quantile-guard 0.5.0__tar.gz

quantile_guard-0.5.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2024 Joshua Vernazza
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

quantile_guard-0.5.0/PKG-INFO

@@ -0,0 +1,264 @@
+Metadata-Version: 2.4
+Name: quantile-guard
+Version: 0.5.0
+Summary: Non-crossing quantile regression toolkit with joint multi-quantile fitting, inference, conformal calibration, and evaluation. Scikit-learn compatible.
+Author: Joshua Vernazza
+License: MIT
+Project-URL: Repository, https://github.com/joshvern/quantile-guard
+Project-URL: Issues, https://github.com/joshvern/quantile-guard/issues
+Project-URL: Documentation, https://joshvern.github.io/quantile-guard/
+Keywords: quantile-regression,non-crossing,prediction-intervals,conformal,calibration,statistics,machine-learning,scikit-learn
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: ortools>=9.0.9047
+Requires-Dist: numpy>=1.18.0
+Requires-Dist: pandas>=1.0.0
+Requires-Dist: scipy>=1.4.0
+Requires-Dist: tqdm>=4.50.0
+Requires-Dist: joblib>=1.0.0
+Requires-Dist: scikit-learn>=0.22.0
+Provides-Extra: test
+Requires-Dist: pytest>=7; extra == "test"
+Provides-Extra: formula
+Requires-Dist: patsy>=0.5.0; extra == "formula"
+Provides-Extra: plot
+Requires-Dist: matplotlib>=3.1.0; extra == "plot"
+Provides-Extra: benchmark
+Requires-Dist: statsmodels>=0.13.0; extra == "benchmark"
+Requires-Dist: matplotlib>=3.1.0; extra == "benchmark"
+Provides-Extra: all
+Requires-Dist: patsy>=0.5.0; extra == "all"
+Requires-Dist: matplotlib>=3.1.0; extra == "all"
+Dynamic: license-file
+
+[![PyPI][pypi-badge]][pypi-link]
+[![Python Versions][py-badge]][pypi-link]
+[![CI][ci-badge]][ci-link]
+[![Docs][docs-badge]][docs-link]
+
+[pypi-badge]: https://img.shields.io/pypi/v/quantile-guard.svg
+[py-badge]: https://img.shields.io/pypi/pyversions/quantile-guard.svg
+[ci-badge]: https://github.com/joshvern/quantile-guard/actions/workflows/ci.yml/badge.svg
+[docs-badge]: https://github.com/joshvern/quantile-guard/actions/workflows/docs.yml/badge.svg
+
+[pypi-link]: https://pypi.org/project/quantile-guard/
+[ci-link]: https://github.com/joshvern/quantile-guard/actions/workflows/ci.yml
+[docs-link]: https://joshvern.github.io/quantile-guard/
+
+# quantile-guard
+
+**Non-crossing quantile models with built-in inference, calibration, and evaluation.**
+
+A quantile modeling toolkit — not just a quantile regressor. Fits multiple quantiles jointly with monotonicity constraints that guarantee predictions never cross. Wraps the result in inference, conformal calibration, evaluation metrics, and crossing diagnostics.
+
+Scikit-learn compatible. Validated against sklearn, statsmodels, and R's `quantreg`.
+
+## Why Not Just Fit Quantiles Independently?
+
+When you fit quantiles one at a time (as sklearn and statsmodels do), nothing prevents the 90th percentile prediction from falling *below* the 10th. On real-world data with heavy tails, noise, or many quantile levels, **this happens frequently**:
+
+| n | features | quantiles | Crossing rate (independent) | Crossing rate (this package) |
+|---:|---:|---:|---:|---:|
+| 500 | 10 | 13 | **30.0%** | **0%** |
+| 1,000 | 10 | 13 | **16.5%** | **0%** |
+| 2,000 | 20 | 13 | **11.0%** | **0%** |
+| 2,000 | 20 | 7 | **4.5%** | **0%** |
+
+This package eliminates crossings by construction. The joint formulation also acts as beneficial regularization — achieving **equal or better pinball loss** than independent fitting.
