math/py-statsmodels: Complement to SciPy for statistical computations
Statsmodels is a Python package that provides a complement to scipy for
statistical computations including descriptive statistics and estimation and
inference for statistical models.
* linear regression models: GLS (including WLS and LS aith AR errors) and OLS.
* glm: Generalized linear models with support for all of the one-parameter
exponential family distributions.
* discrete: regression with discrete dependent variables, including Logit,
Probit, MNLogit, Poisson, based on maximum likelihood estimators
* rlm: Robust linear models with support for several M-estimators.
* tsa: models for time series analysis - univariate: AR, ARIMA; multivariate:
VAR and structural VAR(Only the first 15 lines of the commit message are shown above )