pymargins 0.0.1__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.
- pymargins-0.0.1/.claude/settings.local.json +12 -0
- pymargins-0.0.1/.gitignore +33 -0
- pymargins-0.0.1/.python-version +1 -0
- pymargins-0.0.1/LICENSE +21 -0
- pymargins-0.0.1/PKG-INFO +131 -0
- pymargins-0.0.1/README.md +67 -0
- pymargins-0.0.1/demo/williams_2012_data.csv +5001 -0
- pymargins-0.0.1/demo/williams_2012_demo.py +303 -0
- pymargins-0.0.1/demo/williams_2012_demo_marginaleffects_r.R +283 -0
- pymargins-0.0.1/demo/williams_2012_demo_scales.py +158 -0
- pymargins-0.0.1/demo/williams_2012_demo_scales_marginaleffects_r.R +69 -0
- pymargins-0.0.1/demo/williams_2012_demo_scales_statsmodels.py +114 -0
- pymargins-0.0.1/demo/williams_2012_demo_statsmodels.py +296 -0
- pymargins-0.0.1/docs/_static/custom.css +10 -0
- pymargins-0.0.1/docs/api.rst +78 -0
- pymargins-0.0.1/docs/conf.py +73 -0
- pymargins-0.0.1/docs/demos.rst +58 -0
- pymargins-0.0.1/docs/explanations/adapter_pattern.md +58 -0
- pymargins-0.0.1/docs/explanations/delta_sim_bootstrap.md +48 -0
- pymargins-0.0.1/docs/explanations/gradient_backend.md +44 -0
- pymargins-0.0.1/docs/explanations/inference_scale.md +57 -0
- pymargins-0.0.1/docs/explanations/kappa_diagnostic.md +68 -0
- pymargins-0.0.1/docs/explanations/scenarios_model.md +91 -0
- pymargins-0.0.1/docs/explanations/session_precommitment.md +61 -0
- pymargins-0.0.1/docs/explanations/vs_marginaleffects.md +79 -0
- pymargins-0.0.1/docs/howto/ame_age.joblib +0 -0
- pymargins-0.0.1/docs/howto/ame_results.csv +2 -0
- pymargins-0.0.1/docs/howto/ame_results.parquet +0 -0
- pymargins-0.0.1/docs/howto/ame_results.xlsx +0 -0
- pymargins-0.0.1/docs/howto/bootstrap.md +72 -0
- pymargins-0.0.1/docs/howto/cluster_block_bootstrap.md +63 -0
- pymargins-0.0.1/docs/howto/contrasts.md +227 -0
- pymargins-0.0.1/docs/howto/contrasts_vs_evaluate.md +139 -0
- pymargins-0.0.1/docs/howto/custom_adapter.md +107 -0
- pymargins-0.0.1/docs/howto/diff_in_diff.md +75 -0
- pymargins-0.0.1/docs/howto/discrete_changes.md +81 -0
- pymargins-0.0.1/docs/howto/elasticities.md +120 -0
- pymargins-0.0.1/docs/howto/evaluate.md +193 -0
- pymargins-0.0.1/docs/howto/exporting_results.md +80 -0
- pymargins-0.0.1/docs/howto/formula_interface.md +115 -0
- pymargins-0.0.1/docs/howto/grid_predictions.md +87 -0
- pymargins-0.0.1/docs/howto/kappa_fallback.md +91 -0
- pymargins-0.0.1/docs/howto/matching.md +178 -0
- pymargins-0.0.1/docs/howto/plotting.md +135 -0
- pymargins-0.0.1/docs/howto/robust_clustered_ses.md +78 -0
- pymargins-0.0.1/docs/howto/scenarios_helpers.md +98 -0
- pymargins-0.0.1/docs/howto/simultaneous_ci.md +41 -0
- pymargins-0.0.1/docs/index.rst +89 -0
- pymargins-0.0.1/docs/intro.rst +191 -0
- pymargins-0.0.1/docs/math.rst +227 -0
- pymargins-0.0.1/docs/requirements.txt +20 -0
- pymargins-0.0.1/docs/tutorials/aft_survival.md +100 -0
- pymargins-0.0.1/docs/tutorials/contrasts_and_did.md +102 -0
- pymargins-0.0.1/docs/tutorials/cox_survival.md +99 -0
- pymargins-0.0.1/docs/tutorials/gee.md +146 -0
- pymargins-0.0.1/docs/tutorials/getting_started.md +160 -0
- pymargins-0.0.1/docs/tutorials/glm_logit.md +129 -0
- pymargins-0.0.1/docs/tutorials/glm_poisson.md +88 -0
- pymargins-0.0.1/docs/tutorials/inference_methods.md +105 -0
- pymargins-0.0.1/docs/tutorials/iv_2sls.md +63 -0
- pymargins-0.0.1/docs/tutorials/mixed_effects.md +135 -0
- pymargins-0.0.1/docs/tutorials/mnlogit.md +103 -0
- pymargins-0.0.1/docs/tutorials/ols_linear.md +84 -0
