statsmodels の API リファレンス

statsmodels (statsmodels/statsmodels) の公開 API 168 件 —— クラス 123、関数 20、メソッド 25。実際のソースを静的解析して抽出した正確なシグネチャを掲載しています。

種別	件数
クラス	123
関数	20
メソッド	25

API 一覧

classarchive.bspline.BSpline

Bsplines of a given order and specified knots.

classarchive.datarich.factormodels.FactorModelUnivariate

Todo: check treatment of const, make it optional ?

classarchive.distributions.gof_new.NewNorm

just a holder for modified distributions

classarchive.distributions.transform_functions.AbsFunc

class for absolute value transformation

classarchive.distributions.transform_functions.NegSquareFunc

negative quadratic function

classarchive.distributions.try_max.MaxDist

max of n of scipy.stats normal expon ...

funcarchive.infotheo.bitstonats(X)

Converts from bits to nats

funcarchive.infotheo.natstobits(X)

Converts from nats to bits

funcarchive.linalg_covmat.ar2transform(x, arcoefs)

(Greene eq 12-30)

funcarchive.mle.Rp(v)

Gradient

funcarchive.mle.Rpp(v)

Hessian

classarchive.nonparametric.dgp_examples.UnivariateFanGijbels1EU

Eubank p.179f

classarchive.nonparametric.dgp_examples.UnivariateFunc1

made up, with sin and quadratic trend

funcarchive.nonparametric.dgp_examples.fg1(x)

Fan and Gijbels example function 1

funcarchive.nonparametric.dgp_examples.fg2(x)

Fan and Gijbels example function 2

funcarchive.nonparametric.dgp_examples.func1(x)

made up example with sin, square

classarchive.nonparametric.kernel_extras.TestFForm

Nonparametric test for functional form.

classarchive.panel.mixed.OneWayMixedResults

Results class for OneWayMixed models

classarchive.pca.Pca

A basic class for Principal Component Analysis (PCA).

funcarchive.regression.try_treewalker.branch(tree)

walking a tree bottom-up

funcarchive.stats.stats_dhuard.empiricalcdf(data, method='Hazen')

Return the empirical cdf.

classarchive.sysreg.SysResults

Not implemented yet.

classarchive.tsa.diffusion.ArithmeticBrownian

:math:: dx_t &= \mu dt + \sigma dW_t

classarchive.tsa.diffusion.Diffusion

Wiener Process, Brownian Motion with mu=0 and sigma=1

classarchive.tsa.diffusion2.CIRSubordinatedBrownian

CIR subordinated Brownian Motion

classarchive.tsa.diffusion2.Heston

Heston Stochastic Volatility

classarchive.tsa.diffusion2.IG

inverse-Gaussian ???

classarchive.tsa.diffusion2.NIG

normal-inverse-Gaussian

classarchive.tsa.diffusion2.VG

variance gamma process

funcarchive.tsa.example_arma.detrend_mean(x)

Return x minus the mean(x)

funcarchive.tsa.example_arma.detrend_none(x)

Return x: no detrending

classstatsmodels.base._penalties.L2

The L2 (ridge) penalty.

classstatsmodels.base._penalties.L2Univariate

The L2 (ridge) penalty applied to each parameter.

classstatsmodels.base._penalties.NonePenalty

A penalty that does not penalize.

classstatsmodels.base._penalties.Penalty

A class for representing a scalar-value penalty.

classstatsmodels.base._penalties.PseudoHuber

The pseudo-Huber penalty.

classstatsmodels.base._penalties.SCAD

The SCAD penalty of Fan and Li.

classstatsmodels.base._prediction_inference.PredictionResultsBase

Base class for get_prediction results

classstatsmodels.base._prediction_inference.PredictionResultsDelta

Prediction results based on delta method

classstatsmodels.base.model.LikelihoodModel

Likelihood model is a subclass of Model

methodstatsmodels.base.model.Model.endog_names()

Names of endogenous variables

methodstatsmodels.base.model.Model.exog_names() -> list[str] | None

Names of exogenous variables

methodstatsmodels.base.model.Model.fit()

Fit a model to data

classstatsmodels.base.transform.BoxCox

Mixin class to allow for a Box-Cox transformation.

