(BaseCV) - added:
class MultivariateGAMCVPath(object) - added:
constructor BaseCV(cv_iterator, endog, exog) - added:
constructor BasePenaltiesPathCV(alphas) - added:
constructor MultivariateGAMCV(smoother, alphas, gam, cost, endog, exog, cv_iterator) - added:
constructor MultivariateGAMCVPath(smoother, alphas, gam, cost, endog, exog, cv_iterator) - added:
method BaseCV.fit(**kwargs) - added:
method BasePenaltiesPathCV.plot_path() - added:
method MultivariateGAMCVPath.fit(**kwargs)
- added:
class MultivariateGamPenalty(Penalty) - added:
class UnivariateGamPenalty(Penalty) - added:
constructor MultivariateGamPenalty(multivariate_smoother, alpha, weights=…, start_idx=…) - added:
constructor UnivariateGamPenalty(univariate_smoother, alpha=…, weights=…) - added:
method MultivariateGamPenalty.deriv(params, alpha=…) - added:
method MultivariateGamPenalty.deriv2(params, alpha=…) - added:
method MultivariateGamPenalty.func(params, alpha=…) - added:
method MultivariateGamPenalty.penalty_matrix(alpha=…) - added:
method UnivariateGamPenalty.deriv(params, alpha=…) - added:
method UnivariateGamPenalty.deriv2(params, alpha=…) - added:
method UnivariateGamPenalty.func(params, alpha=…) - added:
method UnivariateGamPenalty.penalty_matrix(alpha=…)
- added:
class GLMGam(PenalizedMixin, GLM) - added:
class GLMGamResults(GLMResults) - added:
class GLMGamResultsWrapper(GLMResultsWrapper) - added:
class LogitGam(PenalizedMixin, Logit) - added:
constructor GLMGam(endog, exog=…, smoother=…, alpha=…, family=…, offset=…, exposure=…, missing=…, **kwargs) - added:
constructor GLMGamResults(model, params, normalized_cov_params, scale, **kwds) - added:
constructor LogitGam(endog, smoother, alpha, *args, **kwargs) - added:
function make_augmented_matrix(endog, exog, penalty_matrix, weights) - added:
function penalized_wls(endog, exog, penalty_matrix, weights) - added:
method GLMGam.fit(start_params=…, maxiter=…, method=…, tol=…, scale=…, cov_type=…, cov_kwds=…, use_t=…, full_output=…, disp=…, max_start_irls=…, **kwargs) - added:
method GLMGam.select_penweight(criterion=…, start_params=…, start_model_params=…, method=…, **fit_kwds) - added:
method GLMGam.select_penweight_kfold(alphas=…, cv_iterator=…, cost=…, k_folds=…, k_grid=…) - added:
method GLMGamResults.cv() - added:
method GLMGamResults.edf() - added:
method GLMGamResults.gcv() - added:
method GLMGamResults.get_hat_matrix_diag(observed=…, _axis=…) - added:
method GLMGamResults.get_prediction(exog=…, exog_smooth=…, transform=…, **kwargs) - added:
method GLMGamResults.hat_matrix_diag() - added:
method GLMGamResults.hat_matrix_trace() - added:
method GLMGamResults.partial_values(smooth_index, include_constant=…) - added:
method GLMGamResults.plot_partial(smooth_index, plot_se=…, cpr=…, include_constant=…, ax=…) - added:
method GLMGamResults.predict(exog=…, exog_smooth=…, transform=…, **kwargs) - added:
method GLMGamResults.test_significance(smooth_index)
- added:
class AdditiveGamSmoother(with_metaclass(ABCMeta)) - added:
class BSplines(AdditiveGamSmoother) - added:
class CubicSplines(AdditiveGamSmoother) - added:
class CyclicCubicSplines(AdditiveGamSmoother) - added:
class GenericSmoothers(AdditiveGamSmoother) - added:
class PolynomialSmoother(AdditiveGamSmoother) - added:
class UnivariateBSplines(UnivariateGamSmoother) - added:
class UnivariateCubicCyclicSplines(UnivariateGamSmoother) - added:
class UnivariateCubicSplines(UnivariateGamSmoother) - added:
class UnivariateGamSmoother(with_metaclass(ABCMeta)) - added:
class UnivariateGenericSmoother(UnivariateGamSmoother) - added:
class UnivariatePolynomialSmoother(UnivariateGamSmoother) - added:
constructor AdditiveGamSmoother(x, variable_names=…, include_intercept=…, **kwargs) - added:
constructor BSplines(x, df, degree, include_intercept=…, constraints=…, variable_names=…, knot_kwds=…) - added:
constructor CubicSplines(x, df, constraints=…, transform=…, variable_names=…) - added:
constructor CyclicCubicSplines(x, df, constraints=…, variable_names=…) - added:
constructor GenericSmoothers(x, smoothers) - added:
constructor PolynomialSmoother(x, degrees, variable_names=…) - added:
constructor UnivariateBSplines(x, df, degree=…, include_intercept=…, constraints=…, variable_name=…, covder2_kwds=…, **knot_kwds) - added:
constructor UnivariateCubicCyclicSplines(x, df, constraints=…, variable_name=…) - added:
constructor UnivariateCubicSplines(x, df, constraints=…, transform=…, variable_name=…) - added:
constructor UnivariateGamSmoother(x, constraints=…, variable_name=…) - added:
constructor UnivariateGenericSmoother(x, basis, der_basis, der2_basis, cov_der2, variable_name=…) - added:
constructor UnivariatePolynomialSmoother(x, degree, variable_name=…) - added:
function compute_all_knots(x, df, degree) - added:
function get_covder2(smoother, k_points=…, integration_points=…, skip_ctransf=…, deriv=…) - added:
function get_knots_bsplines(x=…, df=…, knots=…, degree=…, spacing=…, lower_bound=…, upper_bound=…, all_knots=…) - added:
function make_bsplines_basis(x, df, degree) - added:
function make_poly_basis(x, degree, intercept=…) - added:
method AdditiveGamSmoother.transform(x_new) - added:
method UnivariateBSplines.transform(x_new, deriv=…, skip_ctransf=…) - added:
method UnivariateCubicCyclicSplines.transform(x_new) - added:
method UnivariateCubicSplines.transform(x_new) - added:
method UnivariateCubicSplines.transform_data(x, initialize=…)
- added:
export BinomialBayesMixedGLM - added:
export GEE - added:
export GLM - added:
export NominalGEE - added:
export OrdinalGEE - added:
export PoissonBayesMixedGLM - added:
export cov_struct - added:
export families
- changed:
constructor PoissonBayesMixedGLM(endog, exog, exog_vc, ident, vcp_p=…, fe_p=…, fep_names=…, vcp_names=…) → constructor PoissonBayesMixedGLM(endog, exog, exog_vc, ident, vcp_p=…, fe_p=…, fep_names=…, vcp_names=…, vc_names=…) - added:
method BayesMixedGLMResults.cov_params() - added:
method BayesMixedGLMResults.predict(exog=…, linear=…)
- added:
export links - added:
variable test
- changed:
constructor Tweedie(link=…, var_power=…) → constructor Tweedie(link=…, var_power=…, eql=…)
- added:
method Link.inverse_deriv2(z) - added:
method Power.inverse_deriv2(z)
- changed:
constructor GEEResults(model, params, cov_params, scale, cov_type=…, use_t=…, **kwds) → constructor GEEResults(model, params, cov_params, scale, cov_type=…, use_t=…, regularized=…, **kwds) - added:
method GEE.compare_score_test(submodel) - added:
method GEE.fit_regularized(pen_wt, scad_param=…, maxiter=…, ddof_scale=…, update_assoc=…, ctol=…, ztol=…, eps=…) - added:
method GEE.qic(params, scale, cov_params) - added:
method GEEResults.qic(scale=…) - added:
method GEEResults.score_test()
- added:
class QIF(base.Model) - added:
class QIFAutoregressive(QIFCovariance) - added:
class QIFCovariance(object) - added:
class QIFExchangeable(QIFCovariance) - added:
class QIFIndependence(QIFCovariance) - added:
class QIFResults(base.LikelihoodModelResults) - added:
class QIFResultsWrapper(lm.RegressionResultsWrapper) - added:
constructor QIF(endog, exog, groups, family=…, cov_struct=…, missing=…, **kwargs) - added:
constructor QIFAutoregressive() - added:
constructor QIFExchangeable() - added:
constructor QIFIndependence() - added:
constructor QIFResults(model, params, cov_params, scale, use_t=…, **kwds) - added:
method QIF.estimate_scale(params) - added:
method QIF.fit(maxiter=…, start_params=…, tol=…, gtol=…, ddof_scale=…) - added:
method QIF.objective(params) - added:
method QIFAutoregressive.mat(dim, term) - added:
method QIFCovariance.mat(dim, term) - added:
method QIFExchangeable.mat(dim, term) - added:
method QIFIndependence.mat(dim, term) - added:
method QIFResults.aic() - added:
method QIFResults.bic() - added:
method QIFResults.fittedvalues() - added:
method QIFResults.summary(yname=…, xname=…, title=…, alpha=…) - added:
static method QIF.from_formula(formula, groups, data, subset=…, *args, **kwargs)
- changed:
function hdrboxplot(data, ncomp=…, alpha=…, threshold=…, bw=…, xdata=…, labels=…, ax=…) → function hdrboxplot(data, ncomp=…, alpha=…, threshold=…, bw=…, xdata=…, labels=…, ax=…, use_brute=…, seed=…)
- added:
export PytestTester - added:
variable test
- changed:
constructor MI(imp, model, model_args, model_kwds=…, fit_args=…, fit_kwds=…, xfunc=…, burn=…, nrep=…, skip=…) → constructor MI(imp, model, model_args_fn=…, model_kwds_fn=…, formula=…, fit_args=…, fit_kwds=…, xfunc=…, burn=…, nrep=…, skip=…) - changed:
method MI.fit() → method MI.fit(results_cb=…)
- removed:
variable depends - removed:
variable postpone_import
- removed:
export PytestTester
- added:
export SimpleTable - added:
export StataReader - added:
export StataWriter - added:
export csv2st - added:
export genfromdta - added:
export load_pickle - added:
export save_pickle - added:
export savetxt
- removed:
variable curdir - removed:
variable res1
- removed:
variable data - removed:
variable res - added:
function d_or_f(x, width=…)
- added:
export PoissonGMLE - added:
export PoissonOffsetGMLE - added:
export PoissonZiGMLE - added:
export TLinearModel
- removed:
variable data_endog - removed:
variable data_exog - removed:
variable do_bootstrap - removed:
variable fun - removed:
variable gmlp - removed:
variable lam - removed:
variable lamcov - removed:
variable m - removed:
variable modp - removed:
variable nobs - removed:
variable predmean - removed:
variable r - removed:
variable resdp - removed:
variable resgp - removed:
variable resp - removed:
variable rvs - removed:
variable s - removed:
variable xbeta - removed:
variable xm
- changed:
method NonlinearLS.fit_minimal(start_value) → method NonlinearLS.fit_minimal(start_value, **kwargs)
- added:
export PytestTester - added:
variable test
- added:
export CanCorr - added:
export Factor - added:
export FactorResults - added:
export MANOVA - added:
export PCA - added:
export factor_rotation
- removed:
variable missing_matplotlib
- added:
variable test
- added:
method MANOVA.fit()
- added:
export EstimatorSettings - added:
export KDEMultivariate - added:
export KDEMultivariateConditional - added:
export KDEUnivariate - added:
export KernelCensoredReg - added:
export KernelReg - added:
export bandwidths - added:
export lowess
- removed:
export PytestTester
- added:
class DimReductionResults(model.Results) - added:
class DimReductionResultsWrapper(wrap.ResultsWrapper) - added:
class PrincipalHessianDirections(_DimReductionRegression) - added:
class SlicedAverageVarianceEstimation(_DimReductionRegression) - added:
class SlicedInverseReg(_DimReductionRegression) - added:
constructor DimReductionResults(model, params, eigs) - added:
constructor SlicedAverageVarianceEstimation(endog, exog, **kwargs) - added:
method PrincipalHessianDirections.fit(**kwargs) - added:
method SlicedAverageVarianceEstimation.fit(**kwargs) - added:
method SlicedInverseReg.fit(**kwargs) - added:
variable PHD - added:
variable SAVE - added:
variable SIR
- added:
method MixedLM.get_distribution(params, scale, exog)
- added:
class GaussianCovariance(ProcessCovariance) - added:
class ProcessCovariance(object) - added:
class ProcessMLE(base.LikelihoodModel) - added:
class ProcessMLEResults(base.GenericLikelihoodModelResults) - added:
constructor ProcessMLE(endog, exog, exog_scale, exog_smooth, exog_noise, time, groups, cov=…, **kwargs) - added:
constructor ProcessMLEResults(model, mlefit) - added:
method GaussianCovariance.get_cov(time, sc, sm) - added:
method GaussianCovariance.jac(time, sc, sm) - added:
method ProcessCovariance.get_cov(time, sc, sm) - added:
method ProcessCovariance.jac(time, sc, sm) - added:
method ProcessMLE.covariance(time, scale_params, smooth_params, scale_data, smooth_data) - added:
method ProcessMLE.fit(start_params=…, method=…, maxiter=…, **kwargs) - added:
method ProcessMLE.hessian(params) - added:
method ProcessMLE.loglike(params) - added:
method ProcessMLE.predict(params, exog=…, *args, **kwargs) - added:
method ProcessMLE.score(params) - added:
method ProcessMLE.unpack(z) - added:
method ProcessMLEResults.covariance(time, scale, smooth) - added:
method ProcessMLEResults.covariance_group(group) - added:
method ProcessMLEResults.predict(exog=…, transform=…, *args, **kwargs) - added:
method ProcessMLEResults.summary(yname=…, xname=…, title=…, alpha=…) - added:
static method ProcessMLE.from_formula(formula, data, subset=…, drop_cols=…, *args, **kwargs)
- changed:
constructor RecursiveLS(endog, exog, **kwargs) → constructor RecursiveLS(endog, exog, constraints=…, **kwargs) - changed:
static method RecursiveLS.from_formula(formula, data, subset=…) → static method RecursiveLS.from_formula(formula, data, subset=…, constraints=…) - added:
method RecursiveLSResults.centered_tss() - added:
method RecursiveLSResults.ess() - added:
method RecursiveLSResults.get_prediction(start=…, end=…, dynamic=…, index=…, **kwargs) - added:
method RecursiveLSResults.llf_recursive() - added:
method RecursiveLSResults.llf_recursive_obs() - added:
method RecursiveLSResults.mse_model() - added:
method RecursiveLSResults.mse_resid() - added:
method RecursiveLSResults.mse_total() - added:
method RecursiveLSResults.rsquared() - added:
method RecursiveLSResults.ssr() - added:
method RecursiveLSResults.uncentered_tss() - added:
property RecursiveLS.endog_names
- removed:
export PytestTester
- added:
export PytestTester - added:
variable test
- removed:
constructor MultivariateNormal(sigma)
- removed:
class OneTimeProperty(object) - removed:
constructor OneTimeProperty(func)
- removed:
class CopulaBivariate(object) - removed:
constructor CopulaBivariate(marginalcdfs, copula, copargs=…) - removed:
method CopulaBivariate.cdf(xy, args=…) - removed:
variable copulanames - added:
class CopulaArchimedean(object) - added:
class CopulaDistribution(object) - added:
class CopulaDistributionBivariate(object) - added:
constructor CopulaArchimedean(transform) - added:
constructor CopulaDistribution(marginalcdfs, copula, copargs=…) - added:
constructor CopulaDistributionBivariate(marginalcdfs, copula, copargs=…) - added:
function copula_power_mv_archimedean(u, transform, alpha, beta, args=…, axis=…) - added:
method CopulaArchimedean.cdf(u, args=…, axis=…) - added:
method CopulaArchimedean.pdf(u, args=…, axis=…) - added:
method CopulaDistribution.cdf(xy, args=…) - added:
method CopulaDistributionBivariate.cdf(xy, args=…) - added:
method TransfClayton.deriv(t, theta) - added:
method TransfClayton.deriv2(t, theta) - added:
method TransfClayton.is_completly_monotonic(theta) - added:
method TransfFrank.deriv(t, theta) - added:
method TransfFrank.deriv2(t, theta) - added:
method TransfFrank.is_completly_monotonic(theta) - added:
method TransfGumbel.deriv(t, theta) - added:
method TransfGumbel.deriv2(t, theta) - added:
method TransfGumbel.is_completly_monotonic(theta) - added:
method TransfIndep.deriv(t) - added:
method TransfIndep.deriv2(t) - added:
variable copulanamesbv
- removed:
variable resu1 - removed:
variable resu2 - removed:
variable resu3 - removed:
variable tmp
- added:
variable res_frac
- changed:
function whiten_ar(x, ar_coefs) → function whiten_ar(x, ar_coefs, order)
- removed:
class Unit(object) - removed:
constructor Unit(exog)
- removed:
function cov_hac_simple(results, nlags=…, weights_func=…, use_correction=…)
- removed:
function plt_closeall(n=…)
- changed:
method OneWayLS.print_summary() → method OneWayLS.print_summary(res)
- changed:
method TheilGLS.fit(pen_weight=…, cov_type=…) → method TheilGLS.fit(pen_weight=…, cov_type=…, use_t=…)
- removed:
class StatTestMC(object) - removed:
constructor StatTestMC(dgp, statistic) - removed:
function adf20(x) - removed:
function lb4(x) - removed:
function normalnoisesim(nobs=…, loc=…) - removed:
function randwalksim(nobs=…, drift=…) - removed:
method StatTestMC.histogram(idx=…, critval=…) - removed:
method StatTestMC.quantiles(idx=…, frac=…) - removed:
method StatTestMC.run(nrepl, statindices=…, dgpargs=…, statsargs=…) - removed:
variable acorr_breush_godfrey - removed:
variable het_breushpagan - removed:
variable mc1 - removed:
variable msg - added:
function spec_white(resid, exog)
- removed:
variable l - changed:
constructor TukeyHSDResults(mc_object, results_table, q_crit, reject=…, meandiffs=…, std_pairs=…, confint=…, df_total=…, reject2=…, variance=…) → constructor TukeyHSDResults(mc_object, results_table, q_crit, reject=…, meandiffs=…, std_pairs=…, confint=…, df_total=…, reject2=…, variance=…, pvalues=…) - added:
function get_tukey_pvalue(k, df, q) - added:
variable labels
- added:
export pca - added:
export pcasvd
- added:
export movmean - added:
export movmoment - added:
export movorder - added:
export movvar
- removed:
function miso_lfilter_old(ar, ma, x, useic=…)
- removed:
function arfilter_old(x, a) - removed:
function fftconvolve_old(in1, in2, in3=…, mode=…) - added:
function arfilter(x, a)
- removed:
class StepFunction(object) - removed:
constructor StepFunction(x, y, ival=…, sorted=…) - removed:
function clean0(matrix) - removed:
function mad(a, c=…, axis=…) - removed:
function monotone_fn_inverter(fn, x, vectorized=…, **keywords) - removed:
function recipr(X) - removed:
function recipr0(X)
- added:
method StratifiedTable.riskratio_pooled()
- added:
class GaussianMultivariateKernel(MultivariateKernel) - added:
class MultivariateKernel(object) - added:
function kernel_covariance(exog, loc, groups, kernel=…, bw=…) - added:
method GaussianMultivariateKernel.call(x, loc) - added:
method MultivariateKernel.call(x, loc) - added:
method MultivariateKernel.set_bandwidth(bw) - added:
method MultivariateKernel.set_default_bw(loc, bwm=…)
- added:
method TestSimpleTable.test_describe_summary_float_ndarray()
- added:
class RegModelEffects(RegressionEffects) - added:
constructor RegModelEffects(model_cls, regularized=…, model_kws=…, fit_kws=…) - added:
method RegModelEffects.stats(parent)
- removed:
export PytestTester
- removed:
function pairwise_tukeyhsd(endog, groups, alpha=…) - added:
export MultiComparison - added:
export tukeyhsd
- removed:
variable multitest_alias - removed:
variable multitest_methods_names - added:
export RegressionFDR
- removed:
method OLSInfluence.det_cov_params_not_obsi() - removed:
method OLSInfluence.params_not_obsi() - changed:
class OLSInfluence(object) → class OLSInfluence(_BaseInfluenceMixin) - added:
class GLMInfluence(MLEInfluence) - added:
class MLEInfluence(_BaseInfluenceMixin) - added:
constructor MLEInfluence(results, resid=…, endog=…, exog=…, hat_matrix_diag=…, cov_params=…, scale=…) - added:
method GLMInfluence.cooks_distance() - added:
method GLMInfluence.d_params() - added:
method GLMInfluence.hat_matrix_diag() - added:
method GLMInfluence.resid_studentized() - added:
method MLEInfluence.cooks_distance() - added:
method MLEInfluence.d_fittedvalues() - added:
method MLEInfluence.d_params() - added:
method MLEInfluence.dfbetas() - added:
method MLEInfluence.hat_matrix_diag() - added:
method MLEInfluence.params_one() - added:
method MLEInfluence.resid_studentized() - added:
method MLEInfluence.summary_frame() - added:
method OLSInfluence.dfbeta() - added:
method OLSInfluence.resid_studentized() - added:
property GLMInfluence.d_linpred - added:
property GLMInfluence.d_linpred_scaled - added:
property MLEInfluence.d_fittedvalues_scaled - added:
property OLSInfluence.det_cov_params_not_obsi - added:
property OLSInfluence.params_not_obsi
- added:
variable test
- removed:
variable varnames - removed:
variable vo - removed:
variable x - removed:
variable x0 - removed:
variable x1 - removed:
variable x2 - removed:
variable xo
- removed:
variable resettable_cache - added:
class ResettableCache(dict) - added:
constructor ResettableCache(*args, **kwargs) - added:
function deprecated_alias(old_name, new_name, remove_version=…, msg=…, warning=…)
- added:
class Docstring(object) - added:
class NumpyDocString(Mapping) - added:
class ParseError(Exception) - added:
class Reader(object) - added:
constructor Docstring(docstring) - added:
constructor NumpyDocString(docstring) - added:
constructor Reader(data) - added:
field NumpyDocString.empty_description - added:
field NumpyDocString.sections - added:
function dedent_lines(lines) - added:
function remove_parameters(docstring, parameters) - added:
function strip_blank_lines(l) - added:
method Docstring.extract_parameters(parameters, indent=…) - added:
method Docstring.insert_parameters(after, parameters) - added:
method Docstring.remove_parameters(parameters) - added:
method Docstring.replace_block(block_name, block) - added:
method Reader.eof() - added:
method Reader.is_empty() - added:
method Reader.peek(n=…) - added:
method Reader.read() - added:
method Reader.read_to_condition(condition_func) - added:
method Reader.read_to_next_empty_line() - added:
method Reader.read_to_next_unindented_line() - added:
method Reader.reset() - added:
method Reader.seek_next_non_empty_line() - added:
variable Parameter
- removed:
class HoldIt(object) - removed:
constructor HoldIt(name) - removed:
method HoldIt.save(what=…, filename=…, header=…, useinstance=…, comment=…, print_options=…) - removed:
method HoldIt.verify() - removed:
variable data - removed:
variable res_var
- removed:
variable a - removed:
variable cc - removed:
variable data - removed:
variable g - removed:
variable group0 - removed:
variable group1 - removed:
variable group_joint - removed:
variable group_joint_expected - removed:
variable groups - removed:
variable indptr - removed:
variable label - removed:
variable mygroup - removed:
variable u - removed:
variable uv - removed:
variable ux - removed:
