dfm-python 0.5.53__tar.gz → 0.5.54__tar.gz

{dfm_python-0.5.53 → dfm_python-0.5.54}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dfm-python
-Version: 0.5.53
+Version: 0.5.54
 Summary: Dynamic Factor Model (DFM) estimation and forecasting in Python
 Project-URL: Homepage, https://github.com/yourusername/dfm-python
 Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme

dfm_python-0.5.54/config/ddfm_macro.yaml

@@ -0,0 +1,63 @@
+# DDFM Configuration for Macroeconomic Datasets
+# Based on Korean economic indicators (KO* series)
+# Data: 101 series, mixed weekly/monthly frequency (1985-04-05 to 2025-11-21)
+# Clock: Weekly (w) - base frequency for latent factors
+# Target: KOEQUIPTE (Investment, Equipment, Estimation, SA)
+
+# Neural Network Architecture
+encoder_layers:
+  - 64
+  - 32
+num_factors: 2  # Number of factors (DDFM does not use block structure)
+activation: relu  # Activation function: 'tanh', 'relu', 'sigmoid'
+use_batch_norm: true
+
+# Training Parameters
+learning_rate: 0.001
+epochs: 100
+batch_size: 100  # DDFM-specific default batch size
+factor_order: 1  # VAR lag order for factor dynamics (1 or 2)
+
+# Idiosyncratic Components
+use_idiosyncratic: true
+min_obs_idio: 5  # Minimum observations for idio AR(1) estimation
+
+# MCMC/Iterative Parameters
+max_iter: 200  # Maximum MCMC iterations for iterative factor extraction
+tolerance: 0.0005  # Convergence tolerance for MCMC iterations
+disp: 10  # Display frequency for training progress
+
+# Data Handling
+clock: w  # Weekly clock frequency (base frequency for latent factors)
+target_scaler: standard  # Scaler for target series only: 'standard', 'robust', 'minmax', 'maxabs', 'quantile', or null (no scaling)
+# Note: nan_method and nan_k are internal constants (not user-configurable)
+
+# Frequency mapping for mixed-frequency macro data
+# Clock is weekly (w), so monthly series are slower frequency
+# All frequencies must be explicitly specified
+# Reduced set for faster testing (~50% reduction: 12 monthly series kept from original ~24)
+frequency:
+  # Monthly series (slower than weekly clock) - typically end-of-month observations
+  # Essential series for testing
+  KOEMPTOTO: m  # Total employment (monthly)
+  KOHWRWEMP: m  # Hours worked (monthly)
+  KOIMPCONA: m  # Investment, Construction (monthly)
+  KOWRCCNSE: m  # Consumption (monthly)
+  KOCONPRCF: m  # Production (monthly)
+  KOCPCOREF: m  # Consumer prices (monthly)
+  KOCPEXFEF: m  # Export prices (monthly)
+  KOCREU..A: m  # Credit (monthly)
+  KOLRLTHH: m  # Interest rates (monthly)
+  KOBSIHAPR: m  # Business survey (monthly)
+  KOCNFCONR: m  # Confidence (monthly)
+  # Target series
+  KOEQUIPTE: m  # Investment, Equipment (monthly, target series)
+  # Weekly series (same as clock frequency)
+  KORFBEV: w  # Retail, Food & Beverages (weekly)
+  KORWHLS: w  # Retail, Wholesale (weekly)
+  KORMCMP: w  # Retail, Miscellaneous & Comparison (weekly)
+  KORELEC: w  # Retail, Electronics (weekly)
+  KORCNST: w  # Retail, Construction (weekly)
+  KORMACH: w  # Retail, Machinery (weekly)
+  KOROCOINF: w  # Retail, Other Consumer & Information (weekly)
+

