Release 0.10.0¶
Release summary¶
statsmodels is using github to store the updated documentation. Two version are available:
Stable, the latest release
Development, the latest build of the master branch
Warning
API stability is not guaranteed for new features, although even in this case changes will be made in a backwards compatible way if possible. The stability of a new feature depends on how much time it was already in statsmodels master and how much usage it has already seen. If there are specific known problems or limitations, then they are mentioned in the docstrings.
Stats¶
Issues Closed: 1052 Pull Requests Merged: 469
The list of pull requests for this release can be found on github (The list does not include some pull request that were merged before the 0.9 release but not included in 0.9.)
The Highlights¶
Generalized Additive Models¶
GLMGam
adds support for Generalized additive models.
Note
Status: experimental. This class has full unit test coverage for the core results with Gaussian and Poisson (without offset and exposure). Other options and additional results might not be correctly supported yet. (Binomial with counts, i.e. with n_trials, is most likely wrong in parts. User specified var or freq weights are most likely also not correct for all results.)
LogitGam
adds a Logit version, although this is
unfinished.
Conditional Models¶
Three conditional limited dependent variables models have been added:
ConditionalLogit
,
ConditionalMNLogit
and
ConditionalPoisson
. These are known
as fixed effect models in Econometrics.
Dimension Reduction Methods¶
Three standard methods to perform dimension reduction when modeling data have been added:
SlicedInverseReg
,
PrincipalHessianDirections
, and
SlicedAverageVarianceEstimation
.
Regression using Quadratic Inference Functions (QIF)¶
Quadratic Inference Function, QIF
, improve the estimation of GEE models.
Gaussian Process Regression¶
GaussianCovariance
implements Gaussian process
regression which is a nonparametric kernel-based method to model data.
ProcessMLE
is a generic class that can be used
for other types of process regression. The results are returned in a
ProcessMLEResults
.
kernel_covariance
provides a method that uses kernel averaging to estimate a multivariate covariance function.
Burg’s Method¶
Burg’s method, burg
, provides an alternative estimator for the parameters
of AR models that is known to work well in small samples. It minimizes the forward and backward errors.
Time series Tools¶
A number of common helper function for decomposing a time series have been added:
arma_innovations
,
innovations_algo
, and
innovations_filter
. Two new PACF estimators have been added:
levinson_durbin_pacf
and pacf_burg
.
Other¶
Knockoff effect estimation has been added for a many models:
RegModelEffects
,
CorrelationEffects
,
OLSEffects
,
ForwardEffects
, and
OLSEffects
.
Influence functions are available for GLM and generic MLE models:
GLMInfluence
and
MLEInfluence
.
What’s new - an overview¶
The following lists the main new features of statsmodels 0.10. In addition, release 0.10 includes bug fixes, refactorings and improvements in many areas.
Submodules¶
base
¶
Add
ModelWarning
base class to avoid warning filter on standard UserWarning (PR #4712)Add ultra-high screening with SCAD (PR #4683)
Add penalized mle scad (PR #4576, Issue #3677, Issue #2374)
Add score/LM conditional moment tests (PR #2096)
Fixed a bug which resulted in weights not being used in penalized models (PR #5762, Issue #4725)
Allow the constant index to be located even when
hasconst=False
(PR #5680)Ensure
mle_retvals
is always set even whenfull_output=False
(PR #5681, Issue #2752)Fix a bug in Wald tests when testing a single constraint (PR #5684, Issue #5475)
Improve performance by skipping constant check when
hasconst=True
(PR #5698)Deprecated
scale
parameter in the base model class (PR #5614, Issue #4598)Fixed a bug that raised an error when a multi-index DataFrame was input into a model (PR #5634, Issue #5415, Issue #5414)
Fix bug in use of
self.score
in GenericLikelihoodModel (PR #5130, Issue #4453)
discrete
¶
Improve performance by only computing matrix_rank(exog) once in DiscreteModel.initialize (PR #4805)
Improve performance in discrete models by avoiding repeated calculations (PR #4515)
Add
cov_type
to summary of discrete models (PR #5672, Issue #4581)Add conditional multinomial logit (PR #5510)
Add conditional logistic and Poisson regression (PR #5304)
genmod
¶
Fix arguments in poisson version of
BayesMixedLM
(PR #4809)Ensure that column names are properly attached to the model (PR #4788)
Change
cov_params
inBayesMixedLM
to act more like it does in other models (PR #4788)Add missing predict and fit methods to
BayesMixedGLM
(PR #4702)Add influence function support for GLM (PR #4732, Issue #4268, Issue #4257)
Fixed a bug in GEE where history was not saved (PR #5789)
Enable
missing='drop'
in GEE (PR #5771)Improve score test to allow the submodel to be provided as a GEEResults object instead of as linear constraints (PR #5435)
Use GLM to get starting values for GEE (PR #5440)
Added regularized GEE (PR #5450)
Added Generalized Additive Models (GAM) (PR #5481, Issue #5370, Issue #5296, Issue #4575, Issue #2744, Issue #2435)
Added tweedie log-likelihood (PR #5521)
Added ridge regression by gradient for all GLM (PR #5521)
Added Tweedie EQL quasi-likelihood (PR #5543)
Allow
dep_data