- pymargins-0.0.1/docs/tutorials/panel_fe.md +83 -0
- pymargins-0.0.1/docs/tutorials/scales_and_kappa.md +62 -0
- pymargins-0.0.1/docs/tutorials/sklearn_models.md +137 -0
- pymargins-0.0.1/pymargins/__init__.py +103 -0
- pymargins-0.0.1/pymargins/_adapter.py +748 -0
- pymargins-0.0.1/pymargins/_adapters/__init__.py +648 -0
- pymargins-0.0.1/pymargins/_adapters/_common.py +217 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_aalen_additive.py +192 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_cox_timevarying.py +216 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_coxph.py +163 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_coxph_survival.py +209 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_coxtimevarying.py +168 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_crc_spline.py +195 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_crc_spline_hr.py +179 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_generalized_gamma.py +196 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_loglogistic_aft.py +208 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_lognormal_aft.py +211 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_piecewise_exponential.py +185 -0
- pymargins-0.0.1/pymargins/_adapters/lifelines_weibull_aft.py +209 -0
- pymargins-0.0.1/pymargins/_adapters/linearmodels_absorbing.py +194 -0
- pymargins-0.0.1/pymargins/_adapters/linearmodels_iv.py +221 -0
- pymargins-0.0.1/pymargins/_adapters/linearmodels_panel.py +197 -0
- pymargins-0.0.1/pymargins/_adapters/sklearn_bootstrap.py +341 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_discrete_binary.py +261 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_discrete_count.py +287 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_gee.py +286 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_glm.py +293 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_mixedlm.py +206 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_mnlogit.py +232 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_nominal_gee.py +306 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_ols.py +239 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_ordered.py +188 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_ordinal_gee.py +280 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_phreg.py +196 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_phreg_survival.py +216 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_quantreg.py +133 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_rlm.py +131 -0
- pymargins-0.0.1/pymargins/_adapters/statsmodels_zi.py +394 -0
- pymargins-0.0.1/pymargins/_delta.py +562 -0
- pymargins-0.0.1/pymargins/_estimands.py +684 -0
- pymargins-0.0.1/pymargins/_formula.py +195 -0
- pymargins-0.0.1/pymargins/_gradients.py +729 -0
- pymargins-0.0.1/pymargins/_inference/__init__.py +20 -0
- pymargins-0.0.1/pymargins/_inference/_bootstrap.py +1017 -0
- pymargins-0.0.1/pymargins/_inference/_config.py +101 -0
- pymargins-0.0.1/pymargins/_inference/_delta.py +92 -0
- pymargins-0.0.1/pymargins/_inference/_dispatch.py +178 -0
- pymargins-0.0.1/pymargins/_inference/_simulation.py +106 -0
- pymargins-0.0.1/pymargins/_kappa.py +558 -0
- pymargins-0.0.1/pymargins/_result/__init__.py +17 -0
- pymargins-0.0.1/pymargins/_result/_diagnostic.py +65 -0
- pymargins-0.0.1/pymargins/_result/_export.py +459 -0
- pymargins-0.0.1/pymargins/_result/_margins.py +1982 -0