+
+Full benchmark methodology and results: [Benchmarks](https://joshvern.github.io/quantile_guard/benchmarks/)
+
+## What You Get
+
+This is a **toolkit**, not a single estimator. It covers the workflow from raw quantile regression through calibrated prediction intervals:
+
+| Workflow | What it does |
+|----------|-------------|
+| **Joint Quantile Regression** | Fit multiple quantiles in one call with non-crossing guarantees |
+| **Conformalized Quantile Regression** | Calibrate intervals for finite-sample coverage guarantees |
+| **Censored Quantile Regression** | Handle right- or left-censored (survival) data |
+| **Evaluation & Metrics** | Pinball loss, coverage, interval score, crossing diagnostics |
+| **Calibration Diagnostics** | Coverage by group/bin, nominal vs empirical, sharpness analysis |
+| **Crossing Detection & Repair** | Diagnose and fix crossings from any quantile model |
+
+### Feature Comparison
+
+| Feature | This package | sklearn | statsmodels |
+|---------|:---:|:---:|:---:|
+| Multiple quantiles (joint fit) | Yes | No | No |
+| Non-crossing guarantee | Yes | No | No |
+| Multi-output regression | Yes | No | No |
+| Analytical / kernel / cluster / bootstrap SEs | Yes | No | Partial |
+| L1 / Elastic Net / SCAD / MCP | Yes | L1 only | No |
+| Conformal calibration (CQR) | Yes | No | No |
+| Calibration diagnostics | Yes | No | No |
+| Evaluation metrics suite | Yes | Partial | No |
+| Crossing detection + fix | Yes | No | No |
+| Censored QR | Yes | No | No |
+| Prediction intervals | Yes | No | No |
+| Pseudo R² | Yes | No | Yes |
+| Formula interface | Yes | No | Yes |
+| Sklearn pipeline compatible | Yes | Yes | No |
+
+## Installation
+
+```bash
+pip install quantile-guard
+```
+
+Optional extras:
+
+```bash
+pip install quantile-guard[all]   # formula interface + plots
+pip install quantile-guard[plot]   # matplotlib only
+pip install quantile-guard[formula] # patsy only
+```
+
+## Quick Start
+
+```python
+import numpy as np
+from quantile_guard import QuantileRegression
+
+X = np.random.default_rng(0).normal(size=(200, 3))
+y = X @ [2.0, -1.5, 0.8] + np.random.default_rng(1).normal(scale=0.5, size=200)
+
+# Fit 3 quantiles jointly — guaranteed non-crossing
+model = QuantileRegression(tau=[0.1, 0.5, 0.9], se_method='analytical')
+model.fit(X, y)
+
+# Summaries with coefficients, SEs, p-values, and 95% CIs
+print(model.summary()[0.5]['y'])
+
+# Prediction intervals (guaranteed monotone: lower < median < upper)
+interval = model.predict_interval(X[:5], coverage=0.80)
+print(interval['y']['lower'], interval['y']['upper'])
+```
+
+### Conformal Calibration
+
+Turn raw quantile predictions into intervals with coverage guarantees:
+
+```python
+from quantile_guard.conformal import ConformalQuantileRegression
+
+base = QuantileRegression(tau=[0.05, 0.5, 0.95], se_method='analytical')
+cqr = ConformalQuantileRegression(base_estimator=base, coverage=0.90)
+cqr.fit(X_train, y_train)
+
+intervals = cqr.predict_interval(X_test)
+print(cqr.empirical_coverage(X_test, y_test))  # should be >= 0.90
+```
+
+### Censored Quantile Regression
+
+For survival data with right- or left-censoring:
+
+```python
+from quantile_guard import CensoredQuantileRegression
+
+model = CensoredQuantileRegression(tau=0.5, censoring='right', se_method='analytical')
+model.fit(X, observed_time, event_indicator=delta)
+```
+
+### Evaluate Any Quantile Model
+
+The metrics and diagnostics modules work with predictions from any source — not just this package:
+
+```python
+from quantile_guard.metrics import quantile_evaluation_report
+from quantile_guard.postprocess import crossing_summary
