diff options
| author | Yuri Victorovich <yuri@FreeBSD.org> | 2022-12-28 15:05:55 -0800 |
|---|---|---|
| committer | Yuri Victorovich <yuri@FreeBSD.org> | 2022-12-28 15:06:23 -0800 |
| commit | ded602750874a4c59cab2d85c08d52df1bc28a99 (patch) | |
| tree | 0b65944a43e7e5d2c6bd39edb194c0a5c284900d /math | |
| parent | math/py-pyhdfe: New port: High dimensional fixed effect absorption (diff) | |
math/py-linearmodels: New port: Linear Panel, Instrumental Variable, Asset Pricing and other models
Diffstat (limited to 'math')
| -rw-r--r-- | math/Makefile | 1 | ||||
| -rw-r--r-- | math/py-linearmodels/Makefile | 32 | ||||
| -rw-r--r-- | math/py-linearmodels/distinfo | 3 | ||||
| -rw-r--r-- | math/py-linearmodels/pkg-descr | 24 |
4 files changed, 60 insertions, 0 deletions
diff --git a/math/Makefile b/math/Makefile index d407c51b0a7e..904c444a9326 100644 --- a/math/Makefile +++ b/math/Makefile @@ -932,6 +932,7 @@ SUBDIR += py-kiwisolver SUBDIR += py-levmar SUBDIR += py-libpoly + SUBDIR += py-linearmodels SUBDIR += py-lmfit SUBDIR += py-luminol SUBDIR += py-mathics diff --git a/math/py-linearmodels/Makefile b/math/py-linearmodels/Makefile new file mode 100644 index 000000000000..b302e56c4031 --- /dev/null +++ b/math/py-linearmodels/Makefile @@ -0,0 +1,32 @@ +PORTNAME= linearmodels +PORTVERSION= 4.27 +CATEGORIES= math python # statistics +MASTER_SITES= CHEESESHOP +PKGNAMEPREFIX= ${PYTHON_PKGNAMEPREFIX} + +MAINTAINER= yuri@FreeBSD.org +COMMENT= Linear Panel, Instrumental Variable, Asset Pricing and other models +WWW= https://bashtage.github.io/linearmodels/ + +LICENSE= BSD3CLAUSE +LICENSE_FILE= ${WRKSRC}/LICENSE.md + +PY_DEPENDS= ${PYTHON_PKGNAMEPREFIX}formulaic>=0.3.2:math/py-formulaic@${PY_FLAVOR} \ + ${PYTHON_PKGNAMEPREFIX}mypy_extensions>=0.4:devel/py-mypy_extensions@${PY_FLAVOR} \ + ${PYNUMPY} \ + ${PYTHON_PKGNAMEPREFIX}pandas>=0.24:math/py-pandas@${PY_FLAVOR} \ + ${PYTHON_PKGNAMEPREFIX}property-cached>=1.6.3:devel/py-property-cached@${PY_FLAVOR} \ + ${PYTHON_PKGNAMEPREFIX}pyhdfe>=0.1:math/py-pyhdfe@${PY_FLAVOR} \ + ${PYTHON_PKGNAMEPREFIX}scipy>=1.2:science/py-scipy@${PY_FLAVOR} \ + ${PYTHON_PKGNAMEPREFIX}statsmodels>=0.11:math/py-statsmodels@${PY_FLAVOR} +BUILD_DEPENDS= ${PYTHON_PKGNAMEPREFIX}setuptools_scm>=6.4.2,<7.0.0:devel/py-setuptools_scm@${PY_FLAVOR} \ + ${PY_DEPENDS} +RUN_DEPENDS= ${PY_DEPENDS} + +USES= python:3.7+ shebangfix +USE_PYTHON= autoplist cython distutils + +post-install: + @${STRIP_CMD} ${STAGEDIR}${PYTHON_SITELIBDIR}/linearmodels/panel/_utility${PYTHON_EXT_SUFFIX}.so + +.include <bsd.port.mk> diff --git a/math/py-linearmodels/distinfo b/math/py-linearmodels/distinfo new file mode 100644 index 000000000000..a17850b99810 --- /dev/null +++ b/math/py-linearmodels/distinfo @@ -0,0 +1,3 @@ +TIMESTAMP = 1672264555 +SHA256 (linearmodels-4.27.tar.gz) = 1e2ddd4ee82f46b003633136c1170206a90406a45ef1217d3fade30bb1407ccd +SIZE (linearmodels-4.27.tar.gz) = 1778740 diff --git a/math/py-linearmodels/pkg-descr b/math/py-linearmodels/pkg-descr new file mode 100644 index 000000000000..b3b8af3056c2 --- /dev/null +++ b/math/py-linearmodels/pkg-descr @@ -0,0 +1,24 @@ +Linear (regression) models for Python. Extends statsmodels with Panel +regression, instrumental variable estimators, system estimators and +models for estimating asset prices: +* Panel models: + - Fixed effects (maximum two-way) + - First difference regression + - Between estimator for panel data + - Pooled regression for panel data + - Fama-MacBeth estimation of panel models +* High-dimensional Regresssion: + - Absorbing Least Squares +* Instrumental Variable estimators + - Two-stage Least Squares + - Limited Information Maximum Likelihood + - k-class Estimators + - Generalized Method of Moments, also with continuously updating +* Factor Asset Pricing Models: + - 2- and 3-step estimation + - Time-series estimation + - GMM estimation +* System Regression: + - Seemingly Unrelated Regression (SUR/SURE) + - Three-Stage Least Squares (3SLS) + - Generalized Method of Moments (GMM) System Estimation |