jseabold

statsmodels is a pure python package that provides classes and functions for the estimation of several categories of statistical models with numpy and scipy. These currently include linear regression models, OLS, GLS, WLS and GLS with AR(p) errors, generalized linear models for six distribution ... [More] families and M-estimators for robust linear models, discrete models, Logit, Probit, Multinomial Logit, Poisson and Negative Binomial, models for time series analysis include AR, ARIMA and VAR. An extensive list of result statistics are available for each estimation problem. Besides models for estimation and prediction, statsmodels also has hypothesis tests and other statistical functions. [Less]