+
+# Evaluate predictions from XGBoost, LightGBM, or any other model
+report = quantile_evaluation_report(y_true, predictions, taus)
+crossings = crossing_summary(predictions, taus)
+```
+
+### Regularization
+
+```python
+QuantileRegression(tau=0.5, regularization='l1', alpha=0.1)       # Lasso
+QuantileRegression(tau=0.5, regularization='elasticnet', alpha=0.1, l1_ratio=0.5)
+QuantileRegression(tau=0.5, regularization='scad', alpha=0.3)     # Less bias on large coefficients
+QuantileRegression(tau=0.5, regularization='mcp', alpha=0.3)
+```
+
+### Inference Options
+
+```python
+QuantileRegression(tau=0.5, se_method='analytical')   # Fast asymptotic SEs
+QuantileRegression(tau=0.5, se_method='kernel')        # Heteroscedasticity-robust
+QuantileRegression(tau=0.5, se_method='bootstrap', n_bootstrap=500)
+# Cluster-robust SEs
+model.fit(X, y, clusters=group_labels)
+```
+
+## Benchmarks
+
+Tested on heavy-tailed heteroscedastic data (Student-t noise, 10-20 features, up to 13 quantiles):
+
+| n | features | quantiles | Crossing (this) | Crossing (sklearn) | Pinball (this) | Pinball (sklearn) |
+|---:|---:|---:|---:|---:|---:|---:|
+| 500 | 10 | 7 | **0%** | 11.0% | **0.5148** | 0.5166 |
+| 500 | 10 | 13 | **0%** | 30.0% | **0.5095** | 0.5240 |
+| 1,000 | 10 | 13 | **0%** | 16.5% | **0.5048** | 0.5071 |
+| 2,000 | 20 | 13 | **0%** | 11.0% | **0.5599** | 0.5611 |
+
+The joint formulation also achieves slightly better pinball loss — the non-crossing constraints act as beneficial regularization.
+
+**Speed tradeoff:** This package solves a single joint LP with non-crossing constraints, which is slower than fitting each quantile independently. The value is in the guarantee and the richer downstream workflows. For single-quantile fits where speed matters most, sklearn or statsmodels may be more appropriate.
+
+Full results: [Benchmarks](https://joshvern.github.io/quantile_guard/benchmarks/) | [Reproduce locally](https://joshvern.github.io/quantile_guard/benchmarks/#reproducing-these-results)
+
+## When to Use This Package
+
+**Use this when you need:**
+- Multiple quantile predictions that must not cross (production pipelines, interval forecasts)
+- Statistical inference on quantile coefficients (SEs, p-values, confidence intervals)
+- Calibrated prediction intervals (conformal quantile regression)
+- Censored/survival quantile models
+- A complete evaluation workflow for any quantile model's predictions
+
+**Use sklearn or statsmodels when:**
+- You only need a single quantile (e.g., median regression)
+- Raw speed matters more than crossing guarantees
+- You don't need inference, calibration, or evaluation tooling
+
+## Documentation
+
+Full docs: [joshvern.github.io/quantile_guard](https://joshvern.github.io/quantile_guard/)
+
+## Implementation
+
+Quantile regression is naturally a linear program. This package solves joint multi-quantile LPs with non-crossing constraints using:
+
+- **PDLP** — first-order primal-dual solver (default, from Google OR-Tools)
+- **GLOP** — revised simplex (faster on small/medium problems)
+- **HiGHS** — via scipy's sparse LP interface (memory-efficient)
+
+```python
+QuantileRegression(tau=0.5, solver_backend='GLOP')   # simplex
+QuantileRegression(tau=0.5, use_sparse=True)          # scipy sparse
+```
+
+## Dependencies
+
+**Required:** numpy, pandas, scipy, scikit-learn, ortools, tqdm, joblib
+
+**Optional:** matplotlib (plots), patsy (formulas), statsmodels (benchmarks)
+
+## Contributing
+
+Contributions welcome! Open an issue or submit a pull request on [GitHub](https://github.com/joshvern/quantile_guard).
