statsmodels is a Python package that complements scipy for statistical computation.
The stable version is found here.
statsmodels takes ideas from other libraries and ecosystems, specifically it uses R-style formulas, and pandas DataFrames.
Chances are you are using the library with other libraries too, like numpy.
It can be installed via Conda or pip. Examples:
conda install -c conda-forge statsmodel
python -m pip install statsmodels
python -m pip install statsmodels
Among the tricks statsmodels can perform are: time series analysis, various flavours of regression (OLS, generalized and weighted least squares), as well as PCA.
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