dfm_python-0.5.54/config/dfm_macro.yaml

@@ -0,0 +1,84 @@
+# DFM Configuration for Macroeconomic Datasets
+# Based on Korean economic indicators (KO* series)
+# Data: 101 series, mixed weekly/monthly frequency (1985-04-05 to 2025-11-21)
+# Clock: Weekly (w) - base frequency for latent factors
+# Target: KOEQUIPTE (Investment, Equipment, Estimation, SA)
+
+# EM Algorithm Parameters
+ar_lag: 1  # Global AR lag order (applies to all blocks)
+threshold: 1.0e-05  # EM convergence threshold
+max_iter: 5000  # Maximum EM iterations
+
+# Numerical Stability Parameters
+clip_ar_coefficients: true
+ar_clip_min: -0.99
+ar_clip_max: 0.99
+use_regularization: true
+regularization_scale: 1.0e-05
+
+# Idiosyncratic Component Parameters
+augment_idio: true
+augment_idio_slow: true  # Important for mixed-frequency macro data (weekly clock, monthly indicators)
+idio_rho0: 0.1
+idio_min_var: 1.0e-08
+
+# Data Handling
+clock: w  # Weekly clock frequency (base frequency for latent factors)
+# target_scaler: Pass sklearn scaler object directly (e.g., StandardScaler(), RobustScaler())
+# Example in Python:
+#   from sklearn.preprocessing import StandardScaler
+#   config.target_scaler = StandardScaler()
+# Note: nan_method and nan_k are internal constants (not user-configurable)
+
+# Block Structure for Macroeconomic Data
+# Simplified for faster testing - reduced to 2 blocks with essential series
+# Series can appear in multiple blocks to capture different factor structures
+blocks:
+  Block_Real:
+    num_factors: 2  # Real economy factors (production, employment, consumption, investment)
+    series:
+      - KOCONPRCF  # Production
+      - KOEMPTOTO  # Total employment
+      - KOHWRWEMP  # Hours worked
+      - KOWRCCNSE  # Consumption
+      - KOIMPCONA  # Investment
+  Block_Prices_Financial:
+    num_factors: 2  # Price, financial, and survey factors (combined for testing)
+    series:
+      - KOCPCOREF  # Consumer prices
+      - KOCPEXFEF  # Export prices
+      - KOWRCCNSE  # Consumption (overlap with Block_Real)
+      - KOCREU..A  # Credit
+      - KOLRLTHH  # Interest rates
+      - KOBSIHAPR  # Business survey
+      - KOCNFCONR  # Confidence
+
+# Frequency mapping for mixed-frequency macro data
+# Clock is weekly (w), so monthly series are slower frequency
+# All frequencies must be explicitly specified
+# Reduced set for faster testing (~50% reduction: 18 monthly series kept from original ~36)
+frequency:
+  # Monthly series (slower than weekly clock) - typically end-of-month observations
+  # Block_Real series
+  KOEMPTOTO: m  # Total employment (monthly)
+  KOHWRWEMP: m  # Hours worked (monthly)
+  KOIMPCONA: m  # Investment, Construction (monthly)
+  KOWRCCNSE: m  # Consumption (monthly)
+  KOCONPRCF: m  # Production (monthly)
+  # Block_Prices_Financial series
+  KOCPCOREF: m  # Consumer prices (monthly)
+  KOCPEXFEF: m  # Export prices (monthly)
+  KOCREU..A: m  # Credit (monthly)
+  KOLRLTHH: m  # Interest rates (monthly)
+  KOBSIHAPR: m  # Business survey (monthly)
+  KOCNFCONR: m  # Confidence (monthly)
+  # Target series
+  KOEQUIPTE: m  # Investment, Equipment (monthly, target series)
+  # Weekly series (same as clock frequency)
+  KORFBEV: w  # Retail, Food & Beverages (weekly)
+  KORWHLS: w  # Retail, Wholesale (weekly)
+  KORMCMP: w  # Retail, Miscellaneous & Comparison (weekly)
+  KORELEC: w  # Retail, Electronics (weekly)
+  KORCNST: w  # Retail, Construction (weekly)
+  KORMACH: w  # Retail, Machinery (weekly)
+  KOROCOINF: w  # Retail, Other Consumer & Information (weekly)