+
+## License
+
+MIT

quantile_guard-0.5.0/README.md

@@ -0,0 +1,223 @@
+[![PyPI][pypi-badge]][pypi-link]
+[![Python Versions][py-badge]][pypi-link]
+[![CI][ci-badge]][ci-link]
+[![Docs][docs-badge]][docs-link]
+
+[pypi-badge]: https://img.shields.io/pypi/v/quantile-guard.svg
+[py-badge]: https://img.shields.io/pypi/pyversions/quantile-guard.svg
+[ci-badge]: https://github.com/joshvern/quantile-guard/actions/workflows/ci.yml/badge.svg
+[docs-badge]: https://github.com/joshvern/quantile-guard/actions/workflows/docs.yml/badge.svg
+
+[pypi-link]: https://pypi.org/project/quantile-guard/
+[ci-link]: https://github.com/joshvern/quantile-guard/actions/workflows/ci.yml
+[docs-link]: https://joshvern.github.io/quantile-guard/
+
+# quantile-guard
+
+**Non-crossing quantile models with built-in inference, calibration, and evaluation.**
+
+A quantile modeling toolkit — not just a quantile regressor. Fits multiple quantiles jointly with monotonicity constraints that guarantee predictions never cross. Wraps the result in inference, conformal calibration, evaluation metrics, and crossing diagnostics.
+
+Scikit-learn compatible. Validated against sklearn, statsmodels, and R's `quantreg`.
+
+## Why Not Just Fit Quantiles Independently?
+
+When you fit quantiles one at a time (as sklearn and statsmodels do), nothing prevents the 90th percentile prediction from falling *below* the 10th. On real-world data with heavy tails, noise, or many quantile levels, **this happens frequently**:
+
+| n | features | quantiles | Crossing rate (independent) | Crossing rate (this package) |
+|---:|---:|---:|---:|---:|
+| 500 | 10 | 13 | **30.0%** | **0%** |
+| 1,000 | 10 | 13 | **16.5%** | **0%** |
+| 2,000 | 20 | 13 | **11.0%** | **0%** |
+| 2,000 | 20 | 7 | **4.5%** | **0%** |
+
+This package eliminates crossings by construction. The joint formulation also acts as beneficial regularization — achieving **equal or better pinball loss** than independent fitting.
+
+Full benchmark methodology and results: [Benchmarks](https://joshvern.github.io/quantile_guard/benchmarks/)
+
+## What You Get
+
+This is a **toolkit**, not a single estimator. It covers the workflow from raw quantile regression through calibrated prediction intervals:
+
+| Workflow | What it does |
+|----------|-------------|
+| **Joint Quantile Regression** | Fit multiple quantiles in one call with non-crossing guarantees |
+| **Conformalized Quantile Regression** | Calibrate intervals for finite-sample coverage guarantees |
+| **Censored Quantile Regression** | Handle right- or left-censored (survival) data |
+| **Evaluation & Metrics** | Pinball loss, coverage, interval score, crossing diagnostics |
+| **Calibration Diagnostics** | Coverage by group/bin, nominal vs empirical, sharpness analysis |
+| **Crossing Detection & Repair** | Diagnose and fix crossings from any quantile model |
+
+### Feature Comparison
+
+| Feature | This package | sklearn | statsmodels |
+|---------|:---:|:---:|:---:|
+| Multiple quantiles (joint fit) | Yes | No | No |
+| Non-crossing guarantee | Yes | No | No |
+| Multi-output regression | Yes | No | No |
+| Analytical / kernel / cluster / bootstrap SEs | Yes | No | Partial |
+| L1 / Elastic Net / SCAD / MCP | Yes | L1 only | No |
+| Conformal calibration (CQR) | Yes | No | No |
+| Calibration diagnostics | Yes | No | No |
+| Evaluation metrics suite | Yes | Partial | No |
+| Crossing detection + fix | Yes | No | No |
+| Censored QR | Yes | No | No |
+| Prediction intervals | Yes | No | No |
+| Pseudo R² | Yes | No | Yes |
+| Formula interface | Yes | No | Yes |
+| Sklearn pipeline compatible | Yes | Yes | No |
+
+## Installation
+
+```bash
+pip install quantile-guard
+```
+
+Optional extras:
+
