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[pkgsrc/trunk]: pkgsrc/math/py-statsmodels math/py-statsmodels: Update to 0.11.1
details: https://anonhg.NetBSD.org/pkgsrc/rev/2c91c33ee44c
branches: trunk
changeset: 430723:2c91c33ee44c
user: minskim <minskim%pkgsrc.org@localhost>
date: Sun May 03 16:13:11 2020 +0000
description:
math/py-statsmodels: Update to 0.11.1
Major Features:
- Allow fixing parameters in state space models
- Add new version of ARIMA-type estimators (AR, ARIMA, SARIMAX)
- Add STL decomposition for time series
- Functional SIR
- Zivot Andrews test
- Added Oaxaca-Blinder Decomposition
- Add rolling WLS and OLS
- Replacement for AR
Performance Improvements:
- Cythonize innovations algo and filter
- Only perform required predict iterations in state space models
- State space: Improve low memory usability; allow in fit, loglike
diffstat:
math/py-statsmodels/Makefile | 4 +-
math/py-statsmodels/PLIST | 218 ++++++++++++++++++++++++++++++++++++++----
math/py-statsmodels/distinfo | 10 +-
3 files changed, 202 insertions(+), 30 deletions(-)
diffs (truncated from 482 to 300 lines):
diff -r b2542730a47f -r 2c91c33ee44c math/py-statsmodels/Makefile
--- a/math/py-statsmodels/Makefile Sun May 03 16:10:03 2020 +0000
+++ b/math/py-statsmodels/Makefile Sun May 03 16:13:11 2020 +0000
@@ -1,6 +1,6 @@
-# $NetBSD: Makefile,v 1.6 2020/01/08 01:23:22 minskim Exp $
+# $NetBSD: Makefile,v 1.7 2020/05/03 16:13:11 minskim Exp $
-DISTNAME= statsmodels-0.10.2
+DISTNAME= statsmodels-0.11.1
PKGNAME= ${PYPKGPREFIX}-${DISTNAME}
CATEGORIES= math python
MASTER_SITES= ${MASTER_SITE_PYPI:=s/statsmodels/}
diff -r b2542730a47f -r 2c91c33ee44c math/py-statsmodels/PLIST
--- a/math/py-statsmodels/PLIST Sun May 03 16:10:03 2020 +0000
+++ b/math/py-statsmodels/PLIST Sun May 03 16:13:11 2020 +0000
@@ -1,4 +1,4 @@
-@comment $NetBSD: PLIST,v 1.5 2020/01/08 01:23:22 minskim Exp $
+@comment $NetBSD: PLIST,v 1.6 2020/05/03 16:13:11 minskim Exp $
${PYSITELIB}/${EGG_INFODIR}/PKG-INFO
${PYSITELIB}/${EGG_INFODIR}/SOURCES.txt
${PYSITELIB}/${EGG_INFODIR}/dependency_links.txt
@@ -129,7 +129,6 @@
${PYSITELIB}/statsmodels/conftest.py
${PYSITELIB}/statsmodels/conftest.pyc
${PYSITELIB}/statsmodels/conftest.pyo
-${PYSITELIB}/statsmodels/datasets/README.txt
${PYSITELIB}/statsmodels/datasets/__init__.py
${PYSITELIB}/statsmodels/datasets/__init__.pyc
${PYSITELIB}/statsmodels/datasets/__init__.pyo
@@ -189,6 +188,13 @@
${PYSITELIB}/statsmodels/datasets/cpunish/data.py
${PYSITELIB}/statsmodels/datasets/cpunish/data.pyc
${PYSITELIB}/statsmodels/datasets/cpunish/data.pyo
+${PYSITELIB}/statsmodels/datasets/elec_equip/__init__.py
+${PYSITELIB}/statsmodels/datasets/elec_equip/__init__.pyc
+${PYSITELIB}/statsmodels/datasets/elec_equip/__init__.pyo
+${PYSITELIB}/statsmodels/datasets/elec_equip/data.py
+${PYSITELIB}/statsmodels/datasets/elec_equip/data.pyc
+${PYSITELIB}/statsmodels/datasets/elec_equip/data.pyo
+${PYSITELIB}/statsmodels/datasets/elec_equip/elec_equip.csv
${PYSITELIB}/statsmodels/datasets/elnino/__init__.py
${PYSITELIB}/statsmodels/datasets/elnino/__init__.pyc
${PYSITELIB}/statsmodels/datasets/elnino/__init__.pyo
@@ -1103,6 +1109,9 @@
${PYSITELIB}/statsmodels/regression/recursive_ls.py
${PYSITELIB}/statsmodels/regression/recursive_ls.pyc
${PYSITELIB}/statsmodels/regression/recursive_ls.pyo
+${PYSITELIB}/statsmodels/regression/rolling.py
+${PYSITELIB}/statsmodels/regression/rolling.pyc
