dfm-python 0.1.1__py3-none-any.whl → 0.1.2__py3-none-any.whl

dfm_python/dfm.py

@@ -21,16 +21,7 @@ except ImportError:
     SCIPY_AVAILABLE = False
 
 # Import rem_nans_spline from utils to avoid duplication
-import sys
-from pathlib import Path
-try:
-    from ..utils.data_utils import rem_nans_spline
-except (ImportError, ValueError):
-    # Fallback: add parent directory to path if relative import fails
-    utils_path = Path(__file__).parent.parent.parent / 'utils'
-    if str(utils_path) not in sys.path:
-        sys.path.insert(0, str(utils_path.parent))
-    from utils.data_utils import rem_nans_spline
+from .utils.data_utils import rem_nans_spline
 
 def _rem_nans_spline(X: np.ndarray, method: int = 2, k: int = 3):
     """Treat NaNs in dataset for DFM estimation (wrapper for rem_nans_spline).

dfm_python/utils/__init__.py

@@ -0,0 +1,12 @@
+"""Utility functions for data preprocessing and summary statistics."""
+
+from .data_utils import rem_nans_spline, summarize
+
+__all__ = [
+    'rem_nans_spline',
+    'summarize',
+]
+
+# For backward compatibility
+from . import data_utils
+

