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31040dd @jseabold DOC: Some stylistic changes in CHANGES
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1 Release History
2 ===============
3
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4 0.4.0
5 -----
6
7 *Main Changes and Additions*
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8
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9 * Added pandas dependency.
10 * Cython source is built automatically if cython and compiler are present
11 * Support use of dates in timeseries models
12 * Improved plots
13 - Violin plots
14 - Bean Plots
15 - QQ Plots
16 * Added lowess function
17 * Support for pandas Series and DataFrame objects. Results instances return
18 pandas objects if the models are fit using pandas objects.
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19 * Full Python 3 compatibility
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20 * Fix bugs in genfromdta. Convert Stata .dta format to structured array
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21 preserving all types. Conversion is much faster now.
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22 * Improved documentation
23 * Models and results are pickleable via save/load, optionally saving the model
24 data.
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25 * Kernel Density Estimation now uses Cython and is considerably faster.
26 * Diagnostics for outlier and influence statistics in OLS
27 * Added El Nino Sea Surface Temperatures dataset
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28 * Numerous bug fixes
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29 * Internal code refactoring
30 * Improved documentation including examples as part of HTML
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31
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32 *Changes that break backwards compatibility*
33
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34 * Deprecated scikits namespace. The recommended import is now::
35
36 from statsmodels.api import sm
37
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38 * model.predict methods signature is now (params, exog, ...) where before
39 it assumed that the model had been fit and omitted the params argument.
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40 * For consistency with other multi-equation models, the parameters of MNLogit
41 are now transposed.
6278114 @jseabold STY: Add ECDF to distributions.empirical_distribution and rltd cleanup
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42 * tools.tools.ECDF -> distributions.ECDF
43 * tools.tools.monotone_fn_inverter -> distributions.monotone_fn_inverter
44 * tools.tools.StepFunction -> distributions.StepFunction
f6cb580 @jseabold DOC: Add function moves to CHANGES
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45
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46
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47 0.3.1
48 -----
49
50 * Removed academic-only WFS dataset.
51 * Fix easy_install issue on Windows.
52
53 0.3.0
54 -----
535f983 @josef-pkt add CHANGES.txt, still incomplete
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55
563d78a @josef-pkt small updates to text in introduction and setup.py description (changes)
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56 *Changes that break backwards compatibility*
e0d3fe2 @josef-pkt changes to information about statsmodels, introduction.rst, changes, ...
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57
2cadc48 @jseabold DOC: Fix RST in CHANGES and README
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58 Added api.py for importing. So the new convention for importing is::
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59
37c98df @jseabold REF: More renamings
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60 import statsmodels.api as sm
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61
5397261 @josef-pkt more smaller fixes
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62 Importing from modules directly now avoids unnecessary imports and increases
63 the import speed if a library or user only needs specific functions.
64
e0d3fe2 @josef-pkt changes to information about statsmodels, introduction.rst, changes, ...
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65 * sandbox/output.py -> iolib/table.py
4219b26 @josef-pkt merge devel: mostly doc improvements, new dataset, api.py changes
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66 * lib/io.py -> iolib/foreign.py (Now contains Stata .dta format reader)
e0d3fe2 @josef-pkt changes to information about statsmodels, introduction.rst, changes, ...
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67 * family -> families
68 * families.links.inverse -> families.links.inverse_power
69 * Datasets' Load class is now load function.
70 * regression.py -> regression/linear_model.py
71 * discretemod.py -> discrete/discrete_model.py
72 * rlm.py -> robust/robust_linear_model.py
73 * glm.py -> genmod/generalized_linear_model.py
74 * model.py -> base/model.py
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75 * t() method -> tvalues attribute (t() still exists but raises a warning)
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76
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77 *Main changes and additions*
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78
79 * Numerous bugfixes.
80 * Time Series Analysis model (tsa)
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81
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82 - Vector Autoregression Models VAR (tsa.VAR)
83 - Autogressive Models AR (tsa.AR)
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84 - Autoregressive Moving Average Models ARMA (tsa.ARMA)
85 optionally uses Cython for Kalman Filtering
86 use setup.py install with option --with-cython
61365b1 @jseabold Add filters to CHANGES. Add cffilter to docs
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87 - Baxter-King band-pass filter (tsa.filters.bkfilter)
88 - Hodrick-Prescott filter (tsa.filters.hpfilter)
89 - Christiano-Fitzgerald filter (tsa.filters.cffilter)
90
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91 * Improved maximum likelihood framework uses all available scipy.optimize solvers
e0d3fe2 @josef-pkt changes to information about statsmodels, introduction.rst, changes, ...
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92 * Refactor of the datasets sub-package.
33aa24f @jseabold Added Kennan/BLS strikes dataset.
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93 * Added more datasets for examples.
e0d3fe2 @josef-pkt changes to information about statsmodels, introduction.rst, changes, ...
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94 * Removed RPy dependency for running the test suite.
95 * Refactored the test suite.
96 * Refactored codebase/directory structure.
97 * Support for offset and exposure in GLM.
98 * Removed data_weights argument to GLM.fit for Binomial models.
99 * New statistical tests, especially diagnostic and specification tests
100 * Multiple test correction
101 * General Method of Moment framework in sandbox
4219b26 @josef-pkt merge devel: mostly doc improvements, new dataset, api.py changes
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102 * Improved documentation
e0d3fe2 @josef-pkt changes to information about statsmodels, introduction.rst, changes, ...
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103 * and other additions
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104
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105
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106 0.2.0
107 -----
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108
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109 *Main changes*
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110
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111 * renames for more consistency
112 RLM.fitted_values -> RLM.fittedvalues
113 GLMResults.resid_dev -> GLMResults.resid_deviance
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114 * GLMResults, RegressionResults:
115 lazy calculations, convert attributes to properties with _cache
116 * fix tests to run without rpy
117 * expanded examples in examples directory
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118 * add PyDTA to lib.io -- functions for reading Stata .dta binary files
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119 and converting
120 them to numpy arrays
121 * made tools.categorical much more robust
122 * add_constant now takes a prepend argument
123 * fix GLS to work with only a one column design
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124
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125 *New*
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126
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127 * add four new datasets
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128
129 - A dataset from the American National Election Studies (1996)
130 - Grunfeld (1950) investment data
131 - Spector and Mazzeo (1980) program effectiveness data
132 - A US macroeconomic dataset
450be32 @jseabold Moved discretemod into main codebase. Added tests and example too. …
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133 * add four new Maximum Likelihood Estimators for models with a discrete
134 dependent variables with examples
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135
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136 - Logit
137 - Probit
138 - MNLogit (multinomial logit)
139 - Poisson
140
141 *Sandbox*
ebe24da @josef-pkt adding to docs
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142
143 * add qqplot in sandbox.graphics
144 * add sandbox.tsa (time series analysis) and sandbox.regression (anova)
e603f5a @josef-pkt small changes to text in setup.py, CHANGES.txt, ...
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145 * add principal component analysis in sandbox.tools
a509431 @jseabold Added changes to CHANGES.txt
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146 * add Seemingly Unrelated Regression (SUR) and Two-Stage Least Squares
147 for systems of equations in sandbox.sysreg.Sem2SLS
148 * add restricted least squares (RLS)
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149
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150
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151 0.1.0b1
152 -------
153 * initial release
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