dfm-python 0.2.7__tar.gz → 0.2.9__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (54) hide show
  1. dfm_python-0.2.9/.env.example +0 -0
  2. {dfm_python-0.2.7 → dfm_python-0.2.9}/PKG-INFO +4 -10
  3. dfm_python-0.2.9/config/blocks/default.yaml +29 -0
  4. dfm_python-0.2.9/config/blocks/sample_spec.yaml +29 -0
  5. dfm_python-0.2.9/config/blocks/sample_spec2.yaml +29 -0
  6. {dfm_python-0.2.7 → dfm_python-0.2.9}/config/default.yaml +3 -2
  7. dfm_python-0.2.9/config/experiment/exp1.yaml +14 -0
  8. dfm_python-0.2.9/config/experiment/exp2.yaml +14 -0
  9. dfm_python-0.2.9/config/experiment/exp3.yaml +14 -0
  10. dfm_python-0.2.9/config/series/default.yaml +749 -0
  11. dfm_python-0.2.9/config/series/sample_spec.yaml +749 -0
  12. dfm_python-0.2.9/config/series/sample_spec2.yaml +699 -0
  13. dfm_python-0.2.9/full_tutorial_example.ipynb +2014 -0
  14. {dfm_python-0.2.7 → dfm_python-0.2.9}/pyproject.toml +10 -10
  15. dfm_python-0.2.9/src/adapters/__init__.py +50 -0
  16. dfm_python-0.2.9/src/adapters/data_view.py +156 -0
  17. dfm_python-0.2.9/src/adapters/database.py +155 -0
  18. dfm_python-0.2.9/src/adapters/model_result.py +200 -0
  19. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/__init__.py +6 -29
  20. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/api.py +38 -19
  21. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/config.py +13 -14
  22. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/config_sources.py +354 -59
  23. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/core/diagnostics.py +215 -6
  24. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/core/em.py +49 -49
  25. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/core/helpers.py +76 -0
  26. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/core/numeric.py +7 -7
  27. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/data.py +1 -51
  28. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/dfm.py +4 -1
  29. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/news.py +14 -22
  30. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/utils.py +4 -7
  31. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/test/__init__.py +2 -1
  32. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/test/test_api.py +2 -1
  33. dfm_python-0.2.9/src/test/test_config.py +696 -0
  34. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/test/test_dfm.py +2 -1
  35. {dfm_python-0.2.7 → dfm_python-0.2.9}/tutorial/basic_tutorial.py +148 -3
  36. {dfm_python-0.2.7 → dfm_python-0.2.9}/tutorial/hydra_tutorial.py +7 -2
  37. dfm_python-0.2.9/uv.lock +1177 -0
  38. dfm_python-0.2.7/config/blocks/default.yaml +0 -48
  39. dfm_python-0.2.7/config/series/default.yaml +0 -699
  40. dfm_python-0.2.7/full_tutorial_example.ipynb +0 -1669
  41. dfm_python-0.2.7/uv.lock +0 -1571
  42. {dfm_python-0.2.7 → dfm_python-0.2.9}/.gitignore +0 -0
  43. {dfm_python-0.2.7 → dfm_python-0.2.9}/.python-version +0 -0
  44. {dfm_python-0.2.7 → dfm_python-0.2.9}/LICENSE +0 -0
  45. {dfm_python-0.2.7 → dfm_python-0.2.9}/MANIFEST.in +0 -0
  46. {dfm_python-0.2.7 → dfm_python-0.2.9}/README.md +0 -0
  47. {dfm_python-0.2.7 → dfm_python-0.2.9}/data/sample_data.csv +0 -0
  48. {dfm_python-0.2.7 → dfm_python-0.2.9}/data/sample_spec.csv +0 -0
  49. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/core/__init__.py +0 -0
  50. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/dfm_python/kalman.py +0 -0
  51. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/test/test_factor.py +0 -0
  52. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/test/test_kalman.py +0 -0
  53. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/test/test_numeric.py +0 -0
  54. {dfm_python-0.2.7 → dfm_python-0.2.9}/src/test/test_stability.py +0 -0
dfm_python-0.2.9/.env.example ADDED
File without changes
{dfm_python-0.2.7 → dfm_python-0.2.9}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: dfm-python
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- Version: 0.2.7
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+ Version: 0.2.9
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  Summary: Dynamic Factor Model (DFM) estimation and nowcasting in Python
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  Project-URL: Homepage, https://github.com/yourusername/dfm-python
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  Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme
@@ -25,18 +25,12 @@ Requires-Dist: numpy>=1.24.0
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  Requires-Dist: pandas>=2.0.0
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  Requires-Dist: scipy>=1.10.0
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  Provides-Extra: all
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- Requires-Dist: httpx>=0.24.0; extra == 'all'
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  Requires-Dist: hydra-core>=1.3.0; extra == 'all'
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  Requires-Dist: omegaconf>=2.3.0; extra == 'all'
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- Requires-Dist: psycopg2-binary>=2.9.0; extra == 'all'
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- Requires-Dist: pydantic-settings>=2.11.0; extra == 'all'
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  Requires-Dist: pytest>=7.0.0; extra == 'all'
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- Requires-Dist: supabase>=2.0.0; extra == 'all'
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- Provides-Extra: database
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- Requires-Dist: httpx>=0.24.0; extra == 'database'
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- Requires-Dist: psycopg2-binary>=2.9.0; extra == 'database'
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- Requires-Dist: pydantic-settings>=2.11.0; extra == 'database'
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- Requires-Dist: supabase>=2.0.0; extra == 'database'
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+ Requires-Dist: sqlalchemy>=2.0.0; extra == 'all'
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+ Provides-Extra: db
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+ Requires-Dist: sqlalchemy>=2.0.0; extra == 'db'
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  Provides-Extra: dev
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  Requires-Dist: pytest>=7.0.0; extra == 'dev'
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  Provides-Extra: hydra
dfm_python-0.2.9/config/blocks/default.yaml ADDED
@@ -0,0 +1,29 @@