to be specified using formula or names (PR #5345)Fix a bug in stationary cov_struct for GEE (PR #5390)
Add QIC for GEE (PR #4909)
graphics
¶
Allow QQ plots using samples with different sizes (PR #5673, Issue #2896, Issue #3169)
Added examples of many graphics functions to the documentation (PR #5607, Issue #5309)
Fixed a bug in
interaction_plot
which lost information in apd.Series
index (PR #5548)Remove change of global pickle method in functional plots (PR #4963)
imputation
¶
Add formula support to MI multiple imputation (PR #4722)
Saves the column names from
pd.DataFrames
and returns the imputed results as a DataFrame inBayesMI
(PR #4722)Fixed warnings in
MICEData
related to setting on copy (PR #5606, Issue #5431)Allow results to be stored for multiple imputation (PR #5093)
Fixed a bug where MICEData sets initial imputation incorrectly (PR #5301, Issue #5254)
iolib
¶
Deprecate
StataReader
,StataWriter
, andgenfromdta
in favor of pandas equivalents (PR #5770)Improve string escaping when exporting to LaTeX (PR #5683, Issue #5297)
Fixed a bug in
summary2
that ignored user float formatting (PR #5655, Issue #1964, Issue #1965)Remove
$$
from LaTeX output (PR #5588,:issue:5444)
multivariate
¶
Fixed a bug that only allowed
MANOVA
to work correctly when called using the formula interface (PR #5646, Issue #4903, Issue #5578)Fix pickling bug in
PCA
(PR #4963)
nonparametric
¶
Added input protection
lowess` to ensure ``frac
is always in bounds. (PR #5556)Add check of inputs in
KernelReg
(PR #4968, Issue #4873)
regression
¶
Fix bug in random effects covariance getter for
MixedLM
(PR #4704)Add exact diffuse filtering for
RecursiveLS
(PR #4699)Add Gaussian process regression (PR #4691)
Add linear restrictions to
RecursiveLS
(PR #4133)Added regression with quadratic inference functions
QIF
(PR #5803)Allow mediation to be used with MixedLM as a mediator and/or outcome model (PR #5489)
Add square root LASSO (PR #5516)
Add dimension reduction regression methods:
SlicedInverseReg
,PHD
andSAVE
(PR #5518)Increased the number of methods available to optimize
MixedLM
models (PR #5551)Added label to R2 when model is uncentered (PR #5083, Issue #5078)
Allow several optimizers to be tried in sequence for MixedLM (PR #4819)
Fix bug in Recursive LS with multiple constraints (PR #4826)
Fix a typo in
ColinearityWarning
(PR #4889, Issue #4671)Add a finite check for
_MinimalWLS
(PR #4960)Fix definition of R2 in
GLS
(PR #4967, Issue #1252, Issue #1171)Add Burgs algorithm for estimating parameters of AR models (PR #5016)
sandbox
¶
Add copulas (PR #5076)
stats
¶
Implements a simple method of moments estimator of a spatial covariance in
kernel_covariance
(PR #4726)Fixed a bug in multiple function in
~statsmodels.stats.moment_helpers
which prevents in-place modification of inputs (PR #5671, Issue #3362, Issue #2928)Fixed a bug in contingency tables where shift was not correctly applied (PR #5654, Issue #3603, Issue #3579)
Added White’s two-moment specification test with null hypothesis of homoskedastic and correctly specified(PR #5602, Issue #4721)
Added adjusted p-values for Tukey’s HSD (Issue #5418, PR #5625)
Fixed a bug in
medcouple
that produced the incorrect estimate when there are ties in the data (PR #5397, Issue #5395)Combine the real and knockoff features in init (PR #4920)
Modifying exog in-place leads to incorrect scaling (PR #4920)
Add Provide Knockoff+ (guaranteed to control FDR but slightly conservative) as well as Knockoff FDR (PR #4920)
Add RegModelEffects allows the user to specify which model is used for parameter estimation (PR #4920)
tools
¶
Fixed a bug in
group_sums
that raisedNameError
(PR #5127)
tsa
¶
Fix k_params in seasonal MAs (PR #4790, Issue #4789)
Fix prediction index in VAR predict (PR #4785, Issue #4784)
Standardized forecast error in state space when using Cholesky methods with partial missing data (PR #4770)
Add and fix VARMAX trend, exog. timing and polynomial trends (PR #4766)
Fix bug in exact diffuse filtering in complex data type case (PR #4743)
SARIMAX warns for non-stationary starting params (PR #4739)
Make arroots and maroots have consistent return type (PR #4559)
Add exact diffuse initialization to state space models (PR #4418, Issue #4042)
Allow concentrating scale out of log-likelihood in state space models (PR #3480)
Fixed a bug in
coint_johansen
that prevented it from running with 0 lags (PR #5783)Improved performance in
kpss
usingnp.sum
(PR #5774)Enforce maximum number of lags in
kpss
(PR #5707)Add
arma_innovations
to compute the innovations from an ARMA process (PR #5704)Limit maximum lag length in
adfuller
so that model can always be estimated (PR #5699, Issue #5432, Issue #3330)Added automatic data-dependent lag length selection in
kpss
(PR #5670, Issue #2781, Issue #5522)Fixed a bug in
VARMAX
where the wrong form of the intercept was used when creating starting values (PR #5652, Issue #5651)Fixed a bug
sirf_errband_mc
(PR #5641, Issue #5280)Clarified error when input to ARMA is not a 1-d array (PR #5640, Issue #2575)
Improved the numerical stability of parameter transformation in ARIMA estimation (PR #5569)
Fixed a bug in the acf of a
VAR
which produced incorrect values (PR #5501)Expose additional alternative estimation methods in
pacf
(PR #5153, Issue #3862)Removed original implementation of Kalman Filter in favor of Cythonized version in
statsmodels.tsa.statespace
(PR #5171)Issue warning when using
VARResults.cov_params
