statsmodels/statsmodels — pull request #434 by gpanterov (2012-08-20 15:09:09+00:00)
Title: Nonparametric all

Final pull request for the coding during GSoC. This branch includes some improvements to the density estimation methods in nonparametric-density such as efficient bandwidth estimation by breaking the sample into smaller blocks. It also includes new features such as nonparametric regression, nonparametric censored regression, significance tests for nonparametric regression variables (for both continuous and discrete variables); first draft of nonparametric test for functional form. The branch includes two semiparametric models: Semiparametric Partially Linear Model and Semiparametric Single Index Model.