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+ Block-Export:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block-Labor:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block-Nominal:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Consumption:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Global:
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+ factors: 3
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Investment:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
dfm_python-0.2.9/config/blocks/sample_spec.yaml ADDED
@@ -0,0 +1,29 @@
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+ Block-Export:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block-Labor:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block-Nominal:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Consumption:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Global:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Investment:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
dfm_python-0.2.9/config/blocks/sample_spec2.yaml ADDED
@@ -0,0 +1,29 @@
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+ Block-Export:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
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+
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+ Block-Labor:
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+ factors: 1
8
+ ar_lag: 1
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+ clock: m
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+
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+ Block-Nominal:
12
+ factors: 1
13
+ ar_lag: 1
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+ clock: m
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+
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+ Block_Consumption:
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+ factors: 2
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Global:
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+ factors: 3
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+ ar_lag: 1
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+ clock: m
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+
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+ Block_Investment:
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+ factors: 1
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+ ar_lag: 1
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+ clock: m
{dfm_python-0.2.7 → dfm_python-0.2.9}/config/default.yaml RENAMED
@@ -9,8 +9,9 @@
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  # - Block structure: Edit config/blocks/default.yaml
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  defaults:
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- - series: default # Load series definitions from config/series/default.yaml
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- - blocks: default # Load block structure from config/blocks/default.yaml
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+ - experiment: null # Optional: Select experiment config (exp1, exp2, etc.) or null for base config
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+ - series: default # Load series definitions from config/series/default.yaml
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+ - blocks: default # Load block structure from config/blocks/default.yaml
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  - _self_
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  # ============================================================================
dfm_python-0.2.9/config/experiment/exp1.yaml ADDED
@@ -0,0 +1,14 @@
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+ # Experiment 1: Default Configuration
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+ # Uses default series and default blocks
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+ # This is the baseline configuration
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+
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+ defaults:
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+ - /default
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+ - series: default
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+ - blocks: default
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+ - _self_
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+
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+ # Override any estimation parameters if needed
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+ # threshold: 1e-5
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+ # max_iter: 5000
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+
dfm_python-0.2.9/config/experiment/exp2.yaml ADDED
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+ # Experiment 2: Sample Spec Configuration
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+ # Uses sample_spec series and blocks
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+ # For demonstration purposes
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+
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+ defaults:
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+ - /default
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+ - series: sample_spec
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+ - blocks: sample_spec
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+ - _self_
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+
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+ # Override any estimation parameters if needed
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+ # threshold: 1e-5
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+ # max_iter: 5000
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+
dfm_python-0.2.9/config/experiment/exp3.yaml ADDED
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+ # Experiment 3: Sample Spec2 Configuration
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+ # Uses sample_spec2 series and blocks
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+ # For demonstration purposes
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+
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+ defaults:
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+ - /default
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+ - series: sample_spec2
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+ - blocks: sample_spec2
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+ - _self_
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+
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+ # Override any estimation parameters if needed
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+ # threshold: 1e-5
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+ # max_iter: 5000
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+