+${PYSITELIB}/statsmodels/regression/rolling.pyo
${PYSITELIB}/statsmodels/regression/tests/__init__.py
${PYSITELIB}/statsmodels/regression/tests/__init__.pyc
${PYSITELIB}/statsmodels/regression/tests/__init__.pyo
@@ -1191,6 +1200,9 @@
${PYSITELIB}/statsmodels/regression/tests/test_robustcov.py
${PYSITELIB}/statsmodels/regression/tests/test_robustcov.pyc
${PYSITELIB}/statsmodels/regression/tests/test_robustcov.pyo
+${PYSITELIB}/statsmodels/regression/tests/test_rolling.py
+${PYSITELIB}/statsmodels/regression/tests/test_rolling.pyc
+${PYSITELIB}/statsmodels/regression/tests/test_rolling.pyo
${PYSITELIB}/statsmodels/regression/tests/test_theil.py
${PYSITELIB}/statsmodels/regression/tests/test_theil.pyc
${PYSITELIB}/statsmodels/regression/tests/test_theil.pyo
@@ -1245,9 +1257,6 @@
${PYSITELIB}/statsmodels/sandbox/bspline.py
${PYSITELIB}/statsmodels/sandbox/bspline.pyc
${PYSITELIB}/statsmodels/sandbox/bspline.pyo
-${PYSITELIB}/statsmodels/sandbox/contrast_old.py
-${PYSITELIB}/statsmodels/sandbox/contrast_old.pyc
-${PYSITELIB}/statsmodels/sandbox/contrast_old.pyo
${PYSITELIB}/statsmodels/sandbox/datarich/__init__.py
${PYSITELIB}/statsmodels/sandbox/datarich/__init__.pyc
${PYSITELIB}/statsmodels/sandbox/datarich/__init__.pyo
@@ -1353,9 +1362,6 @@
${PYSITELIB}/statsmodels/sandbox/distributions/try_pot.py
${PYSITELIB}/statsmodels/sandbox/distributions/try_pot.pyc
${PYSITELIB}/statsmodels/sandbox/distributions/try_pot.pyo
-${PYSITELIB}/statsmodels/sandbox/formula.py
-${PYSITELIB}/statsmodels/sandbox/formula.pyc
-${PYSITELIB}/statsmodels/sandbox/formula.pyo
${PYSITELIB}/statsmodels/sandbox/gam.py
${PYSITELIB}/statsmodels/sandbox/gam.pyc
${PYSITELIB}/statsmodels/sandbox/gam.pyo
@@ -1556,6 +1562,9 @@
${PYSITELIB}/statsmodels/sandbox/stats/tests/__init__.py
${PYSITELIB}/statsmodels/sandbox/stats/tests/__init__.pyc
${PYSITELIB}/statsmodels/sandbox/stats/tests/__init__.pyo
+${PYSITELIB}/statsmodels/sandbox/stats/tests/test_multicomp.py
+${PYSITELIB}/statsmodels/sandbox/stats/tests/test_multicomp.pyc
+${PYSITELIB}/statsmodels/sandbox/stats/tests/test_multicomp.pyo
${PYSITELIB}/statsmodels/sandbox/sysreg.py
${PYSITELIB}/statsmodels/sandbox/sysreg.pyc
${PYSITELIB}/statsmodels/sandbox/sysreg.pyo
@@ -1568,9 +1577,6 @@
${PYSITELIB}/statsmodels/sandbox/tests/savervs.py
${PYSITELIB}/statsmodels/sandbox/tests/savervs.pyc
${PYSITELIB}/statsmodels/sandbox/tests/savervs.pyo
-${PYSITELIB}/statsmodels/sandbox/tests/test_formula.py
-${PYSITELIB}/statsmodels/sandbox/tests/test_formula.pyc
-${PYSITELIB}/statsmodels/sandbox/tests/test_formula.pyo
${PYSITELIB}/statsmodels/sandbox/tests/test_gam.py
${PYSITELIB}/statsmodels/sandbox/tests/test_gam.pyc
${PYSITELIB}/statsmodels/sandbox/tests/test_gam.pyo
@@ -1610,9 +1616,6 @@
${PYSITELIB}/statsmodels/sandbox/tsa/fftarma.py
${PYSITELIB}/statsmodels/sandbox/tsa/fftarma.pyc
${PYSITELIB}/statsmodels/sandbox/tsa/fftarma.pyo
-${PYSITELIB}/statsmodels/sandbox/tsa/garch.py
-${PYSITELIB}/statsmodels/sandbox/tsa/garch.pyc
-${PYSITELIB}/statsmodels/sandbox/tsa/garch.pyo
${PYSITELIB}/statsmodels/sandbox/tsa/movstat.py
${PYSITELIB}/statsmodels/sandbox/tsa/movstat.pyc
${PYSITELIB}/statsmodels/sandbox/tsa/movstat.pyo
@@ -1628,9 +1631,6 @@
${PYSITELIB}/statsmodels/sandbox/tsa/varma.py
${PYSITELIB}/statsmodels/sandbox/tsa/varma.pyc
${PYSITELIB}/statsmodels/sandbox/tsa/varma.pyo
-${PYSITELIB}/statsmodels/sandbox/utils_old.py
