@@ -23,9 +23,9 @@ are mentioned in the docstrings.
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Stats
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-----
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**Issues Closed**: 233
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**Issues Closed**: 248
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**Pull Requests Merged**: 313
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**Pull Requests Merged**: 335
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The Highlights
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Multiseason STL decomposition (MSTL)
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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The existing :class:`~statsmodels.tsa.seasonal.STL` class has been extended to handle multiple seasonal
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components in :class:`~statsmodels.tsa.seasonal.MSTL`
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components in :class:`~statsmodels.tsa.seasonal.MSTL`. See :pr:`8160`.
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Other Notable Enhancments
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- Fixes, discrete perfect prediction check, Multinomial fit (:pr:`8669`)
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- MNLogit if endog is series with no name (:pr:`8674`)
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- Get_distribution, return 1-d instead of column frozen distribution (:pr:`8780`)
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- Numpy compat, indexed assignment shape in NegativeBinomial (:pr:`8822`)
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- Easy PR! Fix minor typos (:pr:`8316`)
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- Added detailed ValueError to prepare_trend_spec() (:pr:`8365`)
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- Fix typo in documentation (:pr:`8386`)
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- Improvements to linear regression diagnostics example (:pr:`8402`)
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- Use pandas loc in contrasts notebook (:pr:`8433`)
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- Fix warnings (:pr:`8483`)
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- Add release note for 0.13.3 (:pr:`8485`)
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- Various doc fixes and improvements (:pr:`8648`)
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- Fix typo in examples/notebooks/mixed_lm_example.ipynb (:pr:`8684`)
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- Fix developer page linting requirements (:pr:`8744`)
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- Add a better description of the plot generated by plot_fit (:pr:`8760`)
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- Add old release notes and draft of 0.14 (:pr:`8798`)
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- Merge existing highlights (:pr:`8799`)
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- Update PRs in release note (:pr:`8805`)
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- Improve release notes highlights (:pr:`8806`)
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- Fix more deprecations and restore doc build (:pr:`8826`)
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@@ -386,14 +392,18 @@ Submodules
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- Update doc builder to Python 3.9 (:pr:`7997`)
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- Resore doct build to 3.8 (:pr:`7999`)
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- Switch to single threaded doc build (:pr:`8012`)
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- Improve specificity of warning check (:pr:`8797`)
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- Ensure statsmodels test suite passes with pandas CoW (:pr:`8816`)
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- Remove deprecated np.alltrue and np.product (:pr:`8823`)
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- Remove casts from array to scalar (:pr:`8825`)
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- Switch DeprecationWarn to FutureWarn (:pr:`8834`)
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``nonparametric``
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~~~~~~~~~~~~~~~~~
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- Check dtype for xvals in lowess (:pr:`8047`)
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- Correct description of `cut` parameter for `KDEUnivariate` (:pr:`8340`)
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- Improve specificity of warning check (:pr:`8797`)
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- Fix lowess Cython to handle read-only (:pr:`8820`)
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``othermod``
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- X13.py option for location of temporary files (:pr:`8564`)
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- Ref/ENH misc, smaller fixes or enhancements (:pr:`8567`)
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- AR/MA creation with ArmaProcess.from_roots (:pr:`8742`)
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- Statespace: issue FutureWarning for unknown keyword args (:pr:`8810`)
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- Correct initial level, treand and seasonal (:pr:`8831`)
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- Add sharex for seasonal decompose plots (:pr:`8835`)
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``tsa.statespace``
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- SARIMAX variance starting parameter when the MA order is large relative to sample size (:pr:`8297`)
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- Fix sim smoother nan, dims / add options (:pr:`8354`)
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- Loop instead of if in SARIMAX transition init (:pr:`8743`)
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- Statespace: issue FutureWarning for unknown keyword args (:pr:`8810`)
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@@ -588,6 +603,7 @@ Thanks to all of the contributors for the 0.14.0 release (based on git log):