that it will become a method in the future (PR #5244)Fix a bug in statespace models’
predict
that would fail when using row labels (PR #5250)Allow
summary
even if filter_results=None, which happens aftersave
andload
(PR #5252)Fixed a bug in sequential simulation in models with state_intercept (PR #5257)
Add an analytic version of
arma_acovf
(PR #5324)Add a fast ARMA innovation algorithm and loglike computation (PR #5360)
Fix a bug in the Initialization of simulation smoother with exact diffuse initialization (PR #5383)
Fix bug in simulation smoothed measurement disturbance with FILTER_COLLAPSED (PR #4810, Issue #4800)
Improve SARIMAX for time series close to non-stationary (PR #4815)
Use Cython to improve speed of Exponential Smoothing models (PR #4845)
Fix a bug in
arma_order_selection
when data is passed in as a list (PR #4890, Issue #4727)Add explicit exceptions in ARMA/ARIMA forecast with missing or wrong exog (PR #4915, Issue #3737)
Remove incorrect endog from results if constraints (PR #4921)
Add
nlag
argument toacovf
(PR #4937)Set reasonable default lags for acf/pacf plots (PR #4949)
Add innovations algorithm to convert acov to MA (PR #5042)
Add and innovations filter to filter for observations in a MA (PR #5042)
Fix a bug in initialization when simulating in state space models (PR #5043)
maintenance
¶
Switch to standard setup.py so that
pip install statsmodels
can succeed in an empty virtual environmentGeneral compatibility fixes for recent versions of numpy, scipy and pandas
Added new CI using Azure Pipelines (PR #5617)
Enable linting on travis to ensure code is up to standards (PR #4820)
Add coverage for Cython code (PR #4871)
Improve import speed (PR #5831)
Make all version of docs available (PR #5879)
bug-wrong¶
A new issue label type-bug-wrong indicates bugs that cause that incorrect numbers are returned without warnings. (Regular bugs are mostly usability bugs or bugs that raise an exception for unsupported use cases.) see tagged issues
Major Bugs Fixed¶
See github issues for a list of bug fixes included in this release
Development summary and credits¶
Besides receiving contributions for new and improved features and for bugfixes, important contributions to general maintenance for this release came from
Chad Fulton
Brock Mendel
Peter Quackenbush
Kerby Shedden
Kevin Sheppard
and the general maintainer and code reviewer
Josef Perktold
Additionally, many users contributed by participation in github issues and providing feedback.
Thanks to all of the contributors for the 0.10 release (based on git log):
Amir Masoud Abdol
Andrew Davis
Andrew Kittredge
Andrew Theis
bertrandhaut
bksahu
Brock Mendel
Chad Fulton
Chris Snow
Chris Down
Daniel Saxton
donbeo
Emlyn Price
equinaut
Eric Larson
Evgeny Zhurko
fourpoints
Gabriel Reid
Harry Moreno
Hauke Jürgen Mönck
Hugo
hugovk
Huize Wang
JarnoRFB
Jarrod Millman
jcdang
Jefferson Tweed
Josef Perktold
jtweeder
Julian Taylor
Kerby Shedden
Kevin Sheppard
Loknar
Matthew Brett
Max Ghenis
Ming Li
Mitch Negus
Michael Handley
Moritz Lotze
Nathan Perkins
Nathaniel J. Smith
Niklas H
Peter Quackenbush
QuentinAndre
Ralf Gommers
Rebecca N. Palmer
Rhys Ulerich
Richard Barnes
RonLek
Stefaan Lippens
Tad seldovia
thequackdaddy
Tom Augspurger
Torsten Wörtwein
Varanelli
xrr
Yichuan Liu
zveryansky
郭飞
These lists of names are automatically generated based on git log, and may not be complete.
Merged Pull Requests¶
Thie following Pull Requests were merged since the last release:
PR #2096: Score/LM conditional moment tests
PR #3480: ENH: State space: allow concentrating scale out of log-likelihood
PR #4048: Remove redundant code for dropped Python 2.6
PR #4133: ENH: Add linear restrictions to RecursiveLS
PR #4316: ensure MultinomialResults has J, K. Get rid of unnecessary lmap usage
PR #4322: Make DiscreteResults Unchanging
PR #4371: catch the correct exception, make assertions not-pointless
PR #4418: ENH: State space: Exact diffuse initialization
PR #4458: De-duplicate a bunch of identical code
PR #4468: remove unused resetlist
PR #4487: Get rid of non-standard imports and one-line functions
PR #4494: Fix imports math.foo –>np.foo in vecm
PR #4501: xfail test instead of commenting it out
PR #4515: PERF: Simplify algebra in discrete_model
PR #4559: REF: make arroots and maroots have consistent return type
PR #4560: Document and cleanup bits of cython code
PR #4576: Penalized mle scad rebased2
PR #4593: DOC:ArmaProcess class documentation typo fix
PR #4594: TEST/DOC: SMW linalg routines documentation and test
PR #4640: BF: DataTimeIndex.to_datetime removed in pandas
PR #4648: BUG/TEST: Make pattern order for multiple imputation deterministic
PR #4650: DISCUSS/BLD: Update minimum versions.
PR #4653: REF/MAINT: avoid dict with pandas
PR #4658: BLD: Use older version of Pandas for docbuild
PR #4683: ENH: add ultra-high screening with SCAD
PR #4686: TEST: Docstring edits and variable name changes for clarity
PR #4689: PERF: Declare temporary output for hessian
PR #4691: ENH: Gaussian process regression
PR #4692: DOC: Add GLM varfuncs and weights notebook to documentation
PR #4696: Configure doctr
PR #4698: REF: Remove compatibility mode for state space
PR #4699: ENH: Exact diffuse filtering for RecursiveLS
PR #4702: BUG: Add missing predict and fit methods to BayesMixedGLM
PR #4704: BUG Fix random effects covariance getter for MixedLM
PR #4712: BUG: add ModelWarning base class to avoid warning filter on standard UserWarning.