-${PYSITELIB}/statsmodels/sandbox/utils_old.pyc
-${PYSITELIB}/statsmodels/sandbox/utils_old.pyo
${PYSITELIB}/statsmodels/setup.cfg
${PYSITELIB}/statsmodels/src/__init__.py
${PYSITELIB}/statsmodels/src/__init__.pyc
@@ -1650,6 +1650,9 @@
${PYSITELIB}/statsmodels/stats/_lilliefors.py
${PYSITELIB}/statsmodels/stats/_lilliefors.pyc
${PYSITELIB}/statsmodels/stats/_lilliefors.pyo
+${PYSITELIB}/statsmodels/stats/_lilliefors_critical_values.py
+${PYSITELIB}/statsmodels/stats/_lilliefors_critical_values.pyc
+${PYSITELIB}/statsmodels/stats/_lilliefors_critical_values.pyo
${PYSITELIB}/statsmodels/stats/anova.py
${PYSITELIB}/statsmodels/stats/anova.pyc
${PYSITELIB}/statsmodels/stats/anova.pyo
@@ -1674,6 +1677,9 @@
${PYSITELIB}/statsmodels/stats/diagnostic.py
${PYSITELIB}/statsmodels/stats/diagnostic.pyc
${PYSITELIB}/statsmodels/stats/diagnostic.pyo
+${PYSITELIB}/statsmodels/stats/dist_dependence_measures.py
+${PYSITELIB}/statsmodels/stats/dist_dependence_measures.pyc
+${PYSITELIB}/statsmodels/stats/dist_dependence_measures.pyo
${PYSITELIB}/statsmodels/stats/gof.py
${PYSITELIB}/statsmodels/stats/gof.pyc
${PYSITELIB}/statsmodels/stats/gof.pyo
@@ -1716,6 +1722,9 @@
${PYSITELIB}/statsmodels/stats/multivariate_tools.py
${PYSITELIB}/statsmodels/stats/multivariate_tools.pyc
${PYSITELIB}/statsmodels/stats/multivariate_tools.pyo
+${PYSITELIB}/statsmodels/stats/oaxaca.py
+${PYSITELIB}/statsmodels/stats/oaxaca.pyc
+${PYSITELIB}/statsmodels/stats/oaxaca.pyo
${PYSITELIB}/statsmodels/stats/outliers_influence.py
${PYSITELIB}/statsmodels/stats/outliers_influence.pyc
${PYSITELIB}/statsmodels/stats/outliers_influence.pyo
@@ -1751,6 +1760,9 @@
${PYSITELIB}/statsmodels/stats/tests/results/influence_lsdiag_R.json
${PYSITELIB}/statsmodels/stats/tests/results/influence_measures_R.csv
${PYSITELIB}/statsmodels/stats/tests/results/influence_measures_bool_R.csv
+${PYSITELIB}/statsmodels/stats/tests/results/lilliefors_critical_value_simulation.py
+${PYSITELIB}/statsmodels/stats/tests/results/lilliefors_critical_value_simulation.pyc
+${PYSITELIB}/statsmodels/stats/tests/results/lilliefors_critical_value_simulation.pyo
${PYSITELIB}/statsmodels/stats/tests/results/results_influence_logit.csv
${PYSITELIB}/statsmodels/stats/tests/results/results_multinomial_proportions.py
${PYSITELIB}/statsmodels/stats/tests/results/results_multinomial_proportions.pyc
@@ -1796,6 +1808,9 @@
${PYSITELIB}/statsmodels/stats/tests/test_diagnostic_other.py
${PYSITELIB}/statsmodels/stats/tests/test_diagnostic_other.pyc
${PYSITELIB}/statsmodels/stats/tests/test_diagnostic_other.pyo
+${PYSITELIB}/statsmodels/stats/tests/test_dist_dependant_measures.py
+${PYSITELIB}/statsmodels/stats/tests/test_dist_dependant_measures.pyc
+${PYSITELIB}/statsmodels/stats/tests/test_dist_dependant_measures.pyo
${PYSITELIB}/statsmodels/stats/tests/test_gof.py
${PYSITELIB}/statsmodels/stats/tests/test_gof.pyc
${PYSITELIB}/statsmodels/stats/tests/test_gof.pyo
@@ -1826,6 +1841,12 @@
${PYSITELIB}/statsmodels/stats/tests/test_nonparametric.py
${PYSITELIB}/statsmodels/stats/tests/test_nonparametric.pyc
${PYSITELIB}/statsmodels/stats/tests/test_nonparametric.pyo
+${PYSITELIB}/statsmodels/stats/tests/test_oaxaca.py
+${PYSITELIB}/statsmodels/stats/tests/test_oaxaca.pyc
+${PYSITELIB}/statsmodels/stats/tests/test_oaxaca.pyo
+${PYSITELIB}/statsmodels/stats/tests/test_outliers_influence.py