+```bash
+pip install quantile-guard[all]   # formula interface + plots
+pip install quantile-guard[plot]   # matplotlib only
+pip install quantile-guard[formula] # patsy only
+```
+
+## Quick Start
+
+```python
+import numpy as np
+from quantile_guard import QuantileRegression
+
+X = np.random.default_rng(0).normal(size=(200, 3))
+y = X @ [2.0, -1.5, 0.8] + np.random.default_rng(1).normal(scale=0.5, size=200)
+
+# Fit 3 quantiles jointly — guaranteed non-crossing
+model = QuantileRegression(tau=[0.1, 0.5, 0.9], se_method='analytical')
+model.fit(X, y)
+
+# Summaries with coefficients, SEs, p-values, and 95% CIs
+print(model.summary()[0.5]['y'])
+
+# Prediction intervals (guaranteed monotone: lower < median < upper)
+interval = model.predict_interval(X[:5], coverage=0.80)
+print(interval['y']['lower'], interval['y']['upper'])
+```
+
+### Conformal Calibration
+
+Turn raw quantile predictions into intervals with coverage guarantees:
+
+```python
+from quantile_guard.conformal import ConformalQuantileRegression
+
+base = QuantileRegression(tau=[0.05, 0.5, 0.95], se_method='analytical')
+cqr = ConformalQuantileRegression(base_estimator=base, coverage=0.90)
+cqr.fit(X_train, y_train)
+
+intervals = cqr.predict_interval(X_test)
+print(cqr.empirical_coverage(X_test, y_test))  # should be >= 0.90
+```
+
+### Censored Quantile Regression
+
+For survival data with right- or left-censoring:
+
+```python
+from quantile_guard import CensoredQuantileRegression
+
+model = CensoredQuantileRegression(tau=0.5, censoring='right', se_method='analytical')
+model.fit(X, observed_time, event_indicator=delta)
+```
+
+### Evaluate Any Quantile Model
+
+The metrics and diagnostics modules work with predictions from any source — not just this package:
+
+```python
+from quantile_guard.metrics import quantile_evaluation_report
+from quantile_guard.postprocess import crossing_summary
+
+# Evaluate predictions from XGBoost, LightGBM, or any other model
+report = quantile_evaluation_report(y_true, predictions, taus)
+crossings = crossing_summary(predictions, taus)
+```
+
+### Regularization
+
+```python
+QuantileRegression(tau=0.5, regularization='l1', alpha=0.1)       # Lasso
+QuantileRegression(tau=0.5, regularization='elasticnet', alpha=0.1, l1_ratio=0.5)
+QuantileRegression(tau=0.5, regularization='scad', alpha=0.3)     # Less bias on large coefficients
+QuantileRegression(tau=0.5, regularization='mcp', alpha=0.3)
+```
+
+### Inference Options
+
+```python
+QuantileRegression(tau=0.5, se_method='analytical')   # Fast asymptotic SEs
+QuantileRegression(tau=0.5, se_method='kernel')        # Heteroscedasticity-robust
+QuantileRegression(tau=0.5, se_method='bootstrap', n_bootstrap=500)
+# Cluster-robust SEs
+model.fit(X, y, clusters=group_labels)
+```
+
+## Benchmarks
+
+Tested on heavy-tailed heteroscedastic data (Student-t noise, 10-20 features, up to 13 quantiles):
+
+| n | features | quantiles | Crossing (this) | Crossing (sklearn) | Pinball (this) | Pinball (sklearn) |
+|---:|---:|---:|---:|---:|---:|---:|
+| 500 | 10 | 7 | **0%** | 11.0% | **0.5148** | 0.5166 |
+| 500 | 10 | 13 | **0%** | 30.0% | **0.5095** | 0.5240 |
+| 1,000 | 10 | 13 | **0%** | 16.5% | **0.5048** | 0.5071 |
+| 2,000 | 20 | 13 | **0%** | 11.0% | **0.5599** | 0.5611 |
+
+The joint formulation also achieves slightly better pinball loss — the non-crossing constraints act as beneficial regularization.
+
+**Speed tradeoff:** This package solves a single joint LP with non-crossing constraints, which is slower than fitting each quantile independently. The value is in the guarantee and the richer downstream workflows. For single-quantile fits where speed matters most, sklearn or statsmodels may be more appropriate.