PR #4717: TST: allclose instead of exact match for floats and use machine precision
PR #4720: fix syntax-like error
PR #4722: ENH: Add formula support to MI multiple imputation
PR #4726: ENH Kernel covariance
PR #4728: TST: Openblas appveyor fixes
PR #4732: ENH: add GLMInfluence
PR #4736: DOC: Make custom function take effect
PR #4739: REF: SARIMAX: only warn for non stationary starting params
PR #4743: BUG: state space: exact diffuse filtering in complex data type case
PR #4750: DOC: Fix indentation of math formulas
PR #4753: DOC: Add notebook on concentrated scale in ssm
PR #4758: DOC: Added missing notebooks to examples
PR #4760: CLN: Provide better name for pooled risk ratio
PR #4763: replace copy/pasted code with import
PR #4766: BUG/ENH: VARMAX Fix trend / exog. timing. Add polynomial trends.
PR #4767: MAINT: gitignore univariate_diffuse pyx files.
PR #4770: BUG: State space: standardized forecast error when using Cholesky methods with partial missing data
PR #4777: MAINT: conda specify numpy-base
PR #4785: BUG: Get prediction index in VAR predict.
PR #4786: CLEAN: fix indentation by four typos
PR #4788: BUG: bayes mixed GLM maintenance
PR #4790: BUG: k_params if seasonal MA
PR #4805: Only compute matrix_rank(exog) once in DiscreteModel.initialize
PR #4809: BUG: fix arguments in poisson mixed model
PR #4810: BUG: simulation smoothed measurement disturbance with FILTER_COLLAPSED
PR #4814: CLEAN: Removed unnecessary and non-informative print
PR #4815: ENH/BUG: Improve SARIMAX for time series close to non-stationary
PR #4819: ENH: Allow several optimizers to be tried in sequence for MixedLM
PR #4820: Implement basic linting for Travis
PR #4823: Fix deprecation warnings
PR #4826: BUG/ENH: Recursive LS: fix bug w/ multiple constraints
PR #4834: Implement full flake8 checking for a subset of files in good condition
PR #4835: CLEAN: Fix tab indentation, lint for it
PR #4842: CLN: Flake8 fixups and linting for statespace files (but not tests)
PR #4844: CLN: Fully lint regime_switching
PR #4845: ENH: Improve speed in Exponential Smoothing
PR #4853: CLN/REF: Remove recarrays from datasets
PR #4855: BUG: Attach vc_names for mixed Poisson models
PR #4858: MAINT: Delete migrate_issues_gh
PR #4859: Fix some NameErrors, do not delete unused […]
PR #4861: DOC: Fix small doc errors
PR #4864: CLN: fix and lint for W391 blank line at end of file
PR #4869: Update setup.cfg
PR #4871: BLD: Refactor Setup
PR #4872: MAINT: Remove nose and related references
PR #4879: CLN: Fix documentation for Levinson-Durbin
PR #4883: CLN: remove empty __main__ sections
PR #4886: CLN: Fully lint recursive_ls.py
PR #4889: REF: Rename ColinearityWarning
PR #4890: BUG: Add check to ensure array in arma order selection
PR #4891: BLD: Fix linting and move coverage
PR #4893: TST: Restore incorrectly disabled test
PR #4895: CLN: Fix and lint for misleading indentation E125,E129
PR #4896: CLN: Fix and lint for potential double-negatives E713,E714
PR #4897: CLN: Fix and lint for multiple spaces after keyword E271
PR #4900: CLN: Lint for missing whitespace around modulo operator E228,E401
PR #4901: CLN: Fix and lint for E124 closing bracket does not match visual indentation
PR #4909: ENH: QIC for GEE
PR #4910: CLN: Blank Lines E301,E302,E303,E305,E306 in examples, tools, sm.base
PR #4911: MAINT: Remove future errors and warnings
PR #4912: BLD: Rebased ci improvements
PR #4913: TST: Add a fixture to close all plots
PR #4914: CLN: Blanks E301,E302,E303,E305,E306 in tsa
PR #4915: ENH: explicit exceptions in ARMA/ARIMA forecast with missing or wrong exog
PR #4920: BUG/ENH: Two bug fixes and several enhancements to knockoff filter (regression fdr)
PR #4921: BUG: remove faux endog from results if constraints
PR #4924: CLN: E242 space after tab, enforce all passing rules
PR #4925: CLN: Enforce E721, use isinstance
PR #4926: CLN: Enforce E306, blank lines in nested funcs
PR #4927: CLN: Enforce E272, multiple spaces
PR #4929: BLD: Add linting for any new files
PR #4933: Remove unused patsy import in quantile_regression.ipynb
PR #4937: ENH: Add nlag argument to acovf
PR #4941: MAINT: remove exact duplicate file datamlw.py
PR #4943: TST: Relax tolerance on failing test
PR #4944: BLD: Add pinned numpy on appveyor
PR #4949: BUG: Set default lags for acf/pacf plots
PR #4950: DOC: Fix small typo in unit root testing example
PR #4953: DOC: Fix nagging issues in docs
PR #4954: BUG: disallow use_self=False
PR #4959: DOC: Clean up tsa docs
PR #4960: BUG: Add finite check for _MinimalWLS
PR #4963: BUG: Remove change of global pickle method
PR #4967: BUG: Fix definition of GLS r2
PR #4968: BUG: Check inputs in KernelReg
PR #4971: DOC: Switch to https where used
PR #4972: MAINT/CLN Remove .bzrignore
PR #4977: [BUG/MAINT] Fix NameErrors caused by missing kwargs
PR #4978: [MAINT/Test] skip test instead of mangling name in test_generic_methods
PR #4979: [MAINT/TST] remove np.testing.dec unused imports (nose dependency)
PR #4980: [MAINT/TST] skip/xfail tests instead of mangling/commenting-out in genmod, regression