- pymargins-0.0.1/pymargins/_result/_test.py +82 -0
- pymargins-0.0.1/pymargins/_result/_text.py +15 -0
- pymargins-0.0.1/pymargins/_scenarios.py +388 -0
- pymargins-0.0.1/pymargins/_tabular.py +327 -0
- pymargins-0.0.1/pymargins/margins/__init__.py +11 -0
- pymargins-0.0.1/pymargins/margins/_atoms.py +172 -0
- pymargins-0.0.1/pymargins/margins/_estimands.py +277 -0
- pymargins-0.0.1/pymargins/margins/_inference_glue.py +216 -0
- pymargins-0.0.1/pymargins/margins/_session.py +1154 -0
- pymargins-0.0.1/pymargins/matching.py +179 -0
- pymargins-0.0.1/pymargins/scenarios.py +460 -0
- pymargins-0.0.1/pyproject.toml +96 -0
- pymargins-0.0.1/requirements.txt +22 -0
- pymargins-0.0.1/tests/_generate_survival_reference.R +14 -0
- pymargins-0.0.1/tests/conftest.py +27 -0
- pymargins-0.0.1/tests/test_adapter_common.py +370 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_aalen_additive.py +101 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_cox_timevarying.py +110 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_coxph.py +280 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_coxph_survival.py +186 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_coxtimevarying.py +93 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_crc_spline.py +101 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_crc_spline_hr.py +97 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_generalized_gamma.py +97 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_loglogistic_aft.py +250 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_lognormal_aft.py +250 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_piecewise_exponential.py +98 -0
- pymargins-0.0.1/tests/test_adapter_lifelines_weibull_aft.py +275 -0
- pymargins-0.0.1/tests/test_adapter_linearmodels_absorbing.py +174 -0
- pymargins-0.0.1/tests/test_adapter_linearmodels_famamacbeth.py +82 -0
- pymargins-0.0.1/tests/test_adapter_linearmodels_iv.py +224 -0
- pymargins-0.0.1/tests/test_adapter_linearmodels_ols.py +75 -0
- pymargins-0.0.1/tests/test_adapter_linearmodels_panel.py +285 -0
- pymargins-0.0.1/tests/test_adapter_registry.py +183 -0
- pymargins-0.0.1/tests/test_adapter_sklearn.py +154 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_discrete_count.py +233 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_gee.py +351 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_glm.py +392 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_mixedlm.py +265 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_mnlogit.py +271 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_nominal_gee.py +242 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_ols.py +368 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_ordered.py +223 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_ordinal_gee.py +310 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_phreg.py +261 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_phreg_survival.py +188 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_quantreg.py +180 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_rlm.py +180 -0
- pymargins-0.0.1/tests/test_adapter_statsmodels_zi.py +278 -0
- pymargins-0.0.1/tests/test_audit_coverage_gaps.py +418 -0
- pymargins-0.0.1/tests/test_bootstrap_block.py +202 -0
- pymargins-0.0.1/tests/test_bootstrap_ci_methods.py +223 -0
- pymargins-0.0.1/tests/test_bootstrap_cluster.py +191 -0
- pymargins-0.0.1/tests/test_bootstrap_jit_cache.py +710 -0
