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statsmodels
Statsmodels: statistical modeling and econometrics in Python
I've added a much more detailed `ValueError` to `prepare_trend_spec`. The original gave the user no help whatsoever if they passed anything incorrect. It's my first time contributing to a project...
Written to respond to this issue: https://github.com/statsmodels/statsmodels/issues/8363 - [ ] closes #xxxx - [ ] tests added / passed. - [ ] code/documentation is well formatted. - [ ] properly...
When we try to use the `pacf` function and the matrix for the Yule-Walker equations is singular, we get a [`LinAlgError`](https://numpy.org/doc/stable/reference/generated/numpy.linalg.LinAlgError.html) and the code fails. This also leads to downstream...
#### Describe the bug For the following data, plot_acf is presenting the confidence interval on plot different then the acf pure function. #### Code Sample, a copy-pastable example if possible...
In PR #849 I merged Tyler's enhancements to tukeyhsd into master (see also #809 #789 #824 ) some things left to do - another round of proofreading docstrings, and cleaner...
rates.rst wrong function names https://www.statsmodels.org/dev/generated/statsmodels.stats.rates.test_poisson_2indep.html - [x] `alternative` description is only for `ratio` https://www.statsmodels.org/dev/generated/statsmodels.stats.rates.tost_poisson_2indep.html - [x] docstring not updated for "compare" option, i.e. support for "diff" - [x] same for...
What notebooks do we need to add, especially for recently added features? I don't have an overview and most of my private notebooks are dev notebooks with extra experiments or...
We could add excess dispersion `scale` option to cov_type in discrete models similar to GLM. This is mainly relevant for count models, Poisson, NB, GP. I don't remember the details...
I have seen several examples, e.g. on stackoverflow, where users do not set the GLM-negbin parameter. I guess users often assume that the extra parameter is estimated. A warning if...
Just trying to get a rough overview what I'm planning for 0.14 - diagnostics, score tests - missing pieces in discrete (avoiding PRs that get too large or widespread). -...
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Statsmodels: statistical modeling and econometrics in Python