{dfm_python-0.5.53 → dfm_python-0.5.54}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "dfm-python"
-version = "0.5.53"
+version = "0.5.54"
 description = "Dynamic Factor Model (DFM) estimation and forecasting in Python"
 readme = "README.md"
 requires-python = ">=3.10"

{dfm_python-0.5.53 → dfm_python-0.5.54}/src/dfm_python/__init__.py

@@ -40,7 +40,7 @@ Example (Standard Lightning Pattern):
     >>> model.load_config('config/default.yaml')
     >>> 
     >>> # Step 4: Create trainer and fit (standard Lightning pattern)
-    >>> trainer = DFMTrainer(max_epochs=100)
+    >>> trainer = DFMTrainer(max_epochs=100)  # DEFAULT_MAX_EPOCHS
     >>> trainer.fit(model, dm)
     >>> 
     >>> # Step 5: Predict
@@ -55,7 +55,7 @@ Example (Standard Lightning Pattern):
     >>> ddfm_model = DDFM(encoder_layers=[64, 32], num_factors=2)
     >>> ddfm_model.load_config('config/default.yaml')
     >>> 
-    >>> trainer_ddfm = DDFMTrainer(max_epochs=100)
+    >>> trainer_ddfm = DDFMTrainer(max_epochs=100)  # DEFAULT_MAX_EPOCHS
     >>> trainer_ddfm.fit(ddfm_model, dm_ddfm)
     >>> Xf, Zf = ddfm_model.predict(horizon=6)
     
@@ -65,7 +65,7 @@ Note: DFMConfig uses frequency dict to specify series (column names -> frequenci
 For detailed documentation, see the README.md file and the tutorial notebooks/scripts.
 """
 
-__version__ = "0.5.53"
+__version__ = "0.5.54"
 
 # ============================================================================
 # PUBLIC API DEFINITION

{dfm_python-0.5.53 → dfm_python-0.5.54}/src/dfm_python/config/adapter.py

@@ -28,7 +28,7 @@ from .constants import DEFAULT_CLOCK_FREQUENCY
 # Error helper to reduce repetitive imports
 def _get_config_error():
     """Get ConfigurationError (lazy import to avoid circular dependencies)."""
-    from ...utils.errors import ConfigurationError
+    from dfm_python.utils.errors import ConfigurationError
     return ConfigurationError
 
 
@@ -58,6 +58,22 @@ def _raise_config_error(message: str, details: Optional[str] = None) -> NoReturn
 # Helper Functions for Config Parsing
 # ============================================================================
 
+def _is_dict_like(obj: Any) -> bool:
+    """Check if object is dict-like (dict, OrderedDict, etc.).
+    
+    Parameters
+    ----------
+    obj : Any
+        Object to check
+        
+    Returns
+    -------
+    bool
+        True if object is dict-like, False otherwise
+    """
+    return isinstance(obj, dict) or hasattr(obj, 'keys') and hasattr(obj, '__getitem__')
+
+
 def _convert_series_to_frequency_dict(
     series_data: Any,
     default_clock: str = DEFAULT_CLOCK_FREQUENCY

{dfm_python-0.5.53 → dfm_python-0.5.54}/src/dfm_python/config/constants.py

@@ -28,10 +28,15 @@ MIN_DIAGONAL_VARIANCE = 1e-8  # Minimum variance for diagonal elements
 MIN_OBSERVATION_NOISE = 1e-4  # Minimum observation noise for measurement error (used in EM updates)
 MIN_FACTOR_VARIANCE = 1e-10  # Minimum variance for factors
 MIN_STD = 1e-8  # Minimum standard deviation
+DEFAULT_VARIANCE_FALLBACK = 1.0  # Default variance fallback value for numerical stability
 
