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
NOTE: If this package has multiple flavors (see below), then use one of them instead of the name specified above. NOTE: This is a Python port. Instead of py312-linearmodels listed in the above command, you can pick from the names under the Packages section.
python.mk: rename PYTHON_EXT_SUFFIX to PYTHON_TAG, document, etc
EXT_SUFFIX, according to PEP 3149, refers to the full tag and
extension for compiled extension module objects, eg .cpython-311.so,
.cpython-313t.so, etc. We do not use the correct semantic meaning,
and this usage becomes ambiguous and confusing when tags do not
match between bytecode and compiled extension module objects.
Rename our PYTHON_EXT_SUFFIX to PYTHON_TAG to align with PEP 3147's
specification of a magic tag, which consists of implementation name
and shorthand version only. This is meant for bytecode and other
files containing this tag in their filename that do not depend on
a specific Python ABI for the same version. Chase all existing
consumers.
(Only the first 15 lines of the commit message are shown above )
Mk/Uses/python.mk: Introduce USE_PYTHON=cython3{,_run,_test}
- Update USE_PYTHON=cython{,_run,_test}
- Convert all cython3 occurrence to USE_PYTHON=cython3*
- While I'm here, fix incorrect usage of combining cython3 in BUILD_DEPENDS and
USE_PYTHON=cython
It is added to simplify the future transition from Cython 0.29 to 3.
The minimal version is set to 3.0.12 because it is required by
devel/py-propcache.
The upper bound of version is set to 3.1 because it is limited by multiple
ports.
python: bump all USE_PYTHON=distutils consumers after RUN_DEPENDS removal
Any missed ports, feel free to bump.
Any ports that need setuptools at runtime can have the devel/py-setuptools
manually added back to RUN_DEPENDS, but understand that this practice
is deprecated; see CHANGES for details.
devel/py-setuptools-scm: update to 8.0.4
Directory and PORTNAME changed to match normalised name in release
tarball; consumers updated to match.
Although setuptools itself is specified as a run dependency in the
Python package metadata, it is currently left out here to prevent
environment pollution until at least PR 270510 is committed.
Additionally, this version of setuptools-scm requires setuptools>=61,
which means this version is only meant for USE_PYTHON=pep517 ports
as all USE_PYTHON=distutils ports will switch to devel/py-setuptools58
also after PR 270510. science/py-emmet-core is switched to
devel/py-setuptools_scm7 accordingly, as it specifies setuptools-scm<8.
devel/py-{flit-scm,hatch-vcs} have ${PY_SETUPTOOLS} added to
RUN_DEPENDS to compensate.
Further details: https://wiki.freebsd.org/Python/setuptools
Reported by: yuri
Co-authored by: matthew
Exp-run by: antoine (earlier iteration)
Approved by: yuri (science/py-emmet-core, previous iteration)
PR: 272134
Differential Revision: https://reviews.freebsd.org/D39288
all: remove explicit versions in USES=python for "3.x+"
The logic in USES=python will automatically convert this to 3.8+ by
itself.
Adjust two ports that only had Python 3.7 mentioned but build fine
on Python 3.8 too.
finance/quickfix: mark BROKEN with PYTHON
libtool: compile: c++ -DHAVE_CONFIG_H -I. -I../.. -I -I. -I.. -I../.. -I../C++
-DLIBICONV_PLUG -DPYTHON_MAJOR_VERSION=3 -Wno-unused-variable
-Wno-maybe-uninitialized -O2 -pipe -DLIBICONV_PLUG -fstack-protector-strong
-fno-strict-aliasing -DLIBICONV_PLUG -Wall -ansi
-Wno-unused-command-line-argument -Wpointer-arith -Wwrite-strings
-Wno-overloaded-virtual -Wno-deprecated-declarations -Wno-deprecated -std=c++0x
-MT _quickfix_la-QuickfixPython.lo -MD -MP -MF
.deps/_quickfix_la-QuickfixPython.Tpo -c QuickfixPython.cpp -fPIC -DPIC -o
.libs/_quickfix_la-QuickfixPython.o
warning: unknown warning option '-Wno-maybe-uninitialized'; did you mean
'-Wno-uninitialized'? [-Wunknown-warning-option]
QuickfixPython.cpp:175:11: fatal error: 'Python.h' file not found
^~~~~~~~~~
1 warning and 1 error generated.
Reviewed by: portmgr, vishwin, yuri
Differential Revision: <https://reviews.freebsd.org/D40568>