PR #4981: [MAINT] Remove info.py
PR #4982: DOC Fix typo Parameters–>Parameters
PR #4983: [TST] xfail/skip instead of commenting-out/mangling discrete tests
PR #4984: [TST/DOC] make commented-out code in tests/results into readable docs
PR #4985: [TST/DOC] Make test comments more readable
PR #4986: [MAINT/TST] turn commented-out code into readable docs in results_arma
PR #4987: [TST/MAINT] turn commented-out code into readable docs in results_ar,…
PR #4988: [TST/MAINT] de-duplicate get_correction_factor code
PR #4989: [MAINT/CLN] Remove code made unusable due to license issue
PR #4990: [MAINT/CLN] remove numdiff __main__ section explicitly marked as scratch work
PR #4993: [TST/CLN] Turn decorators __main__ section into tests
PR #4995: [TST] make tools.linalg __main__ section into tests
PR #4998: [CLN/TST] Follow instructions to remove function
PR #4999: [MAINT] remove wrappers.py
PR #5000: [MAINT] update compat to remove unusable shims e.g. py26
PR #5002: [MAINT] add missing import
PR #5003: MAINT: fix invalid exception messages
PR #5005: [MAINT] remove unused imports in examples+tools
PR #5007: MAINT: unused imports in robust
PR #5011: [MAINT] remove text file relics from scikits/statsmodels
PR #5012: [MAINT/TST] move misplaced results files in regressions/tests
PR #5013: [MAINT] fix typo deprecated–>deprecated
PR #5014: [MAINT] typo in __init__ signature
PR #5015: [MAINT] move misplaced test_tsa_indexes
PR #5016: ENH: Burgs algorithm
PR #5020: MAINT: fix incorrect docstring summary–>summary2
PR #5021: MAINT: fix typo duplicated References in docstring
PR #5024: MAINT: silenced as_pandas warnings in documentation
PR #5027: MAINT: remove functions duplicated from scipy
PR #5029: MAINT: strict linting for sm.stats files _close_ to already passing
PR #5040: MAINT: clean up x13.py, delete main
PR #5042: ENH: Add innovations algorithm
PR #5043: BUG: Initialization when simulating
PR #5045: MAINT: strict linting for tsa.statespace.tests.results
PR #5057: BUG: Correct check for callable
PR #5058: BUG: Do not use mutable default values
PR #5059: BLD: Add line displaying CPU info to CI
PR #5065: TST: Fix incorrect assertion
PR #5070: MAINT: remove file that just says to remove it
PR #5071: MAINT: remove example file corresponding to removed module
PR #5074: MAINT: strict lint test_var.py
PR #5075: MAINT: strict linting test_univariate.py
PR #5076: ENH: more work on copula (deriv, classes)
PR #5079: MAINT: linting statespace tests
PR #5080: FIX failure caused by #5076
PR #5083: ENH: Add “(uncentered)” after rsquared label in .summary, .summary2 when appropriate
PR #5086: TST: parametrize tests instead of using for loops
PR #5088: DOC: Add javascript to link to other doc versions
PR #5090: MAINT: Chrome does not like having a secure link with an unsecure image
PR #5093: Allow results to be stored for multiple imputation
PR #5096: ENH remove unneeded restriction on QIC (GEE)
PR #5099: MAINT: fix and lint for W292 newline at end of file
PR #5103: BUG: fix missing new_branch_dir arg in upload_pdf
PR #5105: BUG/DOC: Description of k_posdef
PR #5114: MAINT: many but not all trailing whitespace
PR #5119: CLN: remove unused imports in tools, sm.tsa
PR #5120: BUG: Ensure internal tester exits with error if needed
PR #5121: MAINT: Avoid star imports
PR #5122: MAINT: Modernize R–>py script, lint output
PR #5123: CLN: Move results files to a location that is copied to install
PR #5124: MAINT: fix generated double whitespace
PR #5127: BUG: Fix NameError in grouputils, make __main__ into tests
PR #5130: BUG: incorrect self.score in GenericLikelihoodModel; closes #4453
PR #5133: TST: apply stacklevel to warning in Family.__init__
PR #5135: MAINT: Fix warnings
PR #5136: TST: improve testing util functions; de-duplicate
PR #5138: CLN: Use cache_readonly instead of OneTimeProperty
PR #5141: MAINT: Delete bspline source files
PR #5143: ENH/BUG Bootstrap clone rebased
PR #5146: Clean up the smf namespace
PR #5148: REF/TST: add seed to hdrboxplot, Use random order in pytest
PR #5149: TST: Theil test randomseed
PR #5152: REF: Use iterative cumsum_n
PR #5153: ENH: Add additional options for pacf ols
PR #5156: TST: Remove __main__ sections in tests
PR #5162: TST: Fix incorrect test closes #4325
PR #5164: BF: drop tolerance of a zero_constrained test
PR #5165: MAINT: Add decorator for tests that use matplotlib
PR #5166: DOC: Fix section title in QIC
PR #5167: TST/BUG: Fix missing SkipTest
PR #5170: DEPR: Remove items deprecated in previous versions
PR #5171: MAINT: Remove kalmanf StateSpace code supplanted by tsa.statespace
PR #5176: TST: Fix random generation issue
PR #5177: DOC: Improve Holt Winters documentation
PR #5178: TST: Fix scale in test
PR #5180: TST: Change assert_approx_equal to assert_allclose
PR #5184: TST: parametrize tests in test_lme
PR #5188: BLD/TST: Add coverage for Cython files
PR #5191: MAINT: Remove selected __main__ sections
PR #5192: MAINT: Fix incorrect pass statements
PR #5193: MAINT: raise specific exceptions instead of just Exception