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- Alex Blackwell
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- Alex Thompson
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- AmarAdilovic
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- Amit Anchalia
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- Anthony Lee
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- Bill
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- Chad Fulton
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- Eva Maxfield Brown
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- Evgeny Zhurko
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- Ewout Ter Hoeven
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- Geoffrey Oxberry
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- Geoffrey M. Oxberry
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- Greg Mcmahan
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- Gregory Parkes
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- Guilherme Silveira
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- Kishan Manani
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- Lindsay Stevens
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- Malte Londschien
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- Matt Spinelli
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- Max Foxley-Marrable
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- Michael Chirico
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- Michał Górny
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- :pr:`8320`: MAINT: Remove pandas warning from pytest errors
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- :pr:`8324`: ENH/DOC fixes in docs, missing in stats.api fpr rates
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- :pr:`8333`: BUG/ENH: fix max in tost_proportions_2indep, vectorize tost
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- :pr:`8335`: Update data.py
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- :pr:`8339`: BUG: Fix auto lag selection in acorr_ljungbox #8338
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- :pr:`8340`: DOC: Correct description of `cut` parameter for `KDEUnivariate`
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- :pr:`8343`: BUG: Fix when exog is Series and its name have multiple chars
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- :pr:`8378`: BUG: Ensure x_columns is a list
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- :pr:`8386`: Fix typo in documentation
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- :pr:`8400`: docs/add-missing-return-value-from-aggregate-raters-to-doc
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- :pr:`8402`: DOC: Improvements to linear regression diagnostics example
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- :pr:`8411`: GitHub Workflows security hardening
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- :pr:`8412`: DOC: add notebook for stats poisson rates
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- :pr:`8414`: Corrected the docstring of normal_sample_size_one_tail()
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- :pr:`8742`: ENH/TST: AR/MA creation with ArmaProcess.from_roots
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- :pr:`8743`: BUG: loop instead of if in SARIMAX transition init
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- :pr:`8744`: DOC: fix developer page linting requirements
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- :pr:`8760`: DOC: Add a better description of the plot generated by plot_fit
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- :pr:`8777`: MAINT/TST unit test failures, compatibility changes
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- :pr:`8780`: REF: get_distribution, return 1-d instead of column frozen distribution
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- :pr:`8793`: BUG: Correct assignment in different versions of pandas
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- :pr:`8797`: MAINT: Improve specificity of warning check
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- :pr:`8798`: DOC: Add old release notes and draft of 0.14
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- :pr:`8799`: DOC: Merge existing highlights
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- :pr:`8801`: BUG: fix robust.norm.Hampel
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- :pr:`8805`: DOC: Update PRs in release note
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- :pr:`8806`: DOC: improve release notes highlights
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- :pr:`8810`: ENH/BUG: statespace: issue FutureWarning for unknown keyword args
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- :pr:`8816`: MAINT: Ensure statsmodels test suite passes with pandas CoW
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- :pr:`8819`: MAINT: Cap sphinx in the doc build
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- :pr:`8820`: MAINT: Fix lowess Cython to handle read-only
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- :pr:`8822`: MAINT: numpy compat, indexed assignment shape in NegativeBinomial
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- :pr:`8823`: Maint: remove deprecated np.alltrue and np.product
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- :pr:`8825`: MAINT: Remove casts from array to scalar
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- :pr:`8826`: MAINT/DOC: Fix more deprecations and restore doc build
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- :pr:`8828`: Theta method bug
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- :pr:`8829`: DOC: Correct docstring for diff
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- :pr:`8830`: MAINT: Monkey deprecated patsy function
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- :pr:`8831`: BUG: Correct initial level, treand and seasonal
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- :pr:`8834`: MAINT: Switch DeprecationWarn to FutureWarn
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- :pr:`8835`: ENH: Add sharex for seasonal decompose plots
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