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statsmodels
Statsmodels, statistical modeling and econometrics in Python
...Markov switching models (MSAR), also known as Hidden Markov Models (HMM). Vector autoregressive models, VAR and structural VAR. Vector error correction model, VECM. Robust linear models with support for several M-estimators. statsmodels supports specifying models using R-style formulas and pandas DataFrames. -
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Statistical models with python using numpy and scipy. Currently covers linear regression (with ordinary, generalized and weighted least squares), robust linear regression, and generalized linear model, discrete models, time series analysis and other statistical methods.
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