classstatsmodels.discrete.discrete_margins.Margins

Mostly a do nothing class.

classstatsmodels.discrete.discrete_model.DiscreteModel

Abstract class for discrete choice models.

classstatsmodels.distributions.copula._special.Sterling1

Stirling numbers of the first kind

classstatsmodels.distributions.copula._special.Sterling2

Stirling numbers of the second kind

classstatsmodels.distributions.copula.archimedean.ClaytonCopula

Clayton copula.

classstatsmodels.distributions.copula.archimedean.FrankCopula

Frank copula.

classstatsmodels.distributions.copula.archimedean.GumbelCopula

Gumbel copula.

classstatsmodels.distributions.copula.copulas.Copula

A generic Copula class meant for subclassing.

methodstatsmodels.distributions.copula.copulas.Copula.plot_pdf(ticks_nbr=10, ax=None)

Plot the PDF.

classstatsmodels.distributions.copula.elliptical.GaussianCopula

Gaussian copula.

classstatsmodels.distributions.copula.elliptical.StudentTCopula

Student t copula.

classstatsmodels.distributions.copula.other_copulas.IndependenceCopula

Independence copula.

classstatsmodels.distributions.copula.transforms.TransfGumbel

requires theta >=1

classstatsmodels.distributions.discrete.genpoisson_p_gen

Generalized Poisson distribution

classstatsmodels.distributions.discrete.truncatedpoisson_gen

Truncated Poisson discrete random variable

classstatsmodels.distributions.discrete.zigeneralizedpoisson_gen

Zero Inflated Generalized Poisson distribution

classstatsmodels.distributions.discrete.zipoisson_gen

Zero Inflated Poisson distribution

classstatsmodels.distributions.empirical_distribution.StepFunction

A basic step function.

classstatsmodels.emplike.descriptive.EmpLikeTestResult

Result of an empirical likelihood hypothesis test.

classstatsmodels.emplike.elanova.ANOVAResult

Result of :meth:`ANOVA.compute_ANOVA`.

funcstatsmodels.gam.smooth_basis.make_bsplines_basis(x, df, degree)

Make a spline basis for x.

classstatsmodels.genmod.cov_struct.CovStruct

Base class for correlation and covariance structures.

classstatsmodels.genmod.cov_struct.Exchangeable

An exchangeable working dependence structure.

classstatsmodels.genmod.cov_struct.Independence

An independence working dependence structure.

classstatsmodels.genmod.cov_struct.Nested

A nested working dependence structure.

classstatsmodels.genmod.cov_struct.Stationary

A stationary covariance structure.

classstatsmodels.genmod.cov_struct.Unstructured

An unstructured dependence structure.

classstatsmodels.genmod.families.family.Binomial

Binomial exponential family distribution.

classstatsmodels.genmod.families.family.Family

The parent class for one-parameter exponential families.

classstatsmodels.genmod.families.family.Gamma

Gamma exponential family distribution.

classstatsmodels.genmod.families.family.Gaussian

Gaussian exponential family distribution.

classstatsmodels.genmod.families.family.InverseGaussian

InverseGaussian exponential family.

classstatsmodels.genmod.families.family.Poisson

Poisson exponential family.

classstatsmodels.genmod.families.family.Tweedie

Tweedie family.

methodstatsmodels.genmod.families.links.Link.inverse(z)

Inverse of the link function.

classstatsmodels.genmod.families.links.cauchy

The Cauchy (standard Cauchy CDF) transform ..

classstatsmodels.genmod.families.links.cloglog

The CLogLog transform link function.

classstatsmodels.genmod.families.links.identity

Deprecated alias of Identity.

classstatsmodels.genmod.families.links.inverse_power

Deprecated alias of InversePower.

classstatsmodels.genmod.families.links.inverse_squared

Deprecated alias of InverseSquared.

classstatsmodels.genmod.families.links.log

The log transform ..

classstatsmodels.genmod.families.links.logc

The log-complement transform ..

classstatsmodels.genmod.families.links.logit

Alias of Logit ..

classstatsmodels.genmod.families.links.loglog

The LogLog transform link function.

classstatsmodels.genmod.families.links.nbinom

The negative binomial link function.

classstatsmodels.genmod.families.links.probit

The probit (standard normal CDF) transform ..