- pymargins-0.0.1/tests/test_bootstrap_parallel.py +212 -0
- pymargins-0.0.1/tests/test_bug_fixes.py +716 -0
- pymargins-0.0.1/tests/test_correctness_linearmodels.py +305 -0
- pymargins-0.0.1/tests/test_correctness_mixed.py +297 -0
- pymargins-0.0.1/tests/test_correctness_survival.py +703 -0
- pymargins-0.0.1/tests/test_delta.py +710 -0
- pymargins-0.0.1/tests/test_end_to_end.py +382 -0
- pymargins-0.0.1/tests/test_end_to_end_ols.py +228 -0
- pymargins-0.0.1/tests/test_estimands.py +198 -0
- pymargins-0.0.1/tests/test_formula_interface.py +249 -0
- pymargins-0.0.1/tests/test_gradients.py +511 -0
- pymargins-0.0.1/tests/test_inference.py +190 -0
- pymargins-0.0.1/tests/test_kappa.py +445 -0
- pymargins-0.0.1/tests/test_matching.py +294 -0
- pymargins-0.0.1/tests/test_methodological_completeness.py +1242 -0
- pymargins-0.0.1/tests/test_result_formatting.py +251 -0
- pymargins-0.0.1/tests/test_result_to_frame.py +183 -0
- pymargins-0.0.1/tests/test_scenarios.py +240 -0
- pymargins-0.0.1/tests/test_strict_mode.py +139 -0
- pymargins-0.0.1/tests/test_tabular_polars.py +284 -0
- pymargins-0.0.1/tests/test_williams_2012_correctness.py +462 -0
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
{
|
|
2
|
+
"permissions": {
|
|
3
|
+
"allow": [
|
|
4
|
+
"Bash(python -c \"import ast; [ast.parse\\(open\\(f\\).read\\(\\)\\) for f in ['pymargins/_adapter.py','pymargins/margins.py','pymargins/_result.py']]; print\\('OK'\\)\")",
|
|
5
|
+
"Bash(python *)",
|
|
6
|
+
"Bash(grep *)",
|
|
7
|
+
"Bash(git clone *)",
|
|
8
|
+
"Bash(sed -n '295,320p' tests/test_end_to_end.py)",
|
|
9
|
+
"Bash(sed -n '78,95p' tests/test_audit_coverage_gaps.py)"
|
|
10
|
+
]
|
|
11
|
+
}
|
|
12
|
+
}
|
|
@@ -0,0 +1,33 @@
|
|
|
1
|
+
# Byte-compiled / optimized / DLL files
|
|
2
|
+
__pycache__/
|
|
3
|
+
*.py[cod]
|
|
4
|
+
*$py.class
|
|
5
|
+
|
|
6
|
+
# pyenv
|
|
7
|
+
# .python-version is intentionally tracked for reproducibility
|
|
8
|
+
|
|
9
|
+
# Environments
|
|
10
|
+
.env
|
|
11
|
+
.venv
|
|
12
|
+
env/
|
|
13
|
+
venv/
|
|
14
|
+
|
|
15
|
+
# IDEs
|
|
16
|
+
.vscode/
|
|
17
|
+
.idea/
|
|
18
|
+
|
|
19
|
+
# Testing
|
|
20
|
+
.pytest_cache/
|
|
21
|
+
.coverage
|
|
22
|
+
|
|
23
|
+
# Build artifacts
|
|
24
|
+
*.egg-info/
|
|
25
|
+
dist/
|
|
26
|
+
build/
|
|
27
|
+
|
|
28
|
+
notes/
|
|
29
|
+
|
|
30
|
+
# Sphinx docs
|
|
31
|
+
docs/_build/
|
|
32
|
+
docs/_autosummary/
|
|
33
|
+
docs/jupyter_execute/
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
3.12.13
|
pymargins-0.0.1/LICENSE
ADDED
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
MIT License
|
|
2
|
+
|
|
3
|
+
Copyright (c) 2026 Hunter Mills
|
|
4
|
+
|
|
5
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
6
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
7
|
+
in the Software without restriction, including without limitation the rights
|
|
8
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
9
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
10
|
+
furnished to do so, subject to the following conditions:
|
|
11
|
+
|
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
|
13
|
+
copies or substantial portions of the Software.
|
|
14
|
+
|
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
21
|
+
SOFTWARE.
|
pymargins-0.0.1/PKG-INFO
ADDED
|
@@ -0,0 +1,131 @@
|
|
|
1
|
+
Metadata-Version: 2.4
|
|
2
|
+
Name: pymargins
|
|
3
|
+
Version: 0.0.1
|
|
4
|
+
Summary: Expert-mode marginal effects for Python with session-level analytical pre-commitment.
