-
## Summary
Requesting the [betaincinv](https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.betaincinv.html) function be added to `jax.scipy.special`. This is the inverse of the regular…
-
It would be useful to be able to specify the simulated innovations. Often I'm combining ARIMA models for some variables with different models for others and using a copula framework to simulated the …
-
AnderGray said in Joss's review:
> Rossenblat (and inverse) transformation is often used in uncertainty analysis (particularly reliability analysis) to transform random variables into independent …
lrnv updated
6 months ago
-
see https://groups.google.com/group/pystatsmodels/browse_thread/thread/9cdfd56fd659659a?hl=en
I think it will be possible to do it in 0.4.1 without breaking backwards compatibility if we don't remove…
-
Just trying to get a rough overview what I'm planning for 0.14
- diagnostics, score tests
- missing pieces in discrete (avoiding PRs that get too large or widespread).
- main difficulty will…
-
The "FORM explained" example is very detailed and interesting:
~~http://openturns.github.io/openturns/master/auto_reliability_sensitivity/reliability/plot_FORM_explained.html~~
New URL is https:…
-
current copula modules still have parts that need to be cleaned up or finished for 0.13
several items listed in merged PR #7408
following copied from https://github.com/statsmodels/statsmodels/pul…
-
I can see two issues in the way the Nataf transformation is defined In Transformation.py:
* The Nataf transformation is presented as a way to induce correlation between random variables, which is not…
-
related
- #3137
- #4543
- #3153
case to get started is exog are exogenous, i.e. no structural equation modelling
However, we want to impose zero (or linear) restriction on B in y = B x
dua…
-
It looks like the current GenericLikelihoodModel does not set df_resid, df_model correctly.
see also #7767 and #7759 for df and #4679 for more refactoring
I converted an old gist from a blog artic…