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fa4957f @langmore Combined READMEs
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1 What Statsmodels is
2 ===================
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3 What it is
4 ==========
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5
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6 Statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics and estimation and inference for statistical models.
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7
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8 Main Features
9 =============
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10
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11 * linear regression models: Generalized least squares (including weighted least squares and
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12 least squares with autoregressive errors), ordinary least squares.
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13 * glm: Generalized linear models with support for all of the one-parameter
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14 exponential family distributions.
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15 * discrete: regression with discrete dependent variables, including Logit, Probit, MNLogit, Poisson, based on maximum likelihood estimators
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16 * rlm: Robust linear models with support for several M-estimators.
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17 * tsa: models for time series analysis
18 - univariate time series analysis: AR, ARIMA
19 - vector autoregressive models, VAR and structural VAR
20 - descriptive statistics and process models for time series analysis
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21 * nonparametric : (Univariate) kernel density estimators
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22 * datasets: Datasets to be distributed and used for examples and in testing.
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23 * stats: a wide range of statistical tests
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24 - diagnostics and specification tests
25 - goodness-of-fit and normality tests
26 - functions for multiple testing
27 - various additional statistical tests
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28 * iolib
29 - Tools for reading Stata .dta files into numpy arrays.
30 - printing table output to ascii, latex, and html
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31 * miscellaneous models
32 * sandbox: statsmodels contains a sandbox folder with code in various stages of
33 developement and testing which is not considered "production ready".
34 This covers among others Mixed (repeated measures) Models, GARCH models, general method
35 of moments (GMM) estimators, kernel regression, various extensions to scipy.stats.distributions,
36 panel data models, generalized additive models and information theoretic measures.
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37
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38
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39 Where to get it
40 ===============
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41
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42 The master branch on GitHub is the most up to date code
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43
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44 https://www.github.com/statsmodels/statsmodels
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45
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46 Source download of release tags are available on GitHub
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47
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48 https://github.com/statsmodels/statsmodels/tags
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49
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50 Binaries and source distributions are available from PyPi
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51
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52 http://pypi.python.org/pypi/statsmodels/
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53
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54
55 Installation from sources
56 =========================
57
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58 See INSTALL.txt for requirements or see the documentation
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59
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60 http://statsmodels.sf.net/devel/install.html
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61
62
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63 License
64 =======
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65
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66 Modified BSD (3-clause)
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67
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69 Documentation
70 =============
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71
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72 The official documentation is hosted on SourceForge
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73
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74 http://statsmodels.sf.net/
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75
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77 Windows Help
78 ============
79 The source distribution for Windows includes a htmlhelp file (statsmodels.chm).
80 This can be opened from the python interpreter ::
81
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82 >>> import statsmodels.api as sm
83 >>> sm.open_help()
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84
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85
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86 Discussion and Development
87 ==========================
88
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89 Discussions take place on our mailing list.
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90
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91 http://groups.google.com/group/pystatsmodels
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92
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93 We are very interested in feedback about usability and suggestions for improvements.
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94
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95
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96 Bug Reports
97 ===========
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98
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99 Bug reports can be submitted to the issue tracker at
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100
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101 https://github.com/statsmodels/statsmodels/issues
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