|
|
5
|
+
Project-URL: Homepage, https://github.com/huntermills707/pymargins
|
|
6
|
+
Project-URL: Documentation, https://pymargins.readthedocs.io
|
|
7
|
+
Project-URL: Repository, https://github.com/huntermills707/pymargins
|
|
8
|
+
Author: Hunter Mills
|
|
9
|
+
License: MIT
|
|
10
|
+
License-File: LICENSE
|
|
11
|
+
Classifier: Development Status :: 2 - Pre-Alpha
|
|
12
|
+
Classifier: Intended Audience :: Science/Research
|
|
13
|
+
Classifier: Programming Language :: Python :: 3
|
|
14
|
+
Classifier: Programming Language :: Python :: 3.10
|
|
15
|
+
Classifier: Programming Language :: Python :: 3.11
|
|
16
|
+
Classifier: Programming Language :: Python :: 3.12
|
|
17
|
+
Classifier: Programming Language :: Python :: 3.13
|
|
18
|
+
Classifier: Programming Language :: Python :: 3.14
|
|
19
|
+
Classifier: Topic :: Scientific/Engineering :: Mathematics
|
|
20
|
+
Requires-Python: >=3.10
|
|
21
|
+
Requires-Dist: jax>=0.4.20
|
|
22
|
+
Requires-Dist: jaxlib>=0.4.20
|
|
23
|
+
Requires-Dist: numpy>=1.24
|
|
24
|
+
Requires-Dist: pandas>=2.0
|
|
25
|
+
Requires-Dist: scipy>=1.10
|
|
26
|
+
Requires-Dist: threadpoolctl>=3.0
|
|
27
|
+
Provides-Extra: docs
|
|
28
|
+
Requires-Dist: joblib>=1.0; extra == 'docs'
|
|
29
|
+
Requires-Dist: lifelines>=0.30; extra == 'docs'
|
|
30
|
+
Requires-Dist: linearmodels>=5.0; extra == 'docs'
|
|
31
|
+
Requires-Dist: matplotlib>=3.5; extra == 'docs'
|
|
32
|
+
Requires-Dist: myst-nb>=1.0; extra == 'docs'
|
|
33
|
+
Requires-Dist: openpyxl>=3.0; extra == 'docs'
|
|
34
|
+
Requires-Dist: patsy>=0.5; extra == 'docs'
|
|
35
|
+
Requires-Dist: polars>=1.0; extra == 'docs'
|
|
36
|
+
Requires-Dist: pyarrow>=10.0; extra == 'docs'
|
|
37
|
+
Requires-Dist: pysmatch>=2.1; extra == 'docs'
|
|
38
|
+
Requires-Dist: scikit-learn>=1.3; extra == 'docs'
|
|
39
|
+
Requires-Dist: sphinx-design>=0.5; extra == 'docs'
|
|
40
|
+
Requires-Dist: sphinx>=7.0; extra == 'docs'
|
|
41
|
+
Requires-Dist: statsmodels>=0.14; extra == 'docs'
|
|
42
|
+
Provides-Extra: lifelines
|
|
43
|
+
Requires-Dist: lifelines>=0.30; extra == 'lifelines'
|
|
44
|
+
Provides-Extra: linearmodels
|
|
45
|
+
Requires-Dist: linearmodels>=5.0; extra == 'linearmodels'
|
|
46
|
+
Provides-Extra: matching
|
|
47
|
+
Requires-Dist: pysmatch>=2.1; extra == 'matching'
|
|
48
|
+
Provides-Extra: polars
|
|
49
|
+
Requires-Dist: polars>=1.0; extra == 'polars'
|
|
50
|
+
Requires-Dist: pyarrow>=10.0; extra == 'polars'
|
|
51
|
+
Provides-Extra: sklearn
|
|
52
|
+
Requires-Dist: scikit-learn>=1.3; extra == 'sklearn'
|
|
53
|
+
Provides-Extra: statsmodels
|
|
54
|
+
Requires-Dist: patsy>=0.5; extra == 'statsmodels'
|
|
55
|
+
Requires-Dist: statsmodels>=0.14; extra == 'statsmodels'
|
|
56
|
+
Provides-Extra: test
|
|
57
|
+
Requires-Dist: hypothesis; extra == 'test'
|
|
58
|
+
Requires-Dist: polars>=1.0; extra == 'test'
|
|
59
|
+
Requires-Dist: pyarrow>=10.0; extra == 'test'
|
|
60
|
+
Requires-Dist: pysmatch>=2.1; extra == 'test'
|
|
61
|
+
Requires-Dist: pytest-cov; extra == 'test'
|
|
62
|
+
Requires-Dist: pytest>=7.0; extra == 'test'
|
|
63
|
+
Description-Content-Type: text/markdown
|
|
64
|
+
|
|
65
|
+
# pymargins
|
|
66
|
+
|
|
67
|
+
Expert-mode marginal effects for Python. Session-level analytical
|
|
68
|
+
pre-commitment, JAX-native autodiff, κ-driven simulation fallback.
