statsmodels Files

The statsmodels developers are happy to announce the release of 0.15.0. 358 issues were closed in this release and 655 pull requests were merged. Major new features include:

• Standardized on rng for controlling randomness across the package (SPEC 007), replacing seed/random_state
• Functions with variable-length tuple returns now return documented NamedTuple results instead
• A new abstracted formula engine that supports both patsy and formulaic as the backend
• Support for Polars DataFrames and Series as model input
• Switched the build backend from setuptools to meson-python
• New robust estimators: CovDetMCD, CovDetS, CovDetMM, and RLMDetSMM
• New tests: Diebold-Mariano, Pesaran-Timmermann, Jonckheere-Terpstra, Leybourne-McCabe, and a delete-k block jackknife estimator
• The Hamilton filter, local false discovery rate correction, and an L1-penalized GLM solver
• HurdleCountModel gained fit_regularized, and MICEData is now iterable

This release also raises the minimum supported versions of NumPy, SciPy, and pandas, and tightens input validation for many string-valued options across the package (invalid values that previously failed silently or with a confusing error now raise a clear ValueError). A handful of long-standing bugs in seldom-exercised code paths were also corrected as part of a systematic coverage audit this cycle, some of which change numerical output for affected models. See the release notes for the complete list of enhancements, breaking changes, and bug fixes.