math/py-linearmodels 7.0_1
Linear Panel, Instrumental Variable, Asset Pricing and other models
- Repository
- FreeBSD ports
- Maintainer
- [email protected]
- Last update
- Commit
b5c58d8770- License
- BSD3CLAUSE
- Categories
- math, python
- Package size
- 1749.7 KiB, 6830.3 KiB installed
Description
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
Install
As a binary package — by origin, or by package name:
pkg install math/py-linearmodels
pkg install py312-linearmodelsFrom the ports tree:
cd /usr/ports/math/py-linearmodels/ && make install cleanTo depend on this port in another port's Makefile:
RUN_DEPENDS= py312-linearmodels>0:math/py-linearmodelsPackages
The version each package repository carries. “-” means the repository builds no package of it, “n/a” that there is no such repository.
| Repository | aarch64 | amd64 | armv6 | armv7 | i386 |
|---|---|---|---|---|---|
| FreeBSD:14:latest | 7.0_1 | 7.0_1 | - | 6.1_1 | 7.0_1 |
| FreeBSD:14:quarterly | 7.0_1 | 7.0_1 | n/a | 6.1_1 | 7.0_1 |
| FreeBSD:15:latest | 7.0_1 | 7.0_1 | n/a | 6.1_1 | 6.1_1 |
| FreeBSD:15:quarterly | 7.0_1 | 7.0_1 | n/a | n/a | n/a |
| FreeBSD:16:latest | 7.0_1 | 7.0_1 | n/a | n/a | n/a |
| FreeBSD:16:quarterly | n/a | n/a | n/a | n/a | n/a |
Dependencies
As this port's Makefile names them.
Build 3
${PYTHON_PKGNAMEPREFIX}meson-python>0: devel/meson-python${PYTHON_PKGNAMEPREFIX}numpy>0: math/py-numpy${PYTHON_PKGNAMEPREFIX}setuptools-scm>0: devel/py-setuptools-scm
Runtime 7
${PYTHON_PKGNAMEPREFIX}formulaic>=1.0.2: math/py-formulaic${PYTHON_PKGNAMEPREFIX}mypy_extensions>=0.4: devel/py-mypy_extensions${PYTHON_PKGNAMEPREFIX}numpy>0: math/py-numpy${PYTHON_PKGNAMEPREFIX}pandas>=1.4.0: math/py-pandas${PYTHON_PKGNAMEPREFIX}pyhdfe>=0.1: math/py-pyhdfe${PYTHON_PKGNAMEPREFIX}scipy>=1.8.0: science/py-scipy${PYTHON_PKGNAMEPREFIX}statsmodels>=0.13.0: math/py-statsmodels
Test 9
${PYTHON_PKGNAMEPREFIX}black>0: devel/py-black${PYTHON_PKGNAMEPREFIX}coverage>0: devel/py-coverage${PYTHON_PKGNAMEPREFIX}flake8>0: devel/py-flake8${PYTHON_PKGNAMEPREFIX}isort>0: devel/py-isort${PYTHON_PKGNAMEPREFIX}matplotlib>0: math/py-matplotlib${PYTHON_PKGNAMEPREFIX}pytest-cov>0: devel/py-pytest-cov${PYTHON_PKGNAMEPREFIX}pytest-xdist>0: devel/py-pytest-xdist${PYTHON_PKGNAMEPREFIX}seaborn>0: math/py-seaborn${PYTHON_PKGNAMEPREFIX}xarray>=0.13: devel/py-xarray
The full lists below include those, and their dependencies in turn.
All build dependencies 29
- archivers/liblz4
- archivers/zstd
- devel/binutils
- devel/gettext-runtime
- devel/libffi
- devel/meson
- devel/meson-python
- devel/ninja
- devel/py-build
- devel/py-installer
- devel/py-packaging
- devel/py-pyproject-hooks
- devel/py-pyproject-metadata
- devel/py-setuptools
- devel/py-setuptools-scm
- devel/readline
- lang/cython
- lang/gcc14
- lang/python312
- lang/python315
- math/gmp
- math/mpc
- math/mpdecimal
- math/mpfr
- math/openblas
- math/py-numpy
- print/indexinfo
- sysutils/patchelf
- textproc/expat2
All run dependencies 41
- archivers/liblz4
- archivers/zstd
- databases/py-sqlite3
- databases/sqlite3
- devel/binutils
- devel/gettext-runtime
- devel/libedit
- devel/libffi
- devel/py-interface-meta
- devel/py-mypy_extensions
- devel/py-packaging
- devel/py-python-dateutil
- devel/py-pytz
- devel/py-six
- devel/py-typing-extensions
- devel/py-tzdata
- devel/py-wrapt
- devel/readline
- lang/gcc14
- lang/python312
- lang/python315
- lang/tcl86
- math/gmp
- math/libtommath
- math/mpc
- math/mpdecimal
- math/mpfr
- math/openblas
- math/py-bottleneck
- math/py-formulaic
- math/py-narwhals
- math/py-numexpr
- math/py-numpy
- math/py-pandas
- math/py-patsy
- math/py-pyhdfe
- math/py-statsmodels
- math/qhull
- print/indexinfo
- science/py-scipy
- textproc/expat2
Configuration
No options to configure.
- USES
- python shebangfix
- Service scripts
- none
Files
distinfo 1
| File | Size | SHA256 |
|---|---|---|
| linearmodels-7.0.tar.gz | 1.666323e+06 | 15b50271068d8ad7ef58924fea6ca3fced055f8439f9e17d2ce62ba91c64ed24 |
Master sites 1
- PYPI