 # Maximum eigenvalues
 MAX_EIGENVALUE = 1e6  # Maximum eigenvalue cap
 
+# Eigenvalue stability thresholds
+DEFAULT_EIGENVALUE_MAX_MAGNITUDE = 1.0  # Default maximum eigenvalue magnitude for stability checks
+DEFAULT_EIGENVALUE_WARN_THRESHOLD = 0.99  # Default warning threshold for near-unstable eigenvalues
+
 # Matrix cleaning defaults
 DEFAULT_CLEAN_NAN = 0.0  # Default value for NaN replacement in clean_matrix
 DEFAULT_CLEAN_INF = MAX_EIGENVALUE  # Default value for Inf replacement in clean_matrix (uses MAX_EIGENVALUE)
@@ -39,6 +44,12 @@ DEFAULT_CLEAN_INF = MAX_EIGENVALUE  # Default value for Inf replacement in clean
 # Identity matrix defaults
 DEFAULT_IDENTITY_SCALE = 1.0  # Default scale for create_scaled_identity(n, 1.0)
 DEFAULT_ZERO_VALUE = 0.0  # Default zero value for explicit zero assignments
+DEFAULT_XAVIER_GAIN = 1.0  # Default gain for Xavier initialization
+DEFAULT_OUTPUT_LAYER_GAIN = 0.1  # Default gain for output layer Xavier initialization (smaller for stability)
+
+# Companion matrix initialization defaults
+DEFAULT_INIT_SCALE = 0.01  # Default initialization scale for companion matrix B and C matrices
+DEFAULT_KERNEL_INIT_SCALE = 0.1  # Default initialization scale for companion matrix coefficient matrices
 
 # Regularization scales
 DEFAULT_REGULARIZATION_SCALE = 1e-5  # Default ridge regularization scale
@@ -57,7 +68,6 @@ DEFAULT_MAX_ITER = 100  # Default maximum EM iterations (general)
 DEFAULT_EM_MAX_ITER = 5000  # Default maximum EM iterations (DFM-specific)
 DEFAULT_MAX_EPOCHS = 100  # Default maximum training epochs
 DEFAULT_MAX_MCMC_ITER = 200  # Default maximum MCMC iterations
-DEFAULT_EPOCHS_PER_ITER = 10  # Default epochs per MCMC iteration
 
 # Batch size defaults
 DEFAULT_BATCH_SIZE = 32  # Default batch size for neural networks
@@ -78,6 +88,10 @@ DEFAULT_LR_DECAY_RATE = 0.96  # Default exponential decay rate for learning rate
 
 # Loss function defaults
 DEFAULT_HUBER_DELTA = 1.0  # Default delta parameter for Huber loss
+HUBER_QUADRATIC_COEFF = 0.5  # Quadratic coefficient for Huber loss (0.5 * a^2 term)
+
+# Matrix computation defaults
+SYMMETRY_AVERAGE_FACTOR = 0.5  # Averaging factor for symmetric matrix computation (0.5 * (M + M.T))
 
 # Data clipping defaults
 DEFAULT_DDFM_CLIP_RANGE_DEEP = 8.0  # Clipping range for deep networks (>2 layers)
@@ -86,11 +100,15 @@ DEFAULT_DDFM_CLIP_RANGE_SHALLOW = 10.0  # Clipping range for shallow networks (<
 # Numerical stability for division
 DEFAULT_EPSILON = 1e-8  # Default epsilon for division operations to prevent division by zero
 
+# Random seed defaults
+DEFAULT_SEED = 3  # Default random seed for reproducibility
+
 # Structural identification defaults
 DEFAULT_STRUCTURAL_REG_WEIGHT = 0.1  # Default weight for structural regularization loss
 DEFAULT_STRUCTURAL_INIT_SCALE = 0.1  # Default initialization scale for structural matrices
 DEFAULT_STRUCTURAL_DIAG_SCALE = 1.0  # Default diagonal scale for structural matrices (FIXED Iteration 7: was 0.1, caused near-singular S)
 DEFAULT_CHOLESKY_EPS = 1e-6  # Default epsilon for Cholesky decomposition stability
+CHOLESKY_LOG_DET_FACTOR = 2.0  # Factor for log determinant computation from Cholesky decomposition (log det = 2.0 * sum(log(diag(L))))
 