classstatsmodels.genmod.families.links.sqrt

Deprecated alias of Sqrt.

classstatsmodels.genmod.generalized_linear_model.GLMResults

Class to contain GLM results.

methodstatsmodels.genmod.generalized_linear_model.GLMResults.mu()

See GLM docstring.

methodstatsmodels.genmod.generalized_linear_model.GLMResults.resid_anscombe()

Anscombe residuals.

methodstatsmodels.genmod.generalized_linear_model.GLMResults.resid_deviance()

Deviance residuals.

methodstatsmodels.genmod.generalized_linear_model.GLMResults.resid_pearson()

Pearson residuals.

methodstatsmodels.genmod.generalized_linear_model.GLMResults.resid_response()

Response residuals.

methodstatsmodels.genmod.generalized_linear_model.GLMResults.resid_working()

Working residuals.

classstatsmodels.genmod.qif.QIFAutoregressive

Autoregressive working covariance for QIF regression.

classstatsmodels.genmod.qif.QIFCovariance

A covariance model for quadratic inference function regression.

classstatsmodels.genmod.qif.QIFExchangeable

Exchangeable working covariance for QIF regression.

classstatsmodels.genmod.qif.QIFIndependence

Independent working covariance for QIF regression.

classstatsmodels.genmod.qif.QIFResults

Results class for QIF Regression

classstatsmodels.graphics.functional.HdrResults

Wrap results and pretty print them

funcstatsmodels.iolib.smpickle.load_pickle(fname)

Load a previously saved object ..

classstatsmodels.iolib.summary.Summary

Result summary Construction does not take any parameters.

funcstatsmodels.iolib.summary.ols_printer()

print summary table for ols models

classstatsmodels.iolib.summary2.Summary

Result summary Construction does not take any parameters.

methodstatsmodels.iolib.summary2.Summary.as_html()

Generate HTML summary table

methodstatsmodels.iolib.summary2.Summary.as_text()

Generate ASCII summary table

methodstatsmodels.multivariate.factor.Factor.endog_names()

Names of endogenous variables

classstatsmodels.multivariate.multivariate_ols.MultivariateLSResults

Results for multivariate linear regression

classstatsmodels.nonparametric.kde.KDEResult

Result of :func:`kdensity` and :func:`kdensityfft`.

classstatsmodels.nonparametric.kde.KDEUnivariate

Univariate Kernel Density Estimator.

classstatsmodels.regression.linear_model.ELTestResult

Result of :meth:`RegressionResults.el_test`.

classstatsmodels.regression.linear_model.OLSResults

Results class for an OLS model.

classstatsmodels.regression.linear_model.RegressionModel

Base class for linear regression models.

methodstatsmodels.regression.linear_model.RegressionModel.df_model()

The model degree of freedom.

methodstatsmodels.regression.linear_model.RegressionModel.initialize()

Initialize model components

classstatsmodels.regression.linear_model.YuleWalkerResult

Result of :func:`yule_walker`.

classstatsmodels.regression.quantile_regression.QuantRegResults

Results instance for the QuantReg model

classstatsmodels.robust.resistant_linear_model.RLMDetS

S-estimator for linear model with deterministic starts.

classstatsmodels.robust.resistant_linear_model.RLMDetSMM

MM-estimator with S-estimator starting values.

classstatsmodels.sandbox.nonparametric.kernels.CustomKernel

Generic 1D Kernel object.

classstatsmodels.sandbox.nonparametric.smoothers.PolySmoother

Polynomial smoother up to a given order.

classstatsmodels.sandbox.regression.gmm.GMMResults

just a storage class right now

methodstatsmodels.sandbox.regression.gmm.GMMResults.q()

Objective function at params

classstatsmodels.sandbox.regression.gmm.IVGMMResults

Results class of IVGMM

methodstatsmodels.sandbox.regression.gmm.IVGMMResults.fittedvalues()

Fitted values

methodstatsmodels.sandbox.regression.gmm.IVGMMResults.resid()

Residuals

methodstatsmodels.sandbox.regression.gmm.IVGMMResults.ssr()

Sum of square errors

classstatsmodels.sandbox.regression.gmm.IVRegressionResults

Results class for an OLS model.