|
|
69
|
+
|
|
70
|
+
## Status
|
|
71
|
+
|
|
72
|
+
Alpha. End-to-end usable with statsmodels GLM and OLS/WLS/GLS through
|
|
73
|
+
auto-detection. Additional adapters (sklearn, linearmodels, mixed
|
|
74
|
+
models), cluster/block bootstrap, and reporting polish remain on the
|
|
75
|
+
roadmap.
|
|
76
|
+
|
|
77
|
+
## Quick example
|
|
78
|
+
|
|
79
|
+
```python
|
|
80
|
+
import statsmodels.formula.api as smf
|
|
81
|
+
import statsmodels.api as sm
|
|
82
|
+
from pymargins import Margins
|
|
83
|
+
|
|
84
|
+
# Fit a model
|
|
85
|
+
fit = smf.glm(
|
|
86
|
+
"outcome ~ treatment + age + sex",
|
|
87
|
+
data=df,
|
|
88
|
+
family=sm.families.Binomial(),
|
|
89
|
+
).fit()
|
|
90
|
+
|
|
91
|
+
# Wrap in a session, committing to log-scale analysis
|
|
92
|
+
m = Margins.log_scale(fit, vcov="HC3", level=0.95)
|
|
93
|
+
print(m.summary()) # methods-section paragraph
|
|
94
|
+
|
|
95
|
+
# Pre-flight diagnostic: is delta reliable here?
|
|
96
|
+
print(m.diagnose().summary())
|
|
97
|
+
|
|
98
|
+
# Compute a relative risk contrast
|
|
99
|
+
rr = m.contrasts(
|
|
100
|
+
scenarios=[
|
|
101
|
+
{"atexog": {"treatment": 1}, "label": "treated"},
|
|
102
|
+
{"atexog": {"treatment": 0}, "label": "control"},
|
|
103
|
+
],
|
|
104
|
+
contrasts=[+1, -1],
|
|
105
|
+
)
|
|
106
|
+
print(rr.summary()) # estimate, asymmetric CI, κ, etc.
|
|
107
|
+
```
|
|
108
|
+
|
|
109
|
+
## Performance notes
|
|
110
|
+
|
|
111
|
+
- **Bootstrap with `n_jobs > 1`**: Parallel bootstrap uses a
|
|
112
|
+
`ThreadPoolExecutor` for model refitting, but JAX evaluation is
|
|
113
|
+
always serial in the main thread. This avoids XLA compilation race
|
|
114
|
+
conditions. BLAS threads are limited to 1 per worker to prevent
|
|
115
|
+
oversubscription.
|
|
116
|
+
|
|
117
|
+
- **Large scenario grids**: `expand_scenario` creates one block of rows
|
|
118
|
+
per grid point. For a 10-point grid over a 1M-row dataset this
|
|
119
|
+
materialises 10M rows. Use smaller representative samples (e.g.
|
|
120
|
+
`at="typical"`) or pass explicit `data=` overrides when exploring
|
|
121
|
+
high-dimensional counterfactuals.
|
|
122
|
+
|
|
123
|
+
- **Memory retention**: `MarginsResult` objects hold references to the
|
|
124
|
+
parent session, design matrices, and gradients. Call
|
|
125
|
+
`result.materialize()` promptly on results you intend to store
|
|
126
|
+
long-term; this drops the heavy machinery while preserving estimates,
|
|
127
|
+
standard errors, and confidence intervals.
