sm2 0.1.3

Description:

sm2 0.1.3

sm2---[statsmodels](https://github.com/statsmodels/statsmodels) is an excellentproject and important part of the python scientific stack. But due to resourceconstraints, they cannot push out bugfixes often enough for my needs. sm2is a fork focused on bugfixes and addressing technical debt.Ideally sm2 will be a drop-in replacement for statsmodels. In places wherethis fails, feel free to open an issue.With luck, fixes made here will eventually be ported upstream.<table><tr> <td>Build Status</td> <td> <a href="https://travis-ci.org/jbrockmendel/sm2"> <img src="https://travis-ci.org/jbrockmendel/sm2.svg?branch=master" alt="travis build status" /> </a> </td></tr><tr> <td></td> <td> <a href="https://ci.appveyor.com/project/jbrockmendel/sm2"> <img src="https://ci.appveyor.com/api/projects/status/gw9cui82oc1lnyqi/branch/master?svg=true" alt="appveyor build status" /> </a> </td></tr><tr> <td>Coverage</td> <td> <a href="https://codecov.io/gh/jbrockmendel/sm2"> <img src="https://codecov.io/gh/jbrockmendel/sm2/branch/master/graph/badge.svg" /> </a></td></tr></table>Changes vs Statsmodels----------------------- sm2 contains a subset of the functionality of statsmodels. The first bigdifference is that statsmodels is more feature-complete.- Test coverage statistics reported for sm2 are meaningful (:issue:`4331`)- An enormous amount of code-cleanup has been done in sm2. Thousands of linesof unused, untested, or deprecated code have been removed. _Many_ thousandsof flake8 formatting issues have been cleaned up.- `MultinomialResults.params` and `predict` will have correct column and rowlabels (:issue:`4541`)- `VARResults.cov_params` will correctly return a `DataFrame` insteadof raising `ValueError`.- `VARResults.acf` will return correct results (:issue:`4572`)- The `ArmaProcess` class does not have a `nobs` attribute.- `tsa.stattools.acf` will always return `(acf, confint, qstat, pvalue)` hereinstead of a different subset of these depending on the inputs.- stats.diagnostic.acorr_ljungbox will always return`(qljungbox, pval, qboxpierce, pvalbp)` here instead of a different subsetof these depending on the inputs.- `summary2` methods have not been ported from upstream, willraise `NotImplementedError`.- `VARResults.test_whiteness` has been superceeded upstream by`test_whiteness_new` as the older method was not an actual statisticaltest (:issue:`4036`). `sm2` replaces the older version entirely and keepsonly the name `test_whiteness`.- `ARModel.fit` incorrectly sets `model.df_resid` upstream. That has beenfixed here.- `GenericLikelihoodModelResults.__init__` incorrectly sets `model.df_resid`and `model.df_model`. That has been fixed here.- `GeneralizedLinearModel.fit` incorrect sets `self.mu` and `self.scale`.This has been fixed here. (:issue:`4032`)- `LikelihoodModelResults._get_robustcov_results` incorrectly ignores`use_self` argument. This has been fixed here. (:issue:`4401`)Contributing------------Issues and Pull Requests are welcome. If you are looking a place to start,here are some suggestions:- Search for comments starting with `# TODO:` or `# FIXME:` - Some comments are copied from upstream and _should_ have these labels but are missing them. If you find a comment that should have one of these labels (or is just unclear), add the label.- Many tests from upstream are marked with `pytest.mark.not_vetted` to reflect the fact that they haven't been reviewed since being ported from statsmodels. To "vet" a test, try to determine: - Is this a "smoke test"? If so, it should be marked with `pytest.mark.smoke`. - Is this a test for a specific bug? Can an Issue reference (e.g. `# GH#1234`) be included? - Is there something specific being tested? If so, the test name should be made informative and often a comment should be added (e.g. `# test function foo.bar in case where baz argument is near-singular`) - Is this testing results produced by statsmodels/sm2 against results produced by another package? If so, it should be clear how those results were produced. The original authors put a lot of effort into producing these comparisons; they should be reproducible.- There are some spots where tests are meager and could use some attention: - `tsa.vector_ar.irf` - `regression._prediction` - `stats.sandwich_covariance`- As of 2018-03-19 there are still 390 flake8 warnings/errors. For many of these, fixing them requires figuring out what the writer's attention was upstream.- As of 2018-03-19 about 20% of statsmodels has been ported to sm2 (though a much larger percentage of the usable, non-redundant, non-deprecated code). If there are portions of statsmodels that you want or need, don't be shy.- If there is a change you parrticularly like, make a Pull Request upstream to get it implemented directly in statsmodels.