 # ============================================================================
 # Network Architecture Defaults
@@ -112,17 +130,27 @@ DEFAULT_START_DATE = datetime(2000, 1, 1)
 
 # Default window size for DDFM
 DEFAULT_WINDOW_SIZE = 100
+DEFAULT_TENT_KERNEL_SIZE = 5  # Default tent kernel size for slower-frequency series aggregation
 # Note: DEFAULT_BATCH_SIZE is defined above (line 52) as 32 for general neural networks
 # Use DEFAULT_DDFM_BATCH_SIZE (100) for DDFM-specific batch size
 
 # Warning/display limits
 MAX_WARNING_ITEMS = 5  # Maximum number of items to show in warning messages
+MAX_ERROR_ITEMS = 20  # Maximum number of items to show in error message details
 
 # Minimum observations
 DEFAULT_MIN_OBS = 5  # Default minimum observations for estimation
 DEFAULT_MIN_OBS_IDIO = 5  # Default minimum observations for idio estimation
 DEFAULT_MIN_OBS_VAR = 7  # Minimum observations for VAR estimation (order + 5)
 
+# Dimension validation bounds
+MIN_TIME_STEPS = 1  # Minimum number of time steps (T) required for data
+MIN_VARIABLES = 1  # Minimum number of variables (N) required for data
+MIN_DDFM_TIME_STEPS = 2  # Minimum number of time steps (T) required for DDFM training (DDFM-specific, different from general MIN_TIME_STEPS=1)
+MIN_DDFM_DATASET_SIZE_WARNING = 10  # Minimum dataset size (T) below which DDFM denoising training warns about potential instability
+MIN_ITER_FOR_DELTA_COMPUTATION = 1  # Minimum iteration count required before computing delta (MSE change) in DDFM denoising training
+MIN_EPS_SHAPE_FOR_IDIO = 1  # Minimum eps shape dimension required for idiosyncratic component processing in DDFM
+
 # Idiosyncratic component defaults
 DEFAULT_IDIO_STD = 0.1  # Default idiosyncratic standard deviation (when estimation fails)
 DEFAULT_IDIO_RHO0 = 0.1  # Default initial AR coefficient for idiosyncratic components
@@ -130,9 +158,7 @@ DEFAULT_AR_COEF = 0.5  # Default AR coefficient for initialization (conservative
 DEFAULT_PROCESS_NOISE = 0.1  # Default process noise for initialization
 DEFAULT_TRANSITION_COEF = 0.9  # Default transition coefficient for DFM initialization
 
-# Standardization defaults
-DEFAULT_WX_VALUE = 1.0  # Default standard deviation when Wx is missing (unit scale)
-DEFAULT_MX_VALUE = 0.0  # Default mean when Mx is missing (zero-centered)
+# Standardization defaults removed - now using sklearn scalers directly
 
 # VAR stability and clipping
 VAR_STABILITY_THRESHOLD = 0.99  # Maximum eigenvalue for VAR stability
@@ -153,18 +179,20 @@ DEFAULT_DAMPING_FACTOR = 0.5  # Default damping factor for parameter updates (us
 
 # Numerical thresholds
 MIN_CONDITION_NUMBER = 1e-12  # Minimum value for condition number calculations
+MAX_CONDITION_NUMBER = 1e8  # Maximum condition number threshold for regularization (ill-conditioned matrix threshold)
 
 # ============================================================================
 # Display and Logging Defaults
 # ============================================================================
 
 DEFAULT_DISP = 10  # Default display interval for progress
+DEFAULT_LOG_INTERVAL = 10  # Default logging interval divisor (log every num_epochs // DEFAULT_LOG_INTERVAL epochs)
+DEFAULT_PROGRESS_LOG_INTERVAL = 5  # Default progress logging interval for EM algorithm
 