PR #5194: MAINT: fix incorrect TypeError –> ValueError
PR #5195: BLD: Include License in Wheel
PR #5196: TST: Set seed when using basin hopping
PR #5198: TST/CLN/BUG: Fix corr nearest factor
PR #5200: TST: Alter test condition due to parameter scale
PR #5201: TST/CLN: test_arima_exog_predict, Rescale data to avoid convergence issues
PR #5203: BUG: raise instead of return ValueError
PR #5204: MAINT: Avoid/Fix FutureWarnings
PR #5207: TST: Ensure random numbers are reproducible
PR #5208: TST/CLN: Tighten tol to reduce spurious test failure
PR #5210: BLD: Ensure master is available when linting
PR #5211: MAINT: Import instead of copy/pasting utils
PR #5213: MAINT: Move misplaced duration results files
PR #5214: MAINT: remove example-like file that could never run
PR #5217: MAINT: Remove outdated pandas compat shims
PR #5218: MAINT: Move misplaced genmod results files
PR #5219: fixed typo
PR #5222: MAINT: fully lint formula
PR #5223: MAINT: fully lint compat
PR #5224: REF: raise early on invalid method
PR #5227: MAINT: docstring and whitespace fixups
PR #5228: DOC: Fix many small errors in examples
PR #5230: DOC: Fix small doc build errors
PR #5232: TST: mark smoketests
PR #5237: TST: Add mac testing
PR #5239: BLD/TST: Add platform-specific skips to CI testing
PR #5240: MAINT: remove cythonize.py made unnecessary by #4871
PR #5242: DOC: Update release instructions [skip ci]
PR #5244: DEPR: warn that VARResults.cov_params will become method
PR #5246: DOC: Added documentation of elements in anova_lm
PR #5248: DOC: Revert incorrect docstring change [skip ci]
PR #5249: MAINT: Add Script to convert notebooks
PR #5250: BUG/TST: TSA models: _get_index_label_loc failed when using row labels.
PR #5251: DOC: Use correct “autoregressive” in docstring
PR #5252: BUG: Allow summary even if filter_results=None (e.g. after save, load
PR #5257: BUG: Sequential simulation in models with state_intercept
PR #5260: MAINT: avoid pandas FutureWarning by checking specific condition
PR #5262: MAINT: fix typos in pca, wrap long lines
PR #5263: BLD: Only unshallow when required
PR #5265: MAINT: Prefer signature over formatargspec
PR #5267: MAINT: implement _wrap_derivative_exog for de-duplication
PR #5269: MAINT: De-duplicate code in iolib.summary
PR #5272: WIP/MAINT: Identify defunct code in summary methods
PR #5273: Fix incorrect parameter name in docstring
PR #5274: MAINT: remove self.table pinning
PR #5275: ENH/BUG Modify GEE indexing to remove numpy warnings
PR #5277: DOC: Clarify/fix docs on GLM scale estimation for negative binomial
PR #5292: DOC: Remove only_directive
PR #5295: TST: Added random seed to test_gee and verified working
PR #5300: DOC fix docstring in stattools.py
PR #5301: BUG: MICEData sets initial imputation incorrectly
PR #5304: ENH: conditional logistic and Poisson regression
PR #5306: DOC: Workarounds to fix docbuild
PR #5308: REF: Collect covtype descriptions, de-duplicate normalization func
PR #5314: DOC: minor fix on documentation on Durbin Watson test
PR #5322: DOC: Move magic
PR #5324: ENH: analytic version of arma_acovf
PR #5325: BUG/TST: Fix innovations_filter, add test vs Kalman filter
PR #5335: MAINT: eliminate some pytest warnings
PR #5345: ENH: Allow dep_data to be specified using formula or names
PR #5348: Set python3 as interpreter for doc tools
PR #5352: CLN: Fix F901 and E306 mixups
PR #5353: CLN: W605 fixups in vector_ar
PR #5359: BUG: raise correct error
PR #5360: ENH: Fast ARMA innovation algorithm and loglike computation
PR #5369: MAINT: disable pytest minversion check (broken in pytest 3.10.0)
PR #5383: BUG: Initialization of simulation smoother with exact diffuse initialization
PR #5390: BUG/ENH: modify stationary cov_struct for GEE
PR #5397: BUG: Fix medcouple with ties
PR #5399: CLN: Fix some invalid escapes
PR #5421: CLN: informative names for test functions
PR #5424: MAINT: conda-forge use gcc7
PR #5426: Misspelling in the documentation proportions_ztest
PR #5435: ENH Score test enhancements for GEE
PR #5440: ENH: Use GLM to get starting values for GEE
PR #5449: ENH/DOC: Added linting instruction in CONTRIBUTING.rst
PR #5450: ENH: regularized GEE
PR #5462: Fixed broken link for Guerry Dataset
PR #5471: Fix broken link
PR #5481: ENH: Generalized Additive Models and splines (Gam 2744 rebased4)
PR #5484: DOC: fix gam.rst
PR #5485: MAINT: Travis fixes
PR #5489: ENH: Mediation for Mixedlm
PR #5494: BUG: Bad escapes
PR #5497: Fix typo in docstring
PR #5501: BUG: Correct error in VAR ACF
PR #5510: ENH Conditional multinomial logit
PR #5513: DOC: Fix spelling
PR #5516: ENH square root lasso
PR #5518: ENH dimension reduction regression
PR #5521: ENH: Tweedie log-likelihood (+ridge regression by gradient for all GLM)
PR #5532: DOC/ENH Docstring updates for clogit
PR #5541: DOC: Describe binomial endog formats
PR #5542: BUG/TEST: py27 needs slacker tolerances
PR #5543: BUG: Tweedie EQL quasi-likelihood
PR #5548: keep index of series when recoding a series
PR #5551: ENH: extend mixedlm optimizer attempts
PR #5556: Update _smoothers_lowess.pyx
