dfm-python 0.5.4__py3-none-any.whl → 0.5.11__py3-none-any.whl

dfm_python/__init__.py

@@ -6,6 +6,7 @@ This package implements a comprehensive Dynamic Factor Model framework with supp
 - Tent kernel aggregation for low-to-high frequency mapping
 - Expectation-Maximization (EM) algorithm for parameter estimation
 - Kalman filtering and smoothing for factor extraction
+- News decomposition for nowcasting
 - Deep Dynamic Factor Models (DDFM) with nonlinear encoders (requires PyTorch)
 
 The package implements a clock-based approach to mixed-frequency DFMs, where all latent 
@@ -22,6 +23,7 @@ Key Features:
     - Flexible block structure for factor modeling
     - Robust handling of missing data (internal spline interpolation)
     - Automatic standardization and data clipping
+    - News decomposition for forecast updates
 
 Example (Standard Lightning Pattern):
     >>> from dfm_python import DFM, DFMDataModule, DFMTrainer
@@ -65,7 +67,7 @@ Note: DFMConfig and SeriesConfig are internal implementation details.
 For detailed documentation, see the README.md file and the tutorial notebooks/scripts.
 """
 
-__version__ = "0.5.4"
+__version__ = "0.5.11"
 
 # ============================================================================
 # PUBLIC API DEFINITION
@@ -79,14 +81,15 @@ __version__ = "0.5.4"
 # 2. High-level API: DFM, DDFM, module-level convenience functions
 # 3. Core utilities: TimeIndex, diagnostics
 # 4. Models: BaseFactorModel, DDFM (low-level)
-# 5. Data & Results: DFMResult
+# 5. Nowcasting: Nowcast, result classes, para_const
+# 6. Data & Results: DFMResult
 # ============================================================================
 
 # Configuration (from config/ subpackage)
 from .config import (
     DEFAULT_BLOCK_NAME,
-    ConfigSource, YamlSource, HydraSource,
-    make_config_source,
+    ConfigSource, YamlSource, DictSource, HydraSource,
+    MergedConfigSource, make_config_source,
 )
 # Internal imports (for backward compatibility, but not recommended)
 from .config import DFMConfig, SeriesConfig  # Internal use only
@@ -107,6 +110,17 @@ from .lightning import (
     EMAlgorithm,  # Module class
 )
 
+# Nowcasting (from nowcast/ subpackage)
+from .nowcast import (
+    Nowcast,
+    NowcastResult,
+)
+from .nowcast.helpers import (
+    para_const,
+    NewsDecompResult,
+    BacktestResult,
+)
+
 # Model implementations
 from .models.base import BaseFactorModel
 from .models.dfm import DFM
@@ -116,16 +130,19 @@ from .models.ddfm import DDFM, DDFMModel
 
 __all__ = [
     # Core classes
-    'DFM',
+    'DFM', 'Nowcast',
     # Model base and implementations
     'BaseFactorModel',
+    # Nowcast result classes
+    'NowcastResult', 'NewsDecompResult', 'BacktestResult',
     # Constants
     'DEFAULT_BLOCK_NAME',
     # Config sources
-    'ConfigSource', 'YamlSource', 'HydraSource',
-    'make_config_source',
+    'ConfigSource', 'YamlSource', 'DictSource', 'HydraSource',
+    'MergedConfigSource', 'make_config_source',
     # Low-level API (functional interface - advanced usage)
     'BaseResult', 'DFMResult', 'DDFMResult', 'calculate_rmse', 'diagnose_series', 'print_series_diagnosis',
+    'para_const',  # Internal utility for nowcasting
 ]
 
 # DDFM high-level API (PyTorch is mandatory)

dfm_python/config/__init__.py

@@ -14,7 +14,9 @@ from .utils import validate_frequency, validate_transformation
 from .adapter import (
     ConfigSource,
     YamlSource,
+    DictSource,
     HydraSource,
+    MergedConfigSource,
     make_config_source,
 )
 from .utils import (
@@ -41,8 +43,8 @@ __all__ = [
     # Utilities
     'validate_frequency', 'validate_transformation',
     # IO
-    'ConfigSource', 'YamlSource',
-    'HydraSource', 'make_config_source',
+    'ConfigSource', 'YamlSource', 'DictSource',
+    'HydraSource', 'MergedConfigSource', 'make_config_source',
     # Frequency and aggregation utilities
     'FREQUENCY_HIERARCHY',
     'PERIODS_PER_YEAR',