|
|
128
|
+
|
|
129
|
+
## License
|
|
130
|
+
|
|
131
|
+
MIT
|
|
@@ -0,0 +1,67 @@
|
|
|
1
|
+
# pymargins
|
|
2
|
+
|
|
3
|
+
Expert-mode marginal effects for Python. Session-level analytical
|
|
4
|
+
pre-commitment, JAX-native autodiff, κ-driven simulation fallback.
|
|
5
|
+
|
|
6
|
+
## Status
|
|
7
|
+
|
|
8
|
+
Alpha. End-to-end usable with statsmodels GLM and OLS/WLS/GLS through
|
|
9
|
+
auto-detection. Additional adapters (sklearn, linearmodels, mixed
|
|
10
|
+
models), cluster/block bootstrap, and reporting polish remain on the
|
|
11
|
+
roadmap.
|
|
12
|
+
|
|
13
|
+
## Quick example
|
|
14
|
+
|
|
15
|
+
```python
|
|
16
|
+
import statsmodels.formula.api as smf
|
|
17
|
+
import statsmodels.api as sm
|
|
18
|
+
from pymargins import Margins
|
|
19
|
+
|
|
20
|
+
# Fit a model
|
|
21
|
+
fit = smf.glm(
|
|
22
|
+
"outcome ~ treatment + age + sex",
|
|
23
|
+
data=df,
|
|
24
|
+
family=sm.families.Binomial(),
|
|
25
|
+
).fit()
|
|
26
|
+
|
|
27
|
+
# Wrap in a session, committing to log-scale analysis
|
|
28
|
+
m = Margins.log_scale(fit, vcov="HC3", level=0.95)
|
|
29
|
+
print(m.summary()) # methods-section paragraph
|
|
30
|
+
|
|
31
|
+
# Pre-flight diagnostic: is delta reliable here?
|
|
32
|
+
print(m.diagnose().summary())
|
|
33
|
+
|
|
34
|
+
# Compute a relative risk contrast
|
|
35
|
+
rr = m.contrasts(
|
|
36
|
+
scenarios=[
|
|
37
|
+
{"atexog": {"treatment": 1}, "label": "treated"},
|
|
38
|
+
{"atexog": {"treatment": 0}, "label": "control"},
|
|
39
|
+
],
|
|
40
|
+
contrasts=[+1, -1],
|
|
41
|
+
)
|
|
42
|
+
print(rr.summary()) # estimate, asymmetric CI, κ, etc.
|
|
43
|
+
```
|
|
44
|
+
|
|
45
|
+
## Performance notes
|
|
46
|
+
|
|
47
|
+
- **Bootstrap with `n_jobs > 1`**: Parallel bootstrap uses a
|
|
48
|
+
`ThreadPoolExecutor` for model refitting, but JAX evaluation is
|
|
49
|
+
always serial in the main thread. This avoids XLA compilation race
|
|
50
|
+
conditions. BLAS threads are limited to 1 per worker to prevent
|
|
51
|
+
oversubscription.
|
|
52
|
+
|
|
53
|
+
- **Large scenario grids**: `expand_scenario` creates one block of rows
|
|
54
|
+
per grid point. For a 10-point grid over a 1M-row dataset this
|
|
55
|
+
materialises 10M rows. Use smaller representative samples (e.g.
|
|
56
|
+
`at="typical"`) or pass explicit `data=` overrides when exploring
|
|
57
|
+
high-dimensional counterfactuals.
|
|
58
|
+
|
|
59
|
+
- **Memory retention**: `MarginsResult` objects hold references to the
|
|
60
|
+
parent session, design matrices, and gradients. Call
|
|
61
|
+
`result.materialize()` promptly on results you intend to store
|
|
62
|
+
long-term; this drops the heavy machinery while preserving estimates,
|
|
63
|
+
standard errors, and confidence intervals.
|
|
64
|
+
|
|
65
|
+
## License
|
|
66
|
+
|
|
67
|
+
MIT
|