from typing import Any, Dict, List, Optional, Tuple, Union, overload
import numpy as np
class Series:
def __init__(self, name: str, data: List[float]) -> None:
...
@property
def name(self) -> str:
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@property
def len(self) -> int:
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def is_empty(self) -> bool:
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def mean(self) -> Optional[float]:
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def std(self, ddof: float = 1.0) -> Optional[float]:
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def var(self, ddof: float = 1.0) -> Optional[float]:
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def min(self) -> Optional[float]:
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def max(self) -> Optional[float]:
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def quantile(self, q: float) -> Optional[float]:
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def to_list(self) -> List[float]:
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def __repr__(self) -> str:
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class DataFrame:
def __init__(self, data: Dict[str, List[float]]) -> None:
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@property
def n_rows(self) -> int:
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@property
def n_cols(self) -> int:
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def columns(self) -> List[str]:
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def get_column(self, name: str) -> Series:
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def with_column(self, series: Series) -> 'DataFrame':
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def __repr__(self) -> str:
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class Formula:
def __init__(self, formula: str) -> None:
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def variables(self) -> List[str]:
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def __repr__(self) -> str:
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class Family:
def __init__(self) -> None:
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@staticmethod
def gaussian() -> 'Family':
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@staticmethod
def binomial() -> 'Family':
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@staticmethod
def poisson() -> 'Family':
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@staticmethod
def gamma() -> 'Family':
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@staticmethod
def inverse_gaussian() -> 'Family':
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def name(self) -> str:
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class Link:
def __init__(self) -> None:
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@staticmethod
def identity() -> 'Link':
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@staticmethod
def log() -> 'Link':
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@staticmethod
def logit() -> 'Link':
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@staticmethod
def probit() -> 'Link':
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@staticmethod
def inverse() -> 'Link':
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class GLMBuilder:
def __init__(self) -> None:
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def family(self, family: Family) -> 'GLMBuilder':
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def link(self, link: Link) -> 'GLMBuilder':
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def intercept(self, intercept: bool) -> 'GLMBuilder':
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def max_iter(self, max_iter: int) -> 'GLMBuilder':
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def scale(self, scale: float) -> 'GLMBuilder':
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def tol(self, tol: float) -> 'GLMBuilder':
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def build(self) -> 'GLM':
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class GLM:
def __init__(self) -> None:
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@staticmethod
def new() -> 'GLMBuilder':
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def fit(self, formula: str, data: DataFrame) -> 'GLMResults':
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def fit_matrix(self, x: List[List[float]], y: List[float]) -> 'GLMResults':
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class GLMResults:
@property
def coefficients(self) -> List[float]:
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@property
def std_errors(self) -> List[float]:
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@property
def z_values(self) -> List[float]:
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@property
def p_values(self) -> List[float]:
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@property
def fitted_values(self) -> List[float]:
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@property
def pearson_residuals(self) -> List[float]:
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@property
def residuals(self) -> List[float]:
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@property
def hat_matrix_diag(self) -> List[float]:
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@property
def deviance(self) -> float:
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@property
def null_deviance(self) -> float:
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@property
def df_residual(self) -> int:
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@property
def df_null(self) -> int:
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@property
def aic(self) -> float:
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@property
def bic(self) -> float:
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@property
def scale(self) -> float:
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@property
def iterations(self) -> int:
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@property
def converged(self) -> bool:
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def predict(self, x: List[List[float]]) -> List[float]:
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def summary(self) -> str:
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class TimeSeries:
def __init__(self) -> None:
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@staticmethod
