python 3 + statsmodels?

Question

If I do sudo pip3 install statsmodels I get errors. I pasted the end of the console output below. I see a numpy 1.7 warning, yet if I do pip3 freeze | grep numpy, I see that I'm using numpy==1.8.1.

Here is the output. any ideas?

/usr/lib/python3/dist-packages/numpy/core/include/numpy/npy_1_7_deprecated_api.h:15:2: warning: #warning "Using deprecated NumPy API, disable it by " "#defining NPY_NO_DEPRECATED_API NPY_1_7_API_VERSION" [-Wcpp]

 #warning "Using deprecated NumPy API, disable it by " \

  ^

statsmodels/tsa/kalmanf/kalman_loglike.c: In function ‘__Pyx_TraceSetupAndCall’:

statsmodels/tsa/kalmanf/kalman_loglike.c:7021:17: error: ‘PyFrameObject’ has no member named ‘f_tstate’

         (*frame)->f_tstate = PyThreadState_GET();

                 ^

In file included from /usr/lib/python3/dist-packages/numpy/core/include/numpy/ndarrayobject.h:26:0,

                 from /usr/lib/python3/dist-packages/numpy/core/include/numpy/arrayobject.h:4,

                 from statsmodels/tsa/kalmanf/kalman_loglike.c:257:

statsmodels/tsa/kalmanf/kalman_loglike.c: At top level:

/usr/lib/python3/dist-packages/numpy/core/include/numpy/__multiarray_api.h:1629:1: warning: ‘_import_array’ defined but not used [-Wunused-function]

 _import_array(void)

 ^

In file included from /usr/lib/python3/dist-packages/numpy/core/include/numpy/ufuncobject.h:327:0,

                 from statsmodels/tsa/kalmanf/kalman_loglike.c:258:

/usr/lib/python3/dist-packages/numpy/core/include/numpy/__ufunc_api.h:241:1: warning: ‘_import_umath’ defined but not used [-Wunused-function]

 _import_umath(void)

 ^

error: command 'x86_64-linux-gnu-gcc' failed with exit status 1

----------------------------------------
Cleaning up...
Command /usr/bin/python3 -c "import setuptools, tokenize;__file__='/tmp/pip_build_root/statsmodels/setup.py';exec(compile(getattr(tokenize, 'open', open)(__file__).read().replace('\r\n', '\n'), __file__, 'exec'))" install --record /tmp/pip-ukof84o0-record/install-record.txt --single-version-externally-managed --compile failed with error code 1 in /tmp/pip_build_root/statsmodels
Storing debug log for failure in /home/kurt/.pip/pip.log

Answer 1

As best I can tell, statsmodels 0.5.0 simply doesn't work with Python 3.4, even with Cython 0.20.1 (latest) installed. The latest master installed fine, however, so here's one approach if you're willing to use an unreleased version:

git clone https://github.com/statsmodels/statsmodels
cd statsmodels
pip install .

Update: This shouldn't be necessary using the latest version - see Rasmus Larsen's comment below.