+${PYSITELIB}/statsmodels/stats/tests/test_outliers_influence.pyc
+${PYSITELIB}/statsmodels/stats/tests/test_outliers_influence.pyo
${PYSITELIB}/statsmodels/stats/tests/test_pairwise.py
${PYSITELIB}/statsmodels/stats/tests/test_pairwise.pyc
${PYSITELIB}/statsmodels/stats/tests/test_pairwise.pyo
@@ -1850,6 +1871,9 @@
${PYSITELIB}/statsmodels/stats/tests/test_statstools.py
${PYSITELIB}/statsmodels/stats/tests/test_statstools.pyc
${PYSITELIB}/statsmodels/stats/tests/test_statstools.pyo
+${PYSITELIB}/statsmodels/stats/tests/test_tabledist.py
+${PYSITELIB}/statsmodels/stats/tests/test_tabledist.pyc
+${PYSITELIB}/statsmodels/stats/tests/test_tabledist.pyo
${PYSITELIB}/statsmodels/stats/tests/test_tost.py
${PYSITELIB}/statsmodels/stats/tests/test_tost.pyc
${PYSITELIB}/statsmodels/stats/tests/test_tost.pyo
@@ -1925,6 +1949,9 @@
${PYSITELIB}/statsmodels/tools/tests/test_decorators.py
${PYSITELIB}/statsmodels/tools/tests/test_decorators.pyc
${PYSITELIB}/statsmodels/tools/tests/test_decorators.pyo
+${PYSITELIB}/statsmodels/tools/tests/test_docstring.py
+${PYSITELIB}/statsmodels/tools/tests/test_docstring.pyc
+${PYSITELIB}/statsmodels/tools/tests/test_docstring.pyo
${PYSITELIB}/statsmodels/tools/tests/test_eval_measures.py
${PYSITELIB}/statsmodels/tools/tests/test_eval_measures.pyc
${PYSITELIB}/statsmodels/tools/tests/test_eval_measures.pyo
@@ -1964,6 +1991,21 @@
${PYSITELIB}/statsmodels/tools/transform_model.py
${PYSITELIB}/statsmodels/tools/transform_model.pyc
${PYSITELIB}/statsmodels/tools/transform_model.pyo
+${PYSITELIB}/statsmodels/tools/validation/__init__.py
+${PYSITELIB}/statsmodels/tools/validation/__init__.pyc
+${PYSITELIB}/statsmodels/tools/validation/__init__.pyo
+${PYSITELIB}/statsmodels/tools/validation/decorators.py
+${PYSITELIB}/statsmodels/tools/validation/decorators.pyc
+${PYSITELIB}/statsmodels/tools/validation/decorators.pyo
+${PYSITELIB}/statsmodels/tools/validation/tests/__init__.py
+${PYSITELIB}/statsmodels/tools/validation/tests/__init__.pyc
+${PYSITELIB}/statsmodels/tools/validation/tests/__init__.pyo
+${PYSITELIB}/statsmodels/tools/validation/tests/test_validation.py
+${PYSITELIB}/statsmodels/tools/validation/tests/test_validation.pyc
+${PYSITELIB}/statsmodels/tools/validation/tests/test_validation.pyo
+${PYSITELIB}/statsmodels/tools/validation/validation.py
+${PYSITELIB}/statsmodels/tools/validation/validation.pyc
+${PYSITELIB}/statsmodels/tools/validation/validation.pyo
${PYSITELIB}/statsmodels/tools/web.py
${PYSITELIB}/statsmodels/tools/web.pyc
${PYSITELIB}/statsmodels/tools/web.pyo
@@ -1974,6 +2016,8 @@
${PYSITELIB}/statsmodels/tsa/_bds.pyc
${PYSITELIB}/statsmodels/tsa/_bds.pyo
${PYSITELIB}/statsmodels/tsa/_exponential_smoothers.so
+${PYSITELIB}/statsmodels/tsa/_innovations.so
+${PYSITELIB}/statsmodels/tsa/_stl.so
${PYSITELIB}/statsmodels/tsa/adfvalues.py
${PYSITELIB}/statsmodels/tsa/adfvalues.pyc
${PYSITELIB}/statsmodels/tsa/adfvalues.pyo
@@ -1983,6 +2027,108 @@
${PYSITELIB}/statsmodels/tsa/ar_model.py
${PYSITELIB}/statsmodels/tsa/ar_model.pyc
${PYSITELIB}/statsmodels/tsa/ar_model.pyo
+${PYSITELIB}/statsmodels/tsa/arima/__init__.py
+${PYSITELIB}/statsmodels/tsa/arima/__init__.pyc
+${PYSITELIB}/statsmodels/tsa/arima/__init__.pyo
+${PYSITELIB}/statsmodels/tsa/arima/api.py
+${PYSITELIB}/statsmodels/tsa/arima/api.pyc
+${PYSITELIB}/statsmodels/tsa/arima/api.pyo
+${PYSITELIB}/statsmodels/tsa/arima/datasets/__init__.py