+
+Full results: [Benchmarks](https://joshvern.github.io/quantile_guard/benchmarks/) | [Reproduce locally](https://joshvern.github.io/quantile_guard/benchmarks/#reproducing-these-results)
+
+## When to Use This Package
+
+**Use this when you need:**
+- Multiple quantile predictions that must not cross (production pipelines, interval forecasts)
+- Statistical inference on quantile coefficients (SEs, p-values, confidence intervals)
+- Calibrated prediction intervals (conformal quantile regression)
+- Censored/survival quantile models
+- A complete evaluation workflow for any quantile model's predictions
+
+**Use sklearn or statsmodels when:**
+- You only need a single quantile (e.g., median regression)
+- Raw speed matters more than crossing guarantees
+- You don't need inference, calibration, or evaluation tooling
+
+## Documentation
+
+Full docs: [joshvern.github.io/quantile_guard](https://joshvern.github.io/quantile_guard/)
+
+## Implementation
+
+Quantile regression is naturally a linear program. This package solves joint multi-quantile LPs with non-crossing constraints using:
+
+- **PDLP** — first-order primal-dual solver (default, from Google OR-Tools)
+- **GLOP** — revised simplex (faster on small/medium problems)
+- **HiGHS** — via scipy's sparse LP interface (memory-efficient)
+
+```python
+QuantileRegression(tau=0.5, solver_backend='GLOP')   # simplex
+QuantileRegression(tau=0.5, use_sparse=True)          # scipy sparse
+```
+
+## Dependencies
+
+**Required:** numpy, pandas, scipy, scikit-learn, ortools, tqdm, joblib
+
+**Optional:** matplotlib (plots), patsy (formulas), statsmodels (benchmarks)
+
+## Contributing
+
+Contributions welcome! Open an issue or submit a pull request on [GitHub](https://github.com/joshvern/quantile_guard).
+
+## License
+
+MIT

quantile_guard-0.5.0/pyproject.toml

@@ -0,0 +1,65 @@
+[build-system]
+requires = ["setuptools>=68", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "quantile-guard"
+version = "0.5.0"
+description = "Non-crossing quantile regression toolkit with joint multi-quantile fitting, inference, conformal calibration, and evaluation. Scikit-learn compatible."
+readme = "README.md"
+license = { text = "MIT" }
+authors = [{ name = "Joshua Vernazza" }]
+requires-python = ">=3.9"
+keywords = ["quantile-regression", "non-crossing", "prediction-intervals", "conformal", "calibration", "statistics", "machine-learning", "scikit-learn"]
+classifiers = [
+  "License :: OSI Approved :: MIT License",
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3 :: Only",
+  "Programming Language :: Python :: 3.9",
+  "Programming Language :: Python :: 3.10",
+  "Programming Language :: Python :: 3.11",
+  "Operating System :: OS Independent",
+]
+dependencies = [
+  "ortools>=9.0.9047",
+  "numpy>=1.18.0",
+  "pandas>=1.0.0",
+  "scipy>=1.4.0",
+  "tqdm>=4.50.0",
+  "joblib>=1.0.0",
+  "scikit-learn>=0.22.0",
+]
+
+[project.urls]
+Repository = "https://github.com/joshvern/quantile-guard"
+Issues = "https://github.com/joshvern/quantile-guard/issues"
+Documentation = "https://joshvern.github.io/quantile-guard/"
+
+[project.optional-dependencies]
+test = [
+  "pytest>=7",
+]
+formula = [
+  "patsy>=0.5.0",
+]
+plot = [
+  "matplotlib>=3.1.0",
+]
+benchmark = [
+  "statsmodels>=0.13.0",
+  "matplotlib>=3.1.0",
+]
+all = [
+  "patsy>=0.5.0",
+  "matplotlib>=3.1.0",
+]
+
+[tool.setuptools]
+include-package-data = true
+
+[tool.setuptools.packages.find]
+where = ["src"]
+
+[tool.pytest.ini_options]
+addopts = "-q --ignore=tests/bench_vs_sklearn.py --ignore=tests/bench_vs_r.py"
+testpaths = ["tests"]

quantile_guard-0.5.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

quantile_guard-0.5.0/src/quantile_guard/__init__.py

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+# quantile_guard/__init__.py
+
+from .quantile_regression import QuantileRegression, CensoredQuantileRegression
+
+__all__ = ['QuantileRegression', 'CensoredQuantileRegression']
+
+# Submodules available via:
+#   from quantile_guard.metrics import pinball_loss, ...
+#   from quantile_guard.postprocess import rearrange_quantiles, ...
+#   from quantile_guard.conformal import ConformalQuantileRegression
+#   from quantile_guard.calibration import calibration_summary, ...