DEPR: remove statsmodels as a dependency

remove pd.ols, pd.fama_macbeth from top-level namespace

xref pandas-dev#11898

Author: jreback

ci/requirements-2.7.pip

@@ -1,4 +1,3 @@
-statsmodels
 blosc
 httplib2
 google-api-python-client==1.2

ci/requirements-2.7_COMPAT.run

@@ -4,7 +4,6 @@ pytz=2013b
 scipy=0.11.0
 xlwt=0.7.5
 xlrd=0.9.2
-statsmodels=0.4.3
 bottleneck=0.8.0
 numexpr=2.2.2
 pytables=3.0.0

ci/requirements-2.7_LOCALE.run

@@ -13,5 +13,4 @@ html5lib=1.0b2
 lxml=3.2.1
 scipy=0.11.0
 beautiful-soup=4.2.1
-statsmodels=0.4.3
 bigquery=2.0.17

ci/requirements-2.7_SLOW.run

@@ -4,7 +4,6 @@ numpy=1.8.2
 matplotlib=1.3.1
 scipy
 patsy
-statsmodels
 xlwt
 openpyxl
 xlsxwriter

ci/requirements-3.4_SLOW.run

@@ -17,5 +17,4 @@ sqlalchemy
 bottleneck
 pymysql
 psycopg2
-statsmodels
 jinja2=2.8

ci/requirements-3.5_DOC_BUILD.run

@@ -17,5 +17,4 @@ xlsxwriter
 sqlalchemy
 numexpr
 bottleneck
-statsmodels
 pyqt=4.11.4

doc/source/whatsnew/v0.20.0.txt

@@ -396,7 +396,7 @@ Removal of prior version deprecations/changes
 - The ``pandas.io.ga`` module with a ``google-analytics`` interface is removed (:issue:`11308`).
   Similar functionality can be found in the `Google2Pandas <https://github.com/panalysis/Google2Pandas>`__ package.
 - ``pd.to_datetime`` and ``pd.to_timedelta`` have dropped the ``coerce`` parameter in favor of ``errors`` (:issue:`13602`)
-
+- ``pandas.stats.fama_macbeth``, ``pandas.stats.ols``, ``pandas.stats.plm`` and ``pandas.stats.var``, as well as the top-level ``pandas.fama_macbeth`` and ``pandas.ols`` routines are removed. Similar functionailty can be found in the ``statsmodels`` package. (:issue:`11898`)
 
 
 

pandas/api/tests/test_api.py

@@ -42,7 +42,7 @@ class TestPDApi(Base, tm.TestCase):
                      'json', 'lib', 'index', 'parser']
 
     # these are already deprecated; awaiting removal
-    deprecated_modules = ['ols', 'stats', 'datetools']
+    deprecated_modules = ['stats', 'datetools']
 
     # misc
     misc = ['IndexSlice', 'NaT']
@@ -109,7 +109,7 @@ class TestPDApi(Base, tm.TestCase):
                         'expanding_max', 'expanding_mean', 'expanding_median',
                         'expanding_min', 'expanding_quantile',
                         'expanding_skew', 'expanding_std', 'expanding_sum',
-                        'expanding_var', 'fama_macbeth', 'rolling_apply',
+                        'expanding_var', 'rolling_apply',
                         'rolling_corr', 'rolling_count', 'rolling_cov',
                         'rolling_kurt', 'rolling_max', 'rolling_mean',
                         'rolling_median', 'rolling_min', 'rolling_quantile',

pandas/stats/api.py

@@ -2,10 +2,6 @@
 Common namespace of statistical functions
 """
 
-# pylint: disable-msg=W0611,W0614,W0401
-
 # flake8: noqa
 
 from pandas.stats.moments import *
-from pandas.stats.interface import ols
-from pandas.stats.fama_macbeth import fama_macbeth