variable x
- removed:
function lstsq(a, b, cond=…, overwrite_a=…, overwrite_b=…) - removed:
function pinv(a, cond=…, rcond=…) - removed:
function pinv2(a, cond=…, rcond=…) - removed:
variable a0 - removed:
variable b0 - removed:
variable eps - removed:
variable feps - removed:
variable x - removed:
variable x2 - added:
function matrix_sqrt(mat, inverse=…, full=…, nullspace=…, threshold=…) - added:
function transf_constraints(constraints)
- removed:
function approx_hess_cs_old(x, func, args=…, h=…, epsilon=…) - removed:
function fun(beta, x) - removed:
function fun1(beta, y, x) - removed:
function fun2(beta, y, x) - removed:
variable args - removed:
variable beta - removed:
variable data - removed:
variable epsilon - removed:
variable gnd - removed:
variable gradnd - removed:
variable hcs2 - removed:
variable he - removed:
variable hess - removed:
variable hessnd - removed:
variable hfd3 - removed:
variable hnd - removed:
variable jac - removed:
variable jac2 - removed:
variable jacmin - removed:
variable llf - removed:
variable mod - removed:
variable nobs - removed:
variable res - removed:
variable score - removed:
variable test_params - removed:
variable x - removed:
variable xfmin - removed:
variable xk - removed:
variable y
- removed:
class ColinearityWarning(UserWarning) - changed:
class CacheWriteWarning(UserWarning) → class CacheWriteWarning(ModelWarning) - changed:
class ConvergenceWarning(UserWarning) → class ConvergenceWarning(ModelWarning) - changed:
class DomainWarning(UserWarning) → class DomainWarning(ModelWarning) - changed:
class EstimationWarning(UserWarning) → class EstimationWarning(ModelWarning) - changed:
class HessianInversionWarning(UserWarning) → class HessianInversionWarning(ModelWarning) - changed:
class HypothesisTestWarning(UserWarning) → class HypothesisTestWarning(ModelWarning) - changed:
class InterpolationWarning(UserWarning) → class InterpolationWarning(ModelWarning) - changed:
class InvalidTestWarning(UserWarning) → class InvalidTestWarning(ModelWarning) - changed:
class IterationLimitWarning(UserWarning) → class IterationLimitWarning(ModelWarning) - changed:
class NotImplementedWarning(UserWarning) → class NotImplementedWarning(ModelWarning) - changed:
class OutputWarning(UserWarning) → class OutputWarning(ModelWarning) - changed:
class PrecisionWarning(UserWarning) → class PrecisionWarning(ModelWarning) - changed:
class SingularMatrixWarning(UserWarning) → class SingularMatrixWarning(ModelWarning) - changed:
class SpecificationWarning(UserWarning) → class SpecificationWarning(ModelWarning) - changed:
class ValueWarning(UserWarning) → class ValueWarning(ModelWarning) - added:
class CollinearityWarning(ModelWarning) - added:
class ModelWarning(UserWarning)
- removed:
function linmod(y, x, weights=…, sigma=…, add_const=…, filter_missing=…, **kwds) - removed:
function remove_nanrows(y, x)
- added:
export AR - added:
export ARIMA - added:
export ARMA - added:
export ArmaProcess - added:
export DynamicFactor - added:
export DynamicVAR - added:
export ExponentialSmoothing - added:
export Holt - added:
export MarkovAutoregression - added:
export MarkovRegression - added:
export SARIMAX - added:
export SVAR - added:
export SimpleExpSmoothing - added:
export UnobservedComponents - added:
export VAR - added:
export VARMAX - added:
export VECM - added:
export acf - added:
export acovf - added:
export add_lag - added:
export add_trend - added:
export adfuller - added:
export arma_generate_sample - added:
export arma_order_select_ic - added:
export bds - added:
export ccf - added:
export ccovf - added:
export coint - added:
export datetools - added:
export detrend - added:
export filters - added:
export graphics - added:
export innovations - added:
export interp - added:
export kpss - added:
export lagmat - added:
export lagmat2ds - added:
export pacf - added:
export pacf_ols - added:
export pacf_yw - added:
export periodogram - added:
export q_stat - added:
export seasonal_decompose - added:
export statespace - added:
export stattools - added:
export tsatools - added:
export var - added:
export x13_arima_analysis - added:
export x13_arima_select_order
- changed:
function arma_acovf(ar, ma, nobs=…) → function arma_acovf(ar, ma, nobs=…, sigma2=…, dtype=…)
- added:
export PytestTester - added:
variable test