 # ============================================================================
 # Precision Defaults
 # ============================================================================
 
-DEFAULT_PRECISION = 32  # Default training precision
 DEFAULT_DTYPE = np.float32  # Default numpy dtype for arrays
 
 # PyTorch dtype (matches DEFAULT_DTYPE)
@@ -180,6 +208,34 @@ except ImportError:
 
 DEFAULT_IRF_HORIZON = 20  # Default horizon for IRF computation
 
+# ============================================================================
+# Forecast Defaults
+# ============================================================================
+
+DEFAULT_FORECAST_HORIZON = 6  # Default horizon for forecast computation
+
+# ============================================================================
+# Error Handling Constants
+# ============================================================================
+
+# Common exception types for computation error handling
+# Used to consolidate duplicate exception handling patterns across models
+COMPUTATION_ERROR_TYPES = (RuntimeError, ValueError, TypeError, AttributeError, KeyError)
+
+# ============================================================================
+# KDFM Defaults
+# ============================================================================
+
+DEFAULT_KDFM_AR_ORDER = 1  # Default AR order (VAR lag order p) for KDFM
+DEFAULT_KDFM_MA_ORDER = 0  # Default MA order (MA lag order q) for KDFM (0 = pure VAR)
+
+# ============================================================================
+# Tutorial Defaults
+# ============================================================================
+
+TUTORIAL_MAX_PERIODS = 100  # Default maximum periods for tutorial data (reduced for faster execution)
+TUTORIAL_MAX_EPOCHS = 10  # Default maximum epochs for tutorial training (reduced for faster execution)
+
 # ============================================================================
 # Matrix Type Constants
 # ============================================================================
@@ -248,6 +304,8 @@ TENT_WEIGHTS_LOOKUP: Dict[Tuple[str, str], np.ndarray] = {
     ('a', 'm'): np.array([1, 2, 3, 4, 5, 4, 3, 2, 1]),       # 9 periods: annual -> monthly
     ('m', 'w'): np.array([1, 2, 3, 2, 1]),                    # 5 periods: monthly -> weekly
     ('q', 'w'): np.array([1, 2, 3, 4, 5, 4, 3, 2, 1]),       # 9 periods: quarterly -> weekly
+    ('sa', 'w'): np.array([1, 2, 3, 4, 3, 2, 1]),             # 7 periods: semi-annual -> weekly
+    ('a', 'w'): np.array([1, 2, 3, 4, 5, 4, 3, 2, 1]),       # 9 periods: annual -> weekly
     ('sa', 'q'): np.array([1, 2, 1]),                         # 3 periods: semi-annual -> quarterly
     ('a', 'q'): np.array([1, 2, 3, 2, 1]),                    # 5 periods: annual -> quarterly
     ('a', 'sa'): np.array([1, 2, 1]),                         # 3 periods: annual -> semi-annual
