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Use smoothstate LOWESS and drop statsmodels - #319

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uriahf merged 3 commits into
mainfrom
agent/remove-statsmodels-lowess
Aug 19, 2026
Merged

Use smoothstate LOWESS and drop statsmodels#319
uriahf merged 3 commits into
mainfrom
agent/remove-statsmodels-lowess

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@uriahf

@uriahf uriahf commented Aug 19, 2026

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Replace rtichoke's historical statsmodels.lowess(..., it=0) calibration path with smoothstate.smooth_state_lowess(), which reproduces the same fit-at-observed-x -> interpolate-to-grid -> clip pipeline validated in smoothstate 0.1.1.

This PR:

  • requires smoothstate>=0.1.1;
  • removes statsmodels from runtime dependencies;
  • preserves the existing single-value fallback and all current calibration tests;
  • applies to both ordinary binary smooth calibration and pseudo-value smoothing because smooth_state_lowess() accepts continuous values.

No public API changes.

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github-actions Bot commented Aug 19, 2026

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PR Preview Action v1.8.1
Preview removed because the pull request was closed.
2026-08-19 14:25 UTC

@uriahf
uriahf merged commit 649ecf0 into main Aug 19, 2026
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