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pythonstatsmodelsrodeo

Which python package implement _representation and _kalman_filter for statsmodels?


I am setting up Rodeo with a few imports for the first time as newbie to python:

import sys
import pandas as pd
import pylab as pl
import numpy as np
import statsmodels.api as sm

But import statsmodels keeps giving errors. Here is the latest one:

>>> import statsmodels.api as sm
ImportError: cannot import name '_representation'
---------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-2-6030a6549dc0> in <module>()
----> 1 import statsmodels.api as sm
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\api.py in <module>()
      5 from . import regression
      6 from .regression.linear_model import OLS, GLS, WLS, GLSAR
----> 7 from .regression.recursive_ls import RecursiveLS
      8 from .regression.quantile_regression import QuantReg
      9 from .regression.mixed_linear_model import MixedLM
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\regression\recursive_ls.py in <module>()
     14 from statsmodels.regression.linear_model import OLS
     15 from statsmodels.tools.data import _is_using_pandas
---> 16 from statsmodels.tsa.statespace.mlemodel import (
     17     MLEModel, MLEResults, MLEResultsWrapper)
     18 from statsmodels.tools.tools import Bunch
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\tsa\statespace\mlemodel.py in <module>()
     13 from scipy.stats import norm
     14 
---> 15 from .simulation_smoother import SimulationSmoother
     16 from .kalman_smoother import SmootherResults
     17 from .kalman_filter import (INVERT_UNIVARIATE, SOLVE_LU)
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\tsa\statespace\simulation_smoother.py in <module>()
      8 
      9 import numpy as np
---> 10 from .kalman_smoother import KalmanSmoother
     11 from . import tools
     12 
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\tsa\statespace\kalman_smoother.py in <module>()
      9 import numpy as np
     10 
---> 11 from statsmodels.tsa.statespace.representation import OptionWrapper
     12 from statsmodels.tsa.statespace.kalman_filter import (KalmanFilter,
     13                                                       FilterResults)
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\tsa\statespace\representation.py in <module>()
      8 
      9 import numpy as np
---> 10 from .tools import (
     11     find_best_blas_type, validate_matrix_shape, validate_vector_shape
     12 )
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\tsa\statespace\tools.py in <module>()
    205             'z': _statespace.zcopy_index_vector
    206         })
--> 207 set_mode(compatibility=None)
    208 
    209 
c:\python36\lib\site-packages\statsmodels-0.8.0-py3.6-win-amd64.egg\statsmodels\tsa\statespace\tools.py in set_mode(compatibility)
     57     if not compatibility:
     58         from scipy.linalg import cython_blas
---> 59         from . import (_representation, _kalman_filter, _kalman_smoother,
     60                        _simulation_smoother, _tools)
     61         compatibility_mode = False
ImportError: cannot import name '_representation'

I am not sure if I understand the error. Which package Rodeo is missing here? Is it something missing with cython_blas?


Solution

  • You may have some incompatible or outdated versions of the dependencies.

    Try updating the dependencies and see if that helps:

    pip install statsmodels --upgrade