Release Notes¶
DismalPy 0.2.0 Release Notes¶
This release supports Python 2.6 - 2.7 and 3.2 - 3.4.
Highlights¶
This release introduces new features including improved standard error calculation, diagnostic tests and plots, impulse response functions, time series simulation, and new models, including unobserved components, VARMAX, and dynamic factor models.
It also now includes an improved reference guide and a full user guide describing the goals of the project, how to specify state space models, and how to use those models for classical and Bayesian parameter estimation.
DismalPy 0.1.0 Release Notes¶
This release supports Python 2.6 - 2.7 and 3.2 - 3.4.
Highlights¶
Initial version. Includes features from https://github.com/statsmodels/statsmodels/pull/1698/commits through 8/21/2014 (commit #94e089d).
Dropped Support¶
Future Changes¶
Compatibility notes¶
New Features¶
- State space models
- Kalman filter
- Parameter estimation via MLE (and statsmodels project)