I’ll try to post the paper somewhere on my site soon. There are docs, unfortunately but without very much exposition (outside of the VAR models), on http://statsmodels.sourceforge.net
I'm a NYC-based Python hacker, statistician, entrepreneur, and technology consultant. I love building powerful, intuitive research- and production-worthy tools for data-centric applications, especially in statistics and quantitative finance. I'm also interested in high performance and distributed computing, databases, GPU computing, and data visualization.
I am working on a new project to be unveiled in 2013 sometime. Stay tuned.
Wes McKinney Reply:
August 21st, 2011 at 6:26 pm
I’ll try to post the paper somewhere on my site soon. There are docs, unfortunately but without very much exposition (outside of the VAR models), on http://statsmodels.sourceforge.net
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