Release 0.14.2

Release summary

statsmodels is using github to store the updated documentation. Two version are available:

Warning

API stability is not guaranteed for new features, although even in this case changes will be made in a backwards compatible way if possible. The stability of a new feature depends on how much time it was already in statsmodels main and how much usage it has already seen. If there are specific known problems or limitations, then they are mentioned in the docstrings.

Stats

Issues Closed: 22

Pull Requests Merged: 24

The Highlights

This release brings compatibility with NumPy 2.0.0. This is the only key feature of this release. Several minor patches have been backported. These either fix bugs that have been documented, improve the documentation or are necessary for NumPy 2.0 compatability.

NumPy 2.0 is only available for Python 3.9+. This means that the minimum Python has been increased to 3.9 to match. NumPy 2 is only required to build statsmodels, and statsmodels will continue to run on NumPy 1.22.3+.

Note that when running using NumPy 2, all dependencies that use build against NumPy (e.g., Scipy and pandas) must be NumPy 2 compatible. You can continue to run against NumPy 1.22 - 1.26 along with other components of the scientific Python stack until all required dependencies have been updated.

What’s new - an overview

The following lists the main new features of statsmodels 0.14.2. In addition, release 0.14.2 includes bug fixes, refactorings and improvements in many areas.

Submodules

dependencies

  • Bump github/codeql-action from 2 to 3 (PR #9098)

  • Bump ts-graphviz/setup-graphviz from 1 to 2 (PR #9149)

multivariate

robust

  • Outlier robust covariance - rebased (PR #8129)

stats

  • Outlier robust covariance - rebased (PR #8129)

tsa.statespace

  • Ensure ARIMA simulation is reproducable (PR #9165)

bug-wrong

A new issue label type-bug-wrong indicates bugs that cause that incorrect numbers are returned without warnings. (Regular bugs are mostly usability bugs or bugs that raise an exception for unsupported use cases.) see tagged issues

Major Bugs Fixed

See github issues for a list of bug fixes included in this release

Development summary and credits

Besides receiving contributions for new and improved features and for bugfixes, important contributions to general maintenance for this release came from

  • Chad Fulton

  • Brock Mendel

  • Peter Quackenbush

  • Kerby Shedden

  • Kevin Sheppard

and the general maintainer and code reviewer

  • Josef Perktold

Additionally, many users contributed by participation in github issues and providing feedback.

Thanks to all of the contributors for the 0.14.2 release (based on git log):

  • Josef Perktold

  • Kevin Sheppard

  • Manlai Amar

  • Michel De Ruiter

  • Trinh Quoc Anh

  • Zhengbo Wang

  • cppt

  • dependabot[bot]

  • s174139

These lists of names are automatically generated based on git log, and may not be complete.

Merged Pull Requests

The following Pull Requests were merged since the last release:

  • PR #9029: Update seasonal.py

  • PR #9098: Bump github/codeql-action from 2 to 3

  • PR #9110: BLD: Update minimums

  • PR #9111: MAINT: Fix future issues in pandas

  • PR #9115: MAINT: Clean up and silence some warnings

  • PR #9117: edited requirements.txt

  • PR #9124: MAINT: Fix future issues due to array shapes

  • PR #9142: Fix linting error

  • PR #9143: Fix string formatting

  • PR #9144: MAINT: Replace quarterly string identified

  • PR #9149: Bump ts-graphviz/setup-graphviz from 1 to 2

  • PR #9150: MAINT: Fixes for future changes

  • PR #9158: DOC: Fix broken in linear_regression_diagnostics_plots

  • PR #9165: BUG: Ensure ARIMA simulation is reproducable

  • PR #9192: DOC: fixed boxpierece typos

  • PR #9195: MAINT: Make compatability with NumPy 2

  • PR #9200: Cherry pick commits from 0.15 for 0.14.3

Last update: Dec 16, 2024