- removed:
class RangeIndex(object) - removed:
variable data - added:
variable mdata
- added:
export PytestTester - added:
variable test
- added:
export bkfilter - added:
export cffilter - added:
export convolution_filter - added:
export hpfilter - added:
export miso_lfilter - added:
export recursive_filter
- removed:
function inv_boxcox(x, lmbda) - changed:
constructor HoltWintersResults(model, params, **kwds) → constructor HoltWintersResults(model, params, **kwargs) - changed:
method ExponentialSmoothing.fit(smoothing_level=…, smoothing_slope=…, smoothing_seasonal=…, damping_slope=…, optimized=…, use_boxcox=…, remove_bias=…, use_basinhopping=…) → method ExponentialSmoothing.fit(smoothing_level=…, smoothing_slope=…, smoothing_seasonal=…, damping_slope=…, optimized=…, use_boxcox=…, remove_bias=…, use_basinhopping=…, start_params=…, initial_level=…, initial_slope=…, use_brute=…) - changed:
method Holt.fit(smoothing_level=…, smoothing_slope=…, damping_slope=…, optimized=…) → method Holt.fit(smoothing_level=…, smoothing_slope=…, damping_slope=…, optimized=…, start_params=…, initial_level=…, initial_slope=…, use_brute=…) - changed:
method SimpleExpSmoothing.fit(smoothing_level=…, optimized=…) → method SimpleExpSmoothing.fit(smoothing_level=…, optimized=…, start_params=…, initial_level=…, use_brute=…) - added:
method ExponentialSmoothing.initial_values() - added:
method HoltWintersResults.summary() - added:
variable PY_SMOOTHERS - added:
variable SMOOTHERS
- added:
export PytestTester - added:
variable test
- added:
function arma_innovations(endog, ar_params=…, ma_params=…, sigma2=…, normalize=…, prefix=…) - added:
function arma_loglike(endog, ar_params=…, ma_params=…, sigma2=…, prefix=…) - added:
function arma_loglikeobs(endog, ar_params=…, ma_params=…, sigma2=…, prefix=…) - added:
function arma_score(endog, ar_params=…, ma_params=…, sigma2=…, prefix=…) - added:
function arma_scoreobs(endog, ar_params=…, ma_params=…, sigma2=…, prefix=…)
- added:
variable test
- added:
variable test
- removed:
class StateSpaceModel(object) - removed:
constructor StateSpaceModel(endog, exog=…, **kwargs) - removed:
function Q(x) - removed:
function kalmanfilter(F, A, H, Q, R, y, X, xi10, ntrain, history=…) - removed:
function kalmansmooth(F, A, H, Q, R, y, X, xi10) - removed:
function updatematrices(params, y, xi10, ntrain, penalty, upperbound, lowerbound) - removed:
method StateSpaceModel.H(params) - removed:
method StateSpaceModel.Q(params) - removed:
method StateSpaceModel.R(params) - removed:
method StateSpaceModel.T(params) - removed:
method StateSpaceModel.Z(params) - removed:
method StateSpaceModel.fit_kalman(start_params, xi10, ntrain=…, F=…, A=…, H=…, Q=…, R=…, method=…, penalty=…, upperbounds=…, lowerbounds=…) - removed:
method StateSpaceModel.kalmanfilter(params, init_state=…, init_var=…) - removed:
variable A - removed:
variable C - removed:
variable Cj - removed:
variable F - removed:
variable H - removed:
variable MSE_forecast - removed:
variable MSE_state - removed:
variable P0 - removed:
variable Q - removed:
variable R - removed:
variable T - removed:
variable bounds - removed:
variable cholQ - removed:
variable dk - removed:
variable e - removed:
variable forecast_vector - removed:
variable lambdaj - removed:
variable lowerbounds - removed:
variable mu - removed:
variable nile - removed:
variable nile_ssm - removed:
variable nobs - removed:
variable ntrain - removed:
variable params - removed:
variable penalty - removed:
variable r - removed:
variable rho - removed:
variable s - removed:
variable sb_ssm - removed:
variable seatbelt - removed:
variable sigma - removed:
variable sigma1 - removed:
variable sigma2 - removed:
variable sigma2_omega - removed:
variable state_vector - removed:
variable theta - removed:
variable upperbounds - removed:
variable x - removed:
variable xi0 - removed:
variable xi10 - removed:
variable xihistory - removed:
variable y
- changed:
function cy_hamilton_filter(initial_probabilities, regime_transition, conditional_likelihoods) → function cy_hamilton_filter(initial_probabilities, regime_transition, conditional_likelihoods, model_order) - changed:
function py_hamilton_filter(initial_probabilities, regime_transition, conditional_likelihoods) → function py_hamilton_filter(initial_probabilities, regime_transition, conditional_likelihoods, model_order)
