You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
117 lines
3.6 KiB
Plaintext
117 lines
3.6 KiB
Plaintext
13 years ago
|
Release History
|
||
|
|
===============
|
||
|
|
|
||
|
|
trunk for 0.4.0
|
||
|
|
---------------
|
||
|
|
* tools.tools.ECDF -> distributions.ECDF
|
||
|
|
* tools.tools.monotone_fn_inverter -> distributions.monotone_fn_inverter
|
||
|
|
* tools.tools.StepFunction -> distributions.StepFunction
|
||
|
|
|
||
|
|
0.3.1
|
||
|
|
-----
|
||
|
|
|
||
|
|
* Removed academic-only WFS dataset.
|
||
|
|
* Fix easy_install issue on Windows.
|
||
|
|
|
||
|
|
0.3.0
|
||
|
|
-----
|
||
|
|
|
||
|
|
*Changes that break backwards compatibility*
|
||
|
|
|
||
|
|
Added api.py for importing. So the new convention for importing is::
|
||
|
|
|
||
|
|
import scikits.statsmodels.api as sm
|
||
|
|
|
||
|
|
Importing from modules directly now avoids unnecessary imports and increases
|
||
|
|
the import speed if a library or user only needs specific functions.
|
||
|
|
|
||
|
|
* sandbox/output.py -> iolib/table.py
|
||
|
|
* lib/io.py -> iolib/foreign.py (Now contains Stata .dta format reader)
|
||
|
|
* family -> families
|
||
|
|
* families.links.inverse -> families.links.inverse_power
|
||
|
|
* Datasets' Load class is now load function.
|
||
|
|
* regression.py -> regression/linear_model.py
|
||
|
|
* discretemod.py -> discrete/discrete_model.py
|
||
|
|
* rlm.py -> robust/robust_linear_model.py
|
||
|
|
* glm.py -> genmod/generalized_linear_model.py
|
||
|
|
* model.py -> base/model.py
|
||
|
|
* t() method -> tvalues attribute (t() still exists but raises a warning)
|
||
|
|
|
||
|
|
*Main changes and additions*
|
||
|
|
|
||
|
|
* Numerous bugfixes.
|
||
|
|
* Time Series Analysis model (tsa)
|
||
|
|
|
||
|
|
- Vector Autoregression Models VAR (tsa.VAR)
|
||
|
|
- Autogressive Models AR (tsa.AR)
|
||
|
|
- Autoregressive Moving Average Models ARMA (tsa.ARMA)
|
||
|
|
optionally uses Cython for Kalman Filtering
|
||
|
|
use setup.py install with option --with-cython
|
||
|
|
- Baxter-King band-pass filter (tsa.filters.bkfilter)
|
||
|
|
- Hodrick-Prescott filter (tsa.filters.hpfilter)
|
||
|
|
- Christiano-Fitzgerald filter (tsa.filters.cffilter)
|
||
|
|
|
||
|
|
* Improved maximum likelihood framework uses all available scipy.optimize solvers
|
||
|
|
* Refactor of the datasets sub-package.
|
||
|
|
* Added more datasets for examples.
|
||
|
|
* Removed RPy dependency for running the test suite.
|
||
|
|
* Refactored the test suite.
|
||
|
|
* Refactored codebase/directory structure.
|
||
|
|
* Support for offset and exposure in GLM.
|
||
|
|
* Removed data_weights argument to GLM.fit for Binomial models.
|
||
|
|
* New statistical tests, especially diagnostic and specification tests
|
||
|
|
* Multiple test correction
|
||
|
|
* General Method of Moment framework in sandbox
|
||
|
|
* Improved documentation
|
||
|
|
* and other additions
|
||
|
|
|
||
|
|
|
||
|
|
0.2.0
|
||
|
|
-----
|
||
|
|
|
||
|
|
*Main changes*
|
||
|
|
|
||
|
|
* renames for more consistency
|
||
|
|
RLM.fitted_values -> RLM.fittedvalues
|
||
|
|
GLMResults.resid_dev -> GLMResults.resid_deviance
|
||
|
|
* GLMResults, RegressionResults:
|
||
|
|
lazy calculations, convert attributes to properties with _cache
|
||
|
|
* fix tests to run without rpy
|
||
|
|
* expanded examples in examples directory
|
||
|
|
* add PyDTA to lib.io -- functions for reading Stata .dta binary files
|
||
|
|
and converting
|
||
|
|
them to numpy arrays
|
||
|
|
* made tools.categorical much more robust
|
||
|
|
* add_constant now takes a prepend argument
|
||
|
|
* fix GLS to work with only a one column design
|
||
|
|
|
||
|
|
*New*
|
||
|
|
|
||
|
|
* add four new datasets
|
||
|
|
|
||
|
|
- A dataset from the American National Election Studies (1996)
|
||
|
|
- Grunfeld (1950) investment data
|
||
|
|
- Spector and Mazzeo (1980) program effectiveness data
|
||
|
|
- A US macroeconomic dataset
|
||
|
|
* add four new Maximum Likelihood Estimators for models with a discrete
|
||
|
|
dependent variables with examples
|
||
|
|
|
||
|
|
- Logit
|
||
|
|
- Probit
|
||
|
|
- MNLogit (multinomial logit)
|
||
|
|
- Poisson
|
||
|
|
|
||
|
|
*Sandbox*
|
||
|
|
|
||
|
|
* add qqplot in sandbox.graphics
|
||
|
|
* add sandbox.tsa (time series analysis) and sandbox.regression (anova)
|
||
|
|
* add principal component analysis in sandbox.tools
|
||
|
|
* add Seemingly Unrelated Regression (SUR) and Two-Stage Least Squares
|
||
|
|
for systems of equations in sandbox.sysreg.Sem2SLS
|
||
|
|
* add restricted least squares (RLS)
|
||
|
|
|
||
|
|
|
||
|
|
0.1.0b1
|
||
|
|
-------
|
||
|
|
* initial release
|