/Statsmodels

Sandbox

This sandbox contains code that is for various resons not ready to be included in statsmodels proper. It contains modules from the old stats.models code that have not been tested, verified and updated to the new statsmodels structure: cox survival model, mixed effects model with repeated measures, generalized additive model and the formula framework. The sandbox also contains code that is currently being worked on until it fits the pattern of statsmodels or is sufficiently tested.

All sandbox modules have to be explicitly imported to indicate that they are not yet part of the core of statsmodels. The quality and testing of the sandbox code varies widely.

Examples

There are some examples in the `sandbox.examples` folder. Additional examples are directly included in the modules and in subfolders of the sandbox.

Module Reference

Time Series analysis `tsa`

In this part we develop models and functions that will be useful for time series analysis. Most of the models and function have been moved to `statsmodels.tsa`. Currently, GARCH models remain in development stage in `sandbox.tsa`.

Moving Window Statistics

Most moving window statistics, like rolling mean, moments (up to 4th order), min, max, mean, and variance, are covered by the functions for Moving (rolling) statistics/moments in Pandas.

 `movstat.movorder`(x[, order, windsize, lag]) moving order statistics `movstat.movmean`(x[, windowsize, lag]) moving window mean `movstat.movvar`(x[, windowsize, lag]) moving window variance `movstat.movmoment`(x, k[, windowsize, lag]) non-central moment

Regression and ANOVA

The following two ANOVA functions are fully tested against the NIST test data for balanced one-way ANOVA. `anova_oneway` follows the same pattern as the oneway anova function in scipy.stats but with higher precision for badly scaled problems. `anova_ols` produces the same results as the one way anova however using the OLS model class. It also verifies against the NIST tests, with some problems in the worst scaled cases. It shows how to do simple ANOVA using statsmodels in three lines and is also best taken as a recipe.

 `anova_oneway`(y, x[, seq]) `anova_ols`(y, x)

The following are helper functions for working with dummy variables and generating ANOVA results with OLS. They are best considered as recipes since they were written with a specific use in mind. These function will eventually be rewritten or reorganized.

 `try_ols_anova.data2dummy`(x[, returnall]) convert array of categories to dummy variables `try_ols_anova.data2groupcont`(x1, x2) create dummy continuous variable `try_ols_anova.data2proddummy`(x) creates product dummy variables from 2 columns of 2d array `try_ols_anova.dropname`(ss, li) drop names from a list of strings, `try_ols_anova.form2design`(ss, data) convert string formula to data dictionary

The following are helper functions for group statistics where groups are defined by a label array. The qualifying comments for the previous group apply also to this group of functions.

 `try_catdata.cat2dummy`(y[, nonseq]) `try_catdata.convertlabels`(ys[, indices]) convert labels based on multiple variables or string labels to unique `try_catdata.groupsstats_1d`(y, x, labelsunique) use ndimage to get fast mean and variance `try_catdata.groupsstats_dummy`(y, x[, nonseq]) `try_catdata.groupstatsbin`(factors, values) uses np.bincount, assumes factors/labels are integers `try_catdata.labelmeanfilter`(y, x) `try_catdata.labelmeanfilter_nd`(y, x) `try_catdata.labelmeanfilter_str`(ys, x)

Additional to these functions, sandbox regression still contains several examples, that are illustrative of the use of the regression models of statsmodels.

Systems of Regression Equations and Simultaneous Equations

The following are for fitting systems of equations models. Though the returned parameters have been verified as accurate, this code is still very experimental, and the usage of the models will very likely change significantly before they are added to the main codebase.

 `SUR`(sys[, sigma, dfk]) Seemingly Unrelated Regression `Sem2SLS`(sys[, indep_endog, instruments]) Two-Stage Least Squares for Simultaneous equations

Miscellaneous

Descriptive Statistics Printing

 `descstats.sign_test`(samp[, mu0]) Signs test. `descstats.descstats`(data[, cols, axis]) Prints descriptive statistics for one or multiple variables.

Original stats.models

None of these are fully working. The formula framework is used by cox and mixed.

Mixed Effects Model with Repeated Measures using an EM Algorithm

`statsmodels.sandbox.mixed`

Cox Proportional Hazards Model

`statsmodels.sandbox.cox`

`statsmodels.sandbox.gam`
`statsmodels.sandbox.formula`