All Versions
17
Latest Version
Avg Release Cycle
168 days
Latest Release
69 days ago

Changelog History
Page 1

  • v0.12.0.dev0

    January 22, 2020
  • v0.11.1

    February 21, 2020

    ๐Ÿš€ This is a bug fix release. It fixes a small number of bugs including two that affect the installation on statmodels on Python 2.7 and 3.8.

    ๐Ÿš€ See the full release notes (or in rst format) for the full set of backported pull requests.

  • v0.11.0dev0

    July 15, 2019
  • v0.11.0.rc2

    January 15, 2020

    ๐Ÿš€ The second and final release candidate for statsmodels 0.11.

    Major new features include:

    • Regression
      • Rolling OLS and WLS
    • Statistics
      • Oaxaca-Blinder decomposition
      • Distance covariance measures (new in RC2)
      • New regression diagnostic tools (new in RC2)
    • Statespace Models
      • Statespace-based Linear exponential smoothing modelsยถ
      • Methods to apply parameters fitted on one dataset to another datasetยถ
      • Method to hold some parameters fixed at known values
      • Option for low memory operations
      • Improved access to state estimates
      • Improved simulation and impulse responses for time-varying models
    • Time-Series Analysis
      • STL Decomposition
      • New AR model
      • New ARIMA model
      • Zivot-Andrews Test
      • More robust regime-switching models

    ๐Ÿš€ See release notes for full details.

  • v0.11.0.rc1

    December 18, 2019

    ๐Ÿš€ Release candidate for statsmodels 0.11.

    Major new features include:

    • Regression
      • Rolling OLS and WLS
    • Statistics
      • Oaxaca-Blinder decomposition
    • Statespace Models
      • Statespace-based Linear exponential smoothing modelsยถ
      • Methods to apply parameters fitted on one dataset to another datasetยถ
      • Method to hold some parameters fixed at known values
      • Option for low memory operations
      • Improved access to state estimates
      • Improved simulation and impulse responses for time-varying models
    • Time-Series Analysis
      • STL Decomposition
      • New AR model
      • New ARIMA model
      • Zivot-Andrews Test
      • More robust regime switching models

    ๐Ÿš€ See release notes for full details.

  • v0.11.0.dev0

    July 15, 2019
  • v0.10.2

    November 23, 2019

    ๐Ÿš€ This is a minor release from the 0.10.x branch with bug fixes and essential maintenance only. The key new feature is:

    • Compatibility with Python 3.8
  • v0.10.1

    July 19, 2019

    ๐Ÿš€ This is a minor release from the 0.10.x branch with bug fixes and essential maintenance only. The key features are:

    • Compatibility with pandas 0.25
    • Compatibility with Numpy 1.17
  • v0.10.0

    June 24, 2019

    This is a major release from 0.9.0 and includes a number new statistical models and many bug fixes.

    Highlights include:

    • Generalized Additive Models. This major feature is experimental and may change.
    • ๐Ÿ›  Conditional Models such as ConditionalLogit, which are known as fixed effect models in Econometrics.
    • Dimension Reduction Methods include Sliced Inverse Regression, Principal Hessian Directions and Sliced Avg. Variance Estimation
    • Regression using Quadratic Inference Functions (QIF)
    • Gaussian Process Regression

    ๐Ÿš€ See the release notes for a full list of all the change from 0.9.0.

    โฌ†๏ธ python -m pip install --upgrade statsmodels

    ๐Ÿš€ Note that 0.10.x will likely be the last series of releases to support Python 2, so please consider upgrading to Python 3 if feasible.

    ๐Ÿš€ Please report any issues with the release candidate on the statsmodels issue tracker.

  • v0.10.0.rc2

    June 07, 2019

    ๐Ÿš€ Release candidate for 0.10.0.

    ๐Ÿ“š See the release notes in the documentation for details on the changes.