+${PYSITELIB}/statsmodels/tsa/arima/datasets/__init__.pyc
+${PYSITELIB}/statsmodels/tsa/arima/datasets/__init__.pyo
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/__init__.py
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/__init__.pyc
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/__init__.pyo
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/__init__.py
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/__init__.pyc
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/__init__.pyo
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/dowj.py
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/dowj.pyc
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/dowj.pyo
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/lake.py
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/lake.pyc
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/lake.pyo
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/oshorts.py
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/oshorts.pyc
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/oshorts.pyo
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/sbl.py
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/sbl.pyc
+${PYSITELIB}/statsmodels/tsa/arima/datasets/brockwell_davis_2002/data/sbl.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/__init__.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/__init__.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/__init__.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/burg.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/burg.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/burg.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/durbin_levinson.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/durbin_levinson.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/durbin_levinson.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/gls.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/gls.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/gls.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/hannan_rissanen.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/hannan_rissanen.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/hannan_rissanen.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/innovations.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/innovations.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/innovations.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/statespace.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/statespace.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/statespace.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/__init__.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/__init__.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/__init__.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_burg.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_burg.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_burg.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_durbin_levinson.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_durbin_levinson.pyc
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_durbin_levinson.pyo
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_gls.py
+${PYSITELIB}/statsmodels/tsa/arima/estimators/tests/test_gls.pyc
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