User:Josefpktd/Statsmodels
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StatsModels ...
| Developer(s) | community project, main developers Josef Perktold and Skipper Seabold |
|---|---|
| Stable release | 0.3.1
/ 2011-08-24 |
| Written in | Python |
| Operating system | Cross-platform |
| Type | Statistical analysis |
| License | BSD-new license |
| Website | http://statsmodels.sourceforge.net/ |
scikits.statsmodels is a Python package for statistical analysis and econometrics. It is based on Numpy and Scipy and can be used as a library or for interactive scripting. It covers many basic statistical models for estimation, descriptive statistics and statistical tests. Some basic models that we would expect in a general statistical package are still missing.
Features of the last release
- Linear models: Generalized least squares (including weighted least squares and least squares with autoregressive errors), ordinary least squares.
- Generalized linear models with support for all of the one-parameter exponential family distributions.
- Discrete choice models such as Poisson, Probit, Logit, Multinomial Logit based on maximum likelihood estimation.
- Robust linear models with support for several M-estimators.
- Time series analysis: includes descriptive statistics, autoregressive models (AR), autoregressive moving average models (ARMA) and vector-autoregressive models (VAR)
- (Univariate) kernel density estimators
- some datasets that are used for examples and in testing.
- PyDTA: Tools for reading Stata .dta files into numpy arrays.
- statistical tests and regression diagnostic tests
