Problems with Python's statsmodels

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Degang 2015-1-30

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/173280-problems-with-python-s-statsmodels

评论： Degang 2015-2-11

I have the following Python file tmp.py:

from statsmodels.tsa.arima_process import ArmaProcess
import numpy as np
def generate_AR_time_series():
    arparams = np.array([-0.8])
    maparams = np.array([])
    ar = np.r_[1, -arparams]
    ma = np.r_[1, maparams]
    arma_process = ArmaProcess(ar, ma)
    return arma_process.generate_sample(100)

I want to call generate_AR_time_series from Matlab so I used:

py.tmp.generate_AR_time_series()

which gave a vague error message

Undefined variable "py" or class "py.tmp.generate_AR_time_series".

To look into the problem further, I tried

tmp = py.eval('__import__(''tmp'')', struct);

which gave me a detailed but still obscured error message:

Python Error:
dlopen(/opt/local/Library/Frameworks/Python.framework/Versions/3.4/lib/python3.4/site-packages/scipy/special/_ufuncs.so, 2): Symbol
not found: __gfortran_stop_numeric_f08
  Referenced from: /opt/local/Library/Frameworks/Python.framework/Versions/3.4/lib/python3.4/site-packages/scipy/special/_ufuncs.so
  Expected in: /Applications/MATLAB_R2014b.app/sys/os/maci64/libgfortran.3.dylib
 in /opt/local/Library/Frameworks/Python.framework/Versions/3.4/lib/python3.4/site-packages/scipy/special/_ufuncs.so

I can call the function within Python just fine, so I guess the problem is with Matlab. From the detailed message, it seems that the problem lies in something is expected in the Matlab installation path, but of course Matlab installation path does not contain those things since they are third-party libraries for Python.

How to solve this problem?