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    statsmodels

    statsmodels

    Statsmodels, statistical modeling and econometrics in Python

    statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration. An extensive list of result statistics are available for each estimator. The results are tested against existing statistical packages to ensure that they are correct. The package is released under the open source Modified BSD (3-clause) license. Generalized linear models with support for all of the one-parameter exponential family distributions. Markov switching models (MSAR), also known as Hidden Markov Models (HMM). ...
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