def from_vectors(values: List[float], timestamps: List[str]) -> 'TimeSeries':
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@staticmethod
def from_dataframe(df: DataFrame, value_col: str, timestamp_col: str) -> 'TimeSeries':
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@property
def len(self) -> int:
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@property
def values(self) -> List[float]:
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def is_empty(self) -> bool:
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def mean(self) -> Optional[float]:
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def std(self, _ddof: float = 1.0) -> Optional[float]:
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def var(self, _ddof: float = 1.0) -> Optional[float]:
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def __repr__(self) -> str:
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class ARIMA:
def __init__(self, p: int, d: int, q: int) -> None:
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def with_constant(self, include: bool) -> 'ARIMA':
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def seasonal(self, _p: int, _d: int, _q: int, _s: int) -> 'ARIMA':
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def method(self, method: str) -> 'ARIMA':
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def max_iter(self, max_iter: int) -> 'ARIMA':
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def tol(self, tol: float) -> 'ARIMA':
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def fit(self, data: Union['TimeSeries', List[float], Any]) -> 'ARIMAResults':
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class ARIMAResults:
@property
def ar_coef(self) -> List[float]:
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@property
def ma_coef(self) -> List[float]:
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@property
def constant(self) -> Optional[float]:
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@property
def sigma2(self) -> float:
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@property
def log_likelihood(self) -> float:
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@property
def aic(self) -> float:
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@property
def bic(self) -> float:
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@property
def n_obs(self) -> int:
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@property
def fitted(self) -> List[float]:
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@property
def residuals(self) -> List[float]:
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def forecast(self, steps: int) -> List[float]:
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def summary(self) -> str:
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class GARCH:
def __init__(self, p: int, q: int) -> None:
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def arch(self, q: int) -> 'GARCH':
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def distribution(self, distribution: str) -> 'GARCH':
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def fit(self, data: Union['TimeSeries', List[float], Any]) -> 'GARCHResults':
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class GARCHResults:
@property
def mu(self) -> float:
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@property
def omega(self) -> float:
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@property
def arch_coef(self) -> List[float]:
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@property
def garch_coef(self) -> List[float]:
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@property
def df(self) -> Optional[float]:
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@property
def conditional_variances(self) -> List[float]:
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@property
def residuals(self) -> List[float]:
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@property
def standardized_residuals(self) -> List[float]:
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@property
def log_likelihood(self) -> float:
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@property
def aic(self) -> float:
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@property
def bic(self) -> float:
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@property
def n_obs(self) -> int:
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def summary(self) -> str:
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def mean(data: List[float]) -> float:
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def std_dev(data: List[float]) -> float:
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def correlation(x: List[float], y: List[float]) -> float:
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def descriptive_summary(data: List[float]) -> Dict[str, float]:
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def train_test_split(data: List[float], test_size: float = 0.3) -> Tuple[List[float], List[float]]:
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def version() -> str:
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class _StatsModule:
def mean(self, data: List[float]) -> float: ...
def std_dev(self, data: List[float]) -> float: ...
def correlation(self, x: List[float], y: List[float]) -> float: ...
def descriptive_summary(self, data: List[float]) -> Dict[str, float]: ...
def t_test_one_sample(self, data: List[float], mu: float, alternative: str = "two-sided") -> Dict[str, Any]: ...
def t_test_two_sample(self, x: List[float], y: List[float], alternative: str = "two-sided") -> Dict[str, Any]: ...
def t_test_paired(self, x: List[float], y: List[float], alternative: str = "two-sided") -> Dict[str, Any]: ...
def chi_square_test_independence(self, observed: List[List[float]]) -> Dict[str, Any]: ...
def anova_one_way(self, groups: List[List[float]]) -> Dict[str, Any]: ...
def shapiro_wilk_test(self, data: List[float]) -> Dict[str, Any]: ...
class _ModelsModule:
Family = Family
Link = Link
GLMBuilder = GLMBuilder
GLM = GLM
GLMResults = GLMResults
class _TSAModule:
TimeSeries = TimeSeries
ARIMA = ARIMA
ARIMAResults = ARIMAResults
GARCH = GARCH
GARCHResults = GARCHResults
class _UtilsModule:
def train_test_split(self, data: List[float], test_size: float = 0.3) -> Tuple[List[float], List[float]]: ...
stats: _StatsModule
models: _ModelsModule
tsa: _TSAModule
utils: _UtilsModule
__all__: List[str]