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Wed, 28 Dec 2022 23:06:27 GMT (envelope-from git) Date: Wed, 28 Dec 2022 23:06:27 GMT Message-Id: <202212282306.2BSN6R5q070782@gitrepo.freebsd.org> To: ports-committers@FreeBSD.org, dev-commits-ports-all@FreeBSD.org, dev-commits-ports-main@FreeBSD.org From: Yuri Victorovich Subject: git: ded602750874 - main - math/py-linearmodels: New port: Linear Panel, Instrumental Variable, Asset Pricing and other models List-Id: Commits to the main branch of the FreeBSD ports repository List-Archive: https://lists.freebsd.org/archives/dev-commits-ports-main List-Help: List-Post: List-Subscribe: List-Unsubscribe: Sender: owner-dev-commits-ports-main@freebsd.org X-BeenThere: dev-commits-ports-main@freebsd.org MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: 8bit X-Git-Committer: yuri X-Git-Repository: ports X-Git-Refname: refs/heads/main X-Git-Reftype: branch X-Git-Commit: ded602750874a4c59cab2d85c08d52df1bc28a99 Auto-Submitted: auto-generated X-ThisMailContainsUnwantedMimeParts: N The branch main has been updated by yuri: URL: https://cgit.FreeBSD.org/ports/commit/?id=ded602750874a4c59cab2d85c08d52df1bc28a99 commit ded602750874a4c59cab2d85c08d52df1bc28a99 Author: Yuri Victorovich AuthorDate: 2022-12-28 23:05:55 +0000 Commit: Yuri Victorovich CommitDate: 2022-12-28 23:06:23 +0000 math/py-linearmodels: New port: Linear Panel, Instrumental Variable, Asset Pricing and other models --- math/Makefile | 1 + math/py-linearmodels/Makefile | 32 ++++++++++++++++++++++++++++++++ math/py-linearmodels/distinfo | 3 +++ math/py-linearmodels/pkg-descr | 24 ++++++++++++++++++++++++ 4 files changed, 60 insertions(+) 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 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