funcstatsmodels.sandbox.regression.gmm.maxabs(x)

just a shortcut to np.abs(x).max()

funcstatsmodels.sandbox.tsa.movstat.check_movorder()

graphical test for movorder

classstatsmodels.stats.contingency_tables.CochransQResult

Result of :func:`cochrans_q`.

classstatsmodels.stats.descriptivestats.Describe

Removed

classstatsmodels.stats.diagnostic.GoldfeldQuandtResult

Result of :func:`het_goldfeldquandt`.

classstatsmodels.stats.diagnostic.NonNestedTestResult

Result of :func:`compare_cox` and :func:`compare_j`.

funcstatsmodels.tsa.ar_model.sumofsq(x:np.ndarray, axis:int=0) -> float | np.ndarray

Helper function to calculate sum of squares along first axis

classstatsmodels.tsa.ardl.model.ARDLResults

Class to hold results from fitting an ARDL model.

classstatsmodels.tsa.ardl.model.UECMResults

Class to hold results from fitting an UECM model.

methodstatsmodels.tsa.ardl.model.UECMResults.resid()

The residuals of the model

classstatsmodels.tsa.arima.estimators._base.ARMAEstimationResult

Result of an ARIMA parameter estimator.

methodstatsmodels.tsa.deterministic.CalendarDeterministicTerm.freq() -> str

The frequency of the deterministic terms

classstatsmodels.tsa.deterministic.DeterministicProcess

Container class for deterministic terms.

methodstatsmodels.tsa.deterministic.DeterministicProcess.index() -> pd.Index

The index of the process

classstatsmodels.tsa.deterministic.DeterministicTerm

Abstract Base Class for all Deterministic Terms

methodstatsmodels.tsa.deterministic.Fourier.period() -> float

The period of the Fourier terms

funcstatsmodels.tsa.holtwinters._smoothers.holt_init(x, hw_args:HoltWintersArgs)

Initialization for the Holt Models

classstatsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults

Results from fitting a dynamic factor model

classstatsmodels.tsa.stattools._stattools.ADFullerResult

Result of :func:`adfuller`.

classstatsmodels.tsa.stattools._stattools.AcfResult

Result of :func:`acf`.

classstatsmodels.tsa.stattools._stattools.CcfResult

Result of :func:`ccf`.

classstatsmodels.tsa.stattools._stattools.CointResult

Result of :func:`coint`.

classstatsmodels.tsa.stattools._stattools.JackknifeResult

Result of :func:`block_jackknife`.

classstatsmodels.tsa.stattools._stattools.KpssResult

Result of :func:`kpss`.

classstatsmodels.tsa.stattools._stattools.LevinsonDurbinPacfResult

Result of :func:`levinson_durbin_pacf`.

classstatsmodels.tsa.stattools._stattools.LevinsonDurbinResult

Result of :func:`levinson_durbin`.

classstatsmodels.tsa.stattools._stattools.PacfBurgResult

Result of :func:`pacf_burg`.

classstatsmodels.tsa.stattools._stattools.PacfResult

Result of :func:`pacf`.

classstatsmodels.tsa.stattools._stattools.PccfResult

Result of :func:`pccf`.

classstatsmodels.tsa.stattools._stattools.QStatResult

Result of :func:`q_stat`.

classstatsmodels.tsa.tsatools.LagmatResult

Result of :func:`lagmat`.

classstatsmodels.tsa.vector_ar.irf.IRAnalysis

Impulse response analysis class.

funcstatsmodels.tsa.vector_ar.plotting.plot_mts(Y, names=None, index=None)

Plot multiple time series

classstatsmodels.tsa.vector_ar.var_model.VAR

Fit VAR(p) process and do lag order selection ..

methodstatsmodels.tsa.vector_ar.var_model.VAR.from_formula(formula, data, subset=None, drop_cols=None, *args, **kwargs)

Not implemented.

classstatsmodels.tsa.vector_ar.vecm.VECM

Class representing a Vector Error Correction Model (VECM).

この情報について

掲載しているシグネチャは statsmodels/statsmodels の公開ソースコードを Python の ast モジュールで静的解析し、引数名・デフォルト値・型注釈・戻り値型をそのまま抽出したものです。実装コードは保存していません。詳しくは仕組みの解説をご覧ください。

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