pyconnectedness 0.1.0__tar.gz

pyconnectedness-0.1.0/.github/workflows/publish.yml

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+name: publish
+
+on:
+  release:
+    types: [published]
+
+permissions:
+  contents: read
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v7
+        with:
+          ref: ${{ github.event.release.tag_name }}
+
+      - uses: actions/setup-python@v7
+        with:
+          python-version: "3.12"
+
+      - name: Install build tools
+        run: python -m pip install --upgrade build twine
+
+      - name: Verify release version
+        run: |
+          python - <<'PY'
+          import os
+          import tomllib
+
+          with open("pyproject.toml", "rb") as f:
+              version = tomllib.load(f)["project"]["version"]
+
+          tag = os.environ["GITHUB_REF_NAME"].removeprefix("v")
+
+          if tag != version:
+              raise SystemExit(
+                  f"Release tag {tag!r} does not match package version {version!r}"
+              )
+
+          print(f"Version OK: {version}")
+          PY
+
+      - name: Build package
+        run: python -m build
+
+      - name: Check distributions
+        run: python -m twine check dist/*
+
+      - name: Test wheel install
+        run: |
+          python -m pip install dist/*.whl
+          python -m pip check
+          python -c "import pyconnectedness; print(pyconnectedness.__version__)"
+
+      - uses: actions/upload-artifact@v7
+        with:
+          name: dist
+          path: dist/
+          if-no-files-found: error
+
+  publish:
+    needs: build
+    runs-on: ubuntu-latest
+
+    environment:
+      name: pypi
+
+    permissions:
+      id-token: write
+
+    steps:
+      - uses: actions/download-artifact@v7
+        with:
+          name: dist
+          path: dist/
+
+      - uses: pypa/gh-action-pypi-publish@release/v1
+        with:
+          packages-dir: dist/

pyconnectedness-0.1.0/.github/workflows/tests.yml

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+name: tests
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+
+jobs:
+  test:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
+        python-version: ["3.10", "3.11", "3.12", "3.13"]
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - run: pip install -e ".[dev,examples]"
+
+      - run: ruff check src/
+
+      - run: pytest --cov=pyconnectedness --cov-report=term-missing

pyconnectedness-0.1.0/.gitignore

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+.DS_Store
+.Rhistory
+.venv/
+
+
+__pycache__/
+*.pyc
+*.egg-info/
+.pytest_cache/
+
+sandbox/
+
+.coverage
+.coverage.*
+.ruff_cache/
+
+dist/
+build/
+.mypy_cache/
+htmlcov/

pyconnectedness-0.1.0/CHANGELOG.md

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+# Changelog
+
+## Unreleased
+
+Animations: heatmaps, networks and time series that build up step by step, or play back one rolling window per frame.
+
+## 0.1.0 — 26 September 2026
+
+First public release. It brings the connectedness framework of Diebold and Yilmaz to Python: VAR estimation with lag selection, generalized and orthogonalized forecast error variance decompositions, and the spillover tables of the 2009 and 2012 frameworks. The package provides total connectedness together with directional `TO` and `FROM` measures, `NET` connectedness, and net pairwise directional connectedness. These measures are also available in rolling-window form for dynamic connectedness analysis. The release further implements the frequency decomposition of Baruník and Křehlík (2018), whose frequency-band contributions add up to the corresponding Diebold-Yilmaz connectedness measures. Diebold-Yilmaz replication examples and numerical consistency tests are included to validate the implementation.
+
+Visualisation tools include spillover heatmaps for connectedness matrices and directed network representations of pairwise connectedness.

pyconnectedness-0.1.0/CITATION.cff

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+cff-version: 1.2.0
+title: PyConnectedness
+message: >-
+  Please use the following citation to cite PyConnectedness in
+  scientific publications
+type: software
+authors:
+  - given-names: Zoran
+    family-names: Stoiljkovic
+  - given-names: Miljana
+    family-names: Cvetkovic
+version: 0.1.0
+repository-code: 'https://github.com/zstoi/PyConnectedness'
+url: 'https://github.com/zstoi/PyConnectedness'
+keywords:
+  - python
+  - connectedness
+  - spillover
+  - econometrics
+  - time-series
+  - systemic-risk
+  - diebold-yilmaz
+  - frequency-connectedness
+  - barunik-krehlik
+license: GPL-3.0-or-later