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