- added:
export Initialization
- added:
class Initialization(object) - added:
constructor Initialization(k_states, initialization_type=…, initialization_classes=…, approximate_diffuse_variance=…, constant=…, stationary_cov=…) - added:
method Initialization.clear() - added:
method Initialization.set(index, initialization_type, constant=…, stationary_cov=…, approximate_diffuse_variance=…) - added:
method Initialization.unset(index) - added:
property Initialization.initialized
- added:
field KalmanFilter.filter_concentrated - added:
method KalmanFilter.fixed_scale(scale) - added:
variable FILTER_CONCENTRATED
- changed:
method Representation.initialize_known(initial_state, initial_state_cov) → method Representation.initialize_known(constant, stationary_cov) - added:
method Representation.initialize(initialization, approximate_diffuse_variance=…, constant=…, stationary_cov=…) - added:
method Representation.initialize_diffuse()
- removed:
method SARIMAX.initialize_approximate_diffuse(variance=…) - removed:
method SARIMAX.initialize_known(initial_state, initial_state_cov) - removed:
method SARIMAX.initialize_state(variance=…, complex_step=…) - removed:
method SARIMAX.initialize_stationary() - changed:
constructor SARIMAX(endog, exog=…, order=…, seasonal_order=…, trend=…, measurement_error=…, time_varying_regression=…, mle_regression=…, simple_differencing=…, enforce_stationarity=…, enforce_invertibility=…, hamilton_representation=…, **kwargs) → constructor SARIMAX(endog, exog=…, order=…, seasonal_order=…, trend=…, measurement_error=…, time_varying_regression=…, mle_regression=…, simple_differencing=…, enforce_stationarity=…, enforce_invertibility=…, hamilton_representation=…, concentrate_scale=…, **kwargs) - added:
method SARIMAX.initialize_default(approximate_diffuse_variance=…)
- changed:
method SimulationSmoothResults.simulate(simulation_output=…, disturbance_variates=…, initial_state_variates=…) → method SimulationSmoothResults.simulate(simulation_output=…, disturbance_variates=…, initial_state_variates=…, pretransformed_variates=…)
- removed:
method UnobservedComponents.initialize_state() - added:
method UnobservedComponents.initialize_default(approximate_diffuse_variance=…)
- removed:
function find_best_blas_type(arrays) - removed:
variable constrain_stationary_multivariate - added:
function prepare_trend_data(polynomial_trend, k_trend, nobs, offset=…) - added:
function prepare_trend_spec(trend) - added:
variable prefix_initialization_map
- changed:
constructor VARMAXResults(model, params, filter_results, cov_type=…, **kwargs) → constructor VARMAXResults(model, params, filter_results, cov_type=…, cov_kwds=…, **kwargs)
- changed:
function acovf(x, unbiased=…, demean=…, fft=…, missing=…) → function acovf(x, unbiased=…, demean=…, fft=…, missing=…, nlag=…) - changed:
function pacf_ols(x, nlags=…) → function pacf_ols(x, nlags=…, efficient=…, unbiased=…) - added:
function innovations_algo(acov, nobs=…, rtol=…) - added:
function innovations_filter(endog, theta) - added:
function levinson_durbin(s, nlags=…, isacov=…) - added:
function levinson_durbin_pacf(pacf, nlags=…) - added:
function pacf_burg(x, nlags=…, demean=…)
- added:
export DynamicVAR - added:
export SVAR - added:
export VAR
- removed:
class Equation(object) - removed:
constructor Equation(y, x)
- removed:
variable mat - changed:
method SVARResults.sirf_errband_mc(orth=…, repl=…, T=…, signif=…, seed=…, burn=…, cum=…) → method SVARResults.sirf_errband_mc(orth=…, repl=…, steps=…, signif=…, seed=…, burn=…, cum=…) - added:
field SVAR.y - added:
field SVARResults.y - added:
field SVARResults.ys_lagged
- removed:
function get_logdet(m) - removed:
variable get_logdet
- changed:
method VARResults.irf_errband_mc(orth=…, repl=…, T=…, signif=…, seed=…, burn=…, cum=…) → method VARResults.irf_errband_mc(orth=…, repl=…, steps=…, signif=…, seed=…, burn=…, cum=…) - changed:
method VARResults.irf_resim(orth=…, repl=…, T=…, seed=…, burn=…, cum=…) → method VARResults.irf_resim(orth=…, repl=…, steps=…, seed=…, burn=…, cum=…) - added:
field VAR.y - added:
field VARResults.y - added:
field VARResults.ys_lagged
- removed:
variable full_version - removed:
variable git_revision - removed:
variable release - removed:
variable short_version - removed:
variable version