dfm_python/utils/data_utils.py

@@ -0,0 +1,155 @@
+"""Utility functions for data preprocessing and summary statistics."""
+
+import numpy as np
+from scipy.interpolate import CubicSpline
+from scipy.signal import lfilter
+from typing import Tuple, Optional
+import logging
+
+# Set up logger
+_logger = logging.getLogger(__name__)
+
+
+def rem_nans_spline(X: np.ndarray, method: int = 2, k: int = 3) -> Tuple[np.ndarray, np.ndarray]:
+    """Treat NaNs in dataset for DFM estimation."""
+    T, N = X.shape
+    indNaN = np.isnan(X)
+    
+    def _remove_leading_trailing(threshold: float):
+        """Remove rows with NaN count above threshold."""
+        rem = np.sum(indNaN, axis=1) > (N * threshold if threshold < 1 else threshold)
+        nan_lead = np.cumsum(rem) == np.arange(1, T + 1)
+        nan_end = np.cumsum(rem[::-1]) == np.arange(1, T + 1)[::-1]
+        return ~(nan_lead | nan_end)
+    
+    def _fill_missing(x: np.ndarray, mask: np.ndarray):
+        """Fill missing values using spline interpolation and moving average."""
+        # Ensure mask matches x length
+        if len(mask) != len(x):
+            mask = mask[:len(x)]
+        
+        non_nan = np.where(~mask)[0]
+        if len(non_nan) < 2:
+            return x
+        
+        x_filled = x.copy()
+        if non_nan[-1] >= len(x):
+            non_nan = non_nan[non_nan < len(x)]
+        if len(non_nan) < 2:
+            return x
+        
+        x_filled[non_nan[0]:non_nan[-1]+1] = CubicSpline(non_nan, x[non_nan])(np.arange(non_nan[0], min(non_nan[-1]+1, len(x))))
+        x_filled[mask[:len(x_filled)]] = np.nanmedian(x_filled)
+        
+        # Moving average filter
+        pad = np.concatenate([np.full(k, x_filled[0]), x_filled, np.full(k, x_filled[-1])])
+        ma = lfilter(np.ones(2*k+1)/(2*k+1), 1, pad)[2*k+1:]
+        if len(ma) == len(x_filled):
+            x_filled[mask[:len(x_filled)]] = ma[mask[:len(x_filled)]]
+        return x_filled
+    
+    if method == 1:
+        # Replace all missing values
+        for i in range(N):
+            mask = indNaN[:, i]
+            x = X[:, i].copy()
+            x[mask] = np.nanmedian(x)
+            pad = np.concatenate([np.full(k, x[0]), x, np.full(k, x[-1])])
+            ma = lfilter(np.ones(2*k+1)/(2*k+1), 1, pad)[2*k+1:]
+            x[mask] = ma[mask]
+            X[:, i] = x
+    
+    elif method == 2:
+        # Remove >80% NaN rows, then fill
+        mask = _remove_leading_trailing(0.8)
+        X = X[mask]
+        indNaN = np.isnan(X)
+        for i in range(N):
+            X[:, i] = _fill_missing(X[:, i], indNaN[:, i])
+    
+    elif method == 3:
+        # Only remove all-NaN rows
+        mask = _remove_leading_trailing(N)
+        X = X[mask]
+        indNaN = np.isnan(X)
+    
+    elif method == 4:
+        # Remove all-NaN rows, then fill
+        mask = _remove_leading_trailing(N)
+        X = X[mask]
+        indNaN = np.isnan(X)
+        for i in range(N):
+            X[:, i] = _fill_missing(X[:, i], indNaN[:, i])
+    
+    elif method == 5:
+        # Fill missing values
+        for i in range(N):
+            X[:, i] = _fill_missing(X[:, i], indNaN[:, i])
+    
+    return X, indNaN
+
+
+def summarize(X: np.ndarray, Time, config, vintage: Optional[str] = None) -> None:
+    """Display data summary table."""
+    T, N = X.shape
+    
+    print("\n\n\nTable 2: Data Summary")
+    print(f"N = {N:4d} data series")
+    
+    try:
+        time_start = Time[0].strftime('%Y-%m-%d') if hasattr(Time[0], 'strftime') else str(Time[0])
+        time_end = Time[-1].strftime('%Y-%m-%d') if hasattr(Time[-1], 'strftime') else str(Time[-1])
+    except (AttributeError, ValueError, TypeError) as e:
+        _logger.debug(f"summarize: Failed to format time range: {type(e).__name__}: {str(e)}")
+        time_start = time_end = "N/A"
+    
+    print(f"T = {T:4d} observations from {time_start:10s} to {time_end:10s}\n")
+    print(f"{'Data Series':30s} | {'Observations':17s}    {'Units':12s}    "
+          f"{'Frequency':10s}    {'Mean':8s}    {'Std. Dev.':8s}    {'Min':8s}    {'Max':8s}")
+    print("-" * 130)
+    
+    for i in range(N):
+        t_obs = ~np.isnan(X[:, i])
+        obs_idx = np.where(t_obs)[0]
+        
+        name = config.SeriesName[i][:27] + "..." if len(config.SeriesName[i]) > 30 else config.SeriesName[i]
+        sid = f"[{config.SeriesID[i][:25]}...]" if len(config.SeriesID[i]) > 28 else f"[{config.SeriesID[i]}]"
+        
+        freq = 'Monthly' if config.Frequency[i] == 'm' else 'Quarterly'
+        trans = config.Transformation[i]
+        units_t = 'MoM%' if trans == 'pch' and config.Frequency[i] == 'm' else \
+                  'QoQ% AR' if trans == 'pca' and config.Frequency[i] == 'q' else \
+                  config.UnitsTransformed[i]
+        
+        date_range = "N/A"
+        if len(obs_idx) > 0:
+            try:
+                fmt = '%b %Y' if config.Frequency[i] == 'm' else '%Y-%m'
+                # Use iloc for positional indexing
+                if hasattr(Time, 'iloc'):
+                    date_range = f"{Time.iloc[obs_idx[0]].strftime(fmt)}-{Time.iloc[obs_idx[-1]].strftime(fmt)}"
+                else:
+                    date_range = f"{Time[obs_idx[0]].strftime(fmt)}-{Time[obs_idx[-1]].strftime(fmt)}"
+            except (AttributeError, ValueError, TypeError) as e:
+                # Fallback to positional indexing
+                _logger.debug(f"summarize: Failed to format date range with strftime: {type(e).__name__}: {str(e)}")
+                try:
+                    if hasattr(Time, 'iloc'):
+                        date_range = f"{Time.iloc[obs_idx[0]]}-{Time.iloc[obs_idx[-1]]}"
+                    else:
+                        date_range = f"{Time[obs_idx[0]]}-{Time[obs_idx[-1]]}"
+                except (AttributeError, ValueError, TypeError, IndexError) as e2:
+                    _logger.debug(f"summarize: Failed to format date range fallback: {type(e2).__name__}: {str(e2)}")
+                    date_range = "N/A"
+        
+        y = X[t_obs, i]
+        if len(y) == 0:
+            stats = (np.nan, np.nan, np.nan, np.nan)
+        else:
+            stats = np.nanmean(y), np.nanstd(y), np.nanmin(y) if len(y) > 0 else np.nan, np.nanmax(y) if len(y) > 0 else np.nan
+        
+        print(f"{name:30s} | {len(obs_idx):17d}    {units_t:12s}    {freq:10s}    "
+              f"{stats[0]:8.1f}    {stats[1]:8.1f}    {stats[2]:8.1f}    {stats[3]:8.1f}")
+        print(f"{sid:30s} | {date_range:17s}\n")
+    
+    print("\n\n\n")