PR #5566: Add project_urls to setup
PR #5567: Correct a spell mistake
PR #5569: ENH: Improve numerical stability of _ar_transparams, _ar_invtransparams
PR #5582: Jbrockmendel w605b
PR #5583: MAINT: Set language level for Cython
PR #5584: MAINT: Remov deprecation issues
PR #5586: DOC: Add issue and pr templates
PR #5587: MAINT: Resolve additional deprecations
PR #5588: BUG: Replace $$ in generated LaTeX
PR #5589: DOC: Updated the for all i, j
PR #5590: MAINT: Reorder travis so that legacy fails early
PR #5591: Jbrockmendel manywarns3
PR #5592: Jbrockmendel pversion
PR #5593: MAINT: remove never-needed callable and never-used compat functions
PR #5594: TST: Ensure test is identical in all runs
PR #5595: MAINT: Remove warnings from tests
PR #5596: TST: Explicitly set seed in basinhopping
PR #5597: MAINT: Remove unavailable imports
PR #5599: DOC: More emphasis and fix reference
PR #5600: TST: Relax tolerance for OpenBlas issue
PR #5601: Update mixed_linear.rst
PR #5602: ENH: White spec test (clean commit for PR 4721)
PR #5604: MAINT: Update template to encourage master check
PR #5605: Guofei9987 modify comments proportion confint
PR #5606: Mattwigway mice setting with copy warning
PR #5607: Jtweeder graphics addgraphics
PR #5611: BUG: Stop hardcoding parameters in results
PR #5612: MAINT: Ensure no warnings are produced by foreign
PR #5613: DOC: Improve PR template [skip ci]
PR #5614: MAINT: Deprecate scale in test function
PR #5615: Thequackdaddy docs
PR #5616: Bulleted list and minor typos in ttest_ind
PR #5617: CI: Implement azure-pipelines with multi-platform support
PR #5621: CLN: simplify lint configuration, fix some invalid escapes
PR #5622: DOC: Restore import
PR #5625: Andrew d davis tukey pvals
PR #5626: MAINT: Improve user-facing error message
PR #5627: BLD: Remove redundant travis config
PR #5628: MAINT: Relax tolerance on OSX only
PR #5630: MAINT: Enable xdist on azure
PR #5631: MAINT: Allow webuse fail
PR #5633: TST: change skip to xfail for test_compare_numdiff on OSX
PR #5634: Gabrielreid pandas multiindex handling bug
PR #5635: MAINT: Add a codecov config file
PR #5636: DOC: Update badges [skip ci]
PR #5637: CLN: strict linting for tools directory
PR #5638: MAINT: remove file with note to remove in 0.5.0
PR #5640: ENH: Improve error when ARMA endog is not 1d
PR #5641: Josef pkt svar irf errband 5280
PR #5642: TST: Relax tolerance on OSX for OpenBlas issues
PR #5643: MAINT: Consolidate platform checks
PR #5644: CLN/DOC: Remove unused module, vbench references
PR #5645: TST: Allow network failure in web tests
PR #5646: BUG: Fix MANOVA when not using formulas
PR #5647: TST: Adjust test_irf atol
PR #5648: BUG: Replace midrule with hline
PR #5649: CLN: strict linting for robust/tests directory
PR #5650: MAINT: Fix error in lint script
PR #5652: ENH/BUG: Use intercept form of trend / exog in VARMAX start params (not mean form)
PR #5653: MAINT: Reformat exceptions
PR #5654: Evgenyzhurko fix contingency table
PR #5655: BUG: summary2 use float_format when creating _simple_tables see #1964
PR #5656: BLD: Add linting to azure
PR #5657: TST: Protect multiprocess using test
PR #5658: BLD: Match requirements in setup and requirements
PR #5659: TST: Allow corr test to fail on Win32
PR #5660: MAINT: Fix make.bat [skip ci]
PR #5661: TST: Relax test tolerance on OSX
PR #5662: TST: Protect multiprocess on windows
PR #5663: MAINT: Add test runners
PR #5664: CLN: Fix and lint for E703 statements ending in semicolon
PR #5666: TST: Relax tolerance for irf test on windows
PR #5667: TST: Adjust tol and reset random state
PR #5668: TST: Adjust tolerance for test on windows
PR #5669: MAINT: Remove unused code
PR #5670: Jim varanelli issue2781
PR #5671: BUG: fix stats.moment_helpers inplace modification
PR #5672: ENH: Add cov type to summary for discrete models
PR #5673: ENH: Allow comparing two samples with different sizes
PR #5675: CLN: strict linting for emplike/tests
PR #5679: DOC: Clarify that predict expects arrays in dicts [skip ci]
PR #5680: ENH: Allow const idx to be found
PR #5681: BUG: Always set mle_retvals
PR #5683: BUG: Escape strings for latex output
PR #5684: BUG: fix df in summary for single constraint in wald_test_terms
PR #5685: Spelling
PR #5686: DOC: Fix parameter description in weightstats
PR #5691: MAINT: Near-duplicate example file, remove dominated version
PR #5693: CLN: Fix invalid escapes where possible
PR #5694: MAINT: Fix NameErrors in correlation_structures
PR #5695: MAINT: remove NameError-having version of levinson_durbin, just keep …
PR #5696: CLN: remove identical functions from garch
PR #5697: CLN: strict linting for examples/
PR #5698: PERF: Avoid implicit check when hasconst
PR #5699: BUG: Limit lag length in adf
PR #5700: MAINT: Update import of URLError
PR #5701: MAINT: missing imports, typos, fixes several NameErrors
PR #5702: MAINT: clean up docstring’d-out failure in __main__ block
PR #5703: MAINT: confirm that docstring’d-out traceback no longer raises; remove
PR #5704: ENH: expose innovations computation method to API.