@@ -271,19 +329,26 @@ __all__ = [
     'MIN_FACTOR_VARIANCE',
     'MIN_STD',
     'MAX_EIGENVALUE',
+    'DEFAULT_EIGENVALUE_MAX_MAGNITUDE',
+    'DEFAULT_EIGENVALUE_WARN_THRESHOLD',
     'DEFAULT_CLEAN_NAN',
     'DEFAULT_CLEAN_INF',
     'DEFAULT_IDENTITY_SCALE',
     'DEFAULT_ZERO_VALUE',
+    'DEFAULT_XAVIER_GAIN',
+    'DEFAULT_OUTPUT_LAYER_GAIN',
+    'DEFAULT_INIT_SCALE',
+    'DEFAULT_KERNEL_INIT_SCALE',
     'DEFAULT_REGULARIZATION_SCALE',
     'DEFAULT_REGULARIZATION',
     'DEFAULT_CLIP_THRESHOLD',
     'DEFAULT_DATA_CLIP_THRESHOLD',
+    'MIN_CONDITION_NUMBER',
+    'MAX_CONDITION_NUMBER',
     # Training
     'DEFAULT_MAX_ITER',
     'DEFAULT_MAX_EPOCHS',
     'DEFAULT_MAX_MCMC_ITER',
-    'DEFAULT_EPOCHS_PER_ITER',
     'DEFAULT_BATCH_SIZE',  # General neural network default (32)
     'DEFAULT_DDFM_BATCH_SIZE',  # DDFM-specific default (100)
     'DEFAULT_LEARNING_RATE',
@@ -292,9 +357,11 @@ __all__ = [
     'DEFAULT_WEIGHT_DECAY',
     'DEFAULT_LR_DECAY_RATE',
     'DEFAULT_HUBER_DELTA',
+    'HUBER_QUADRATIC_COEFF',
     'DEFAULT_DDFM_CLIP_RANGE_DEEP',
     'DEFAULT_DDFM_CLIP_RANGE_SHALLOW',
     'DEFAULT_EPSILON',
+    'DEFAULT_SEED',
     # Structural identification
     'DEFAULT_STRUCTURAL_REG_WEIGHT',
     'DEFAULT_STRUCTURAL_INIT_SCALE',
@@ -311,6 +378,13 @@ __all__ = [
     'DEFAULT_MIN_OBS',
     'DEFAULT_MIN_OBS_IDIO',
     'DEFAULT_MIN_OBS_VAR',
+    # Dimension validation
+    'MIN_TIME_STEPS',
+    'MIN_VARIABLES',
+    'MIN_DDFM_TIME_STEPS',
+    'MIN_DDFM_DATASET_SIZE_WARNING',
+    'MIN_ITER_FOR_DELTA_COMPUTATION',
+    'MIN_EPS_SHAPE_FOR_IDIO',
     'DEFAULT_IDIO_STD',
     'DEFAULT_IDIO_RHO0',
     'DEFAULT_AR_COEF',
@@ -325,19 +399,28 @@ __all__ = [
     'DEFAULT_SLOWER_FREQ_VARIANCE_DENOMINATOR',
     'DEFAULT_EXTREME_FORECAST_THRESHOLD',
     'DEFAULT_MAX_VARIANCE',
-    # Standardization
-    'DEFAULT_WX_VALUE',
-    'DEFAULT_MX_VALUE',
     # Correlation and validation
     'PERFECT_CORR_THRESHOLD',
     'HIGH_CORR_THRESHOLD',
     'DEFAULT_DAMPING_FACTOR',
     # Display
     'DEFAULT_DISP',
-    # Precision
-    'DEFAULT_PRECISION',
+    'DEFAULT_LOG_INTERVAL',
+    'DEFAULT_PROGRESS_LOG_INTERVAL',
+    'DEFAULT_TENT_KERNEL_SIZE',
+    'MAX_ERROR_ITEMS',
     # IRF
     'DEFAULT_IRF_HORIZON',
+    # Forecast
+    'DEFAULT_FORECAST_HORIZON',
+    # Error handling
+    'COMPUTATION_ERROR_TYPES',
+    # KDFM defaults
+    'DEFAULT_KDFM_AR_ORDER',
+    'DEFAULT_KDFM_MA_ORDER',
+    # Tutorial defaults
+    'TUTORIAL_MAX_PERIODS',
+    'TUTORIAL_MAX_EPOCHS',
     # Matrix types
     'MATRIX_TYPE_GENERAL',
     'MATRIX_TYPE_COVARIANCE',
@@ -345,6 +428,9 @@ __all__ = [
     'MATRIX_TYPE_LOADING',
     # Log-determinant
     'MAX_LOG_DETERMINANT',
+    'CHOLESKY_LOG_DET_FACTOR',
+    # Matrix computation
+    'SYMMETRY_AVERAGE_FACTOR',
     # Default frequency
     'DEFAULT_CLOCK_FREQUENCY',
     'DEFAULT_HIERARCHY_VALUE',