{dfm_python-0.1.1.dist-info → dfm_python-0.1.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dfm-python
-Version: 0.1.1
+Version: 0.1.2
 Summary: Dynamic Factor Model (DFM) estimation and nowcasting in Python
 Project-URL: Homepage, https://github.com/yourusername/dfm-python
 Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme

dfm_python-0.1.2.dist-info/RECORD

@@ -0,0 +1,12 @@
+dfm_python/__init__.py,sha256=_74eT10hQse0xb22IsiTNKLe7daY_0YbKHjMkdhO3U4,961
+dfm_python/config.py,sha256=dBhBO-ckKlzm0DPImOhdP9eDo1m0Nfh2vnanPUGMVfs,19005
+dfm_python/data_loader.py,sha256=v81w3V_IkV9i6V5WYZOlky8mRTyPTaTRfhDKQY2bBLQ,14507
+dfm_python/dfm.py,sha256=UDMXEMjVY3_d5hd9_AgIWHrTdDDZaQU05HH_Y7erwPI,107948
+dfm_python/kalman.py,sha256=RS9obW1eT7Q6L5NeXk9vB4ZYZbg96d0yYm4gk6NaO1M,14712
+dfm_python/news.py,sha256=wLT3ppauByLZpDRhN3VMhCk6rIgxFJcFjJJG5GwFrdI,30150
+dfm_python/utils/__init__.py,sha256=y6GDS1VXVcsjnKmlhEaTGyElwm65DW6Z8HyzOByPwI0,234
+dfm_python/utils/data_utils.py,sha256=q7ugdz5Jr0wNhY3tY_TJiLHs5jzu0s4br4tm4ivI8Cg,6369
+dfm_python-0.1.2.dist-info/METADATA,sha256=CpWELdzB5-uD2xelNnpfMS0hZKUmO4co5hLMl2ZbcPY,11035
+dfm_python-0.1.2.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+dfm_python-0.1.2.dist-info/licenses/LICENSE,sha256=6e87br6LCDHjy2hdIR1-sdBQy351qdmSEbOg6jQ7ZXY,1063
+dfm_python-0.1.2.dist-info/RECORD,,

dfm_python-0.1.1.dist-info/RECORD

@@ -1,10 +0,0 @@
-dfm_python/__init__.py,sha256=_74eT10hQse0xb22IsiTNKLe7daY_0YbKHjMkdhO3U4,961
-dfm_python/config.py,sha256=dBhBO-ckKlzm0DPImOhdP9eDo1m0Nfh2vnanPUGMVfs,19005
-dfm_python/data_loader.py,sha256=v81w3V_IkV9i6V5WYZOlky8mRTyPTaTRfhDKQY2bBLQ,14507
-dfm_python/dfm.py,sha256=MMIOrkWKrN5u8eXl3526JLHb8wVDMyc8hH3Uak7wbVg,108301
-dfm_python/kalman.py,sha256=RS9obW1eT7Q6L5NeXk9vB4ZYZbg96d0yYm4gk6NaO1M,14712
-dfm_python/news.py,sha256=wLT3ppauByLZpDRhN3VMhCk6rIgxFJcFjJJG5GwFrdI,30150
-dfm_python-0.1.1.dist-info/METADATA,sha256=IeXFro6fYWKjajX6xYb-y6SjVBMEuCYDXm-_3tTjNf0,11035
-dfm_python-0.1.1.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-dfm_python-0.1.1.dist-info/licenses/LICENSE,sha256=6e87br6LCDHjy2hdIR1-sdBQy351qdmSEbOg6jQ7ZXY,1063
-dfm_python-0.1.1.dist-info/RECORD,,