PR #5705: WIP: TST: Sort dicts in test_multi
PR #5707: ENH: KPSS - detailed error message when lags > nobs
PR #5709: TST: Fix bad bash
PR #5710: CLN: clean up over/under indentation in tsa.tests.results, E12 codes
PR #5712: CLN: fix invalid escapes in test_stattools introduced in #5707
PR #5713: CLN/EX: Troubleshoot broken example, clean up now-working scratch paper
PR #5715: CLN: ellipses-out invalid escapes traceback
PR #5716: MAINT: Fix incorrect specification of loglike arg
PR #5717: MAINT: fix non-working example ex_pandas
PR #5720: CLN: remove impossible commented-out imports, close several
PR #5721: CLN: strict linting for dimred, processreg, and their tests.
PR #5723: Spelling fix in ValueError message
PR #5724: MAINT: close assorted small issues
PR #5726: DOC: Remove redundant attributes in GLM
PR #5728: CLN: remove and lint for unused imports
PR #5729: MAINT: use dummy_sparse func within method, see GH#5687
PR #5730: CLN: strict linting for discrete.tests.results
PR #5732: CLN: strict linting for genmod/tests/results
PR #5734: CLN: codes with only a few violations apiece
PR #5736: CLN: strict linting for regression/tests/results
PR #5737: CLN: strict linting for tsa.filters
PR #5738: CLN: strict linting for stats/tests/results/
PR #5740: CLN: strict linting for tsa.tests.results
PR #5742: CLN: strict linting for remaining results directories
PR #5743: CLN: strict linting for results files in sandbox/regression/tests/
PR #5744: CLN: Fix/lint for dangerous redefinitions and comparisons
PR #5746: MAINT: fix missing or redundant imports
PR #5748: CLN: clean up adfvalues, avoid using eval
PR #5750: CLN: E131 hanging indentation alignment
PR #5758: CLN: lint for ambiguous variable names
PR #5760: TST: test for intentionally emitted warnings, avoid some unintentional ones
PR #5762: BUG: rename wts to weights issue #4725
PR #5765: BUG/TST: Fix+test pieces of code that would raise NameError
PR #5770: DEPR: deprecate StataReader, StataWriter, genfromdta
PR #5771: ENH: improve missing data handling for GEE
PR #5774: PERF: use np.sum(…) instead of sum(…)
PR #5778: CLN: strict linting for test_varmax
PR #5780: TST: Protext against SSLError
PR #5781: CLN: Replace #5779
PR #5783: BUG: Ensure coint_johansen runs with 0 lags
PR #5789: BUG: GEE fit_history
PR #5791: Holder bunch
PR #5792: MAINT: matplotlib normed -> density
PR #5793: MAINT: Adjust tolerance for random fail on OSX
PR #5796: CLN: test_data.py
PR #5798: BUG: ignore bugs instead of fixing them
PR #5801: CI: Consolidate coveragerc spec
PR #5803: ENH: QIF regression
PR #5805: REF/CLN: collect imports at top of file, de-duplicate imports
PR #5815: CLN: test_gee.py
PR #5816: CLN: genmod/families/
PR #5818: CLN: qif
PR #5825: MAINT: use correct key name to check cov params presence
PR #5830: DOC: Add docstring for base class
PR #5831: PERF: Import speed
PR #5833: BUG: ARIMA fit with trend and constant exog
PR #5834: DOC: Fix small errors in release notes
PR #5839: MAINT: RangeIndex._start deprecated in pandas 0.25
PR #5836: CLN: over-indentation E117
PR #5837: CLN: invalid escapes in linear_model
PR #5843: MAINT: Catch intentional warnings
PR #5846: DOC: Update maintainer
PR #5847: BUG: Allow NumPy ints #
PR #5848: BUG: Warn rather than print
PR #5850: MAINT: Improve error message
PR #5851: BUG: Refactor method used to name variables
PR #5853: BUG: Add check for xnames length
PR #5854: BUG: Fix MNLogit summary with float values
PR #5857: BUG: Allow categorical to accept pandas dtype
PR #5858: BUG: Fix default alignment for SimpleTable
PR #5859: DOC: fix incorrect ARResults.predict docstring, closes #4498
PR #5860: Cdown gofplot typerror
PR #5863: MAINT: Use pd.Categorical() instead of .astype(‘categorical’)
PR #5868: BUG: State space univariate smoothing w/ time-varying transition matrix: wrong transition matrix used
PR #5869: DOC: Improve ExponentialSmoothing docstring
PR #5875: DOC: Improve bug report template
PR #5876: BUG: Ensure keywords exist in partial reg plot
PR #5879: DOC: Update version dropdown javascript