robustmodels 0.1.0__py3-none-any.whl

robustmodels-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.5
+Name: robustmodels
+Version: 0.1.0
+Summary: Robust statistics for Python: univariate location and scale, multivariate location and scatter.
+Project-URL: Homepage, https://github.com/omarbecerrasierra/robustmodels
+Project-URL: Documentation, https://omarbecerrasierra.github.io/robustmodels/
+Project-URL: Repository, https://github.com/omarbecerrasierra/robustmodels
+Project-URL: Issues, https://github.com/omarbecerrasierra/robustmodels/issues
+Project-URL: Changelog, https://github.com/omarbecerrasierra/robustmodels/blob/main/CHANGELOG.md
+Author: omarbecerrasierra
+License-Expression: BSD-3-Clause
+License-File: LICENSE
+Keywords: MCD,Qn,Sn,covariance,medcouple,outliers,robust statistics
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Science/Research
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
+Classifier: Topic :: Scientific/Engineering
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.10
+Requires-Dist: numpy>=1.24
+Requires-Dist: scikit-learn>=1.6
+Requires-Dist: scipy>=1.10
+Description-Content-Type: text/markdown
+
+# robustmodels
+
+[![PyPI](https://img.shields.io/pypi/v/robustmodels)](https://pypi.org/project/robustmodels/)
+[![Docs](https://github.com/omarbecerrasierra/robustmodels/actions/workflows/docs.yml/badge.svg)](https://omarbecerrasierra.github.io/robustmodels/)
+[![CI](https://github.com/omarbecerrasierra/robustmodels/actions/workflows/ci.yml/badge.svg)](https://github.com/omarbecerrasierra/robustmodels/actions/workflows/ci.yml)
+
+Robust location, scale and covariance estimators for Python. Early development:
+the API may change before version 1.0.
+
+## Install
+
+```bash
+pip install robustmodels
+```
+
+Requires Python 3.10+, NumPy, SciPy and scikit-learn.
+
+## Use
+
+```python
+from robustmodels import location, scale
+
+x = [1, 2, 2, 3, 4, 100]
+location.hodges_lehmann(x)
+scale.mad(x)
+scale.qn(x)
+```
+
+Covariance estimators follow the scikit-learn interface:
+
+```python
+import numpy as np
+from robustmodels.covariance import MCD
+
+X = np.random.default_rng(0).normal(size=(100, 3))
+X[:10] += 8
+
+model = MCD(random_state=0).fit(X)
+model.location_
+model.covariance_
+model.mahalanobis(X)  # squared distances
+model.support_  # observations kept after reweighting
+```
+
+## Estimators
+
+| Module | Contents |
+| --- | --- |
+| `robustmodels.location` | `hodges_lehmann`, `m_location`, `tau_location`, `trimmed_mean`, `winsorized_mean` |
+| `robustmodels.scale` | `mad`, `qn`, `sn`, `pn`, `tau_scale`, `m_scale`; skewness and tail weight: `medcouple`, `lmc`, `rmc` |
+| `robustmodels.covariance` | `MCD`, `MRCD`, `MVE`, `OGK`, `SEstimator`, `MMEstimator`; correction factors: `h_alpha_n`, `mcd_consistency`, `mcd_small_sample` |
+
+The [documentation](https://omarbecerrasierra.github.io/robustmodels/) explains how
+to choose and use each estimator and documents every function and class. The same
+information is in the docstrings: `help(robustmodels.scale.qn)`.
+
+Univariate functions accept finite, one-dimensional samples. Empty samples return
+`NaN`. A single observation has zero scale. Covariance estimators accept matrices
+with observations in rows. MRCD supports more variables than observations and
+uses an identity regularization target. MVE requires `alpha < 1`.
+MRCD needs an explicit positive `rho` when a starting subset has zero scatter.
+
+Qn, Sn and Pn include finite-sample corrections by default. Pass
+`finite_correction=False` to disable them. Pn uses the factors from
+[Tarr (2014), Appendix B.3](https://www.researchgate.net/publication/267927753_Quantile_Based_Estimation_of_Scale_and_Dependence).
+
+## Development
+
+```bash
+uv sync --locked
+uv run pytest
+uv run ruff check .
+uv run ruff format --check .
+```
+
+Build and check the distributions:
+
+```bash
+uv build
+uvx twine check --strict dist/*
+```
+
+Run the docstring examples and build the documentation:
+
+```bash
+uv run pytest --doctest-modules --pyargs robustmodels
+uv run --group docs sphinx-build -W -b html docs docs/_build/html
+```
+
+CI runs the tests against the installed wheel on Python 3.10 to 3.14.
+The Python 3.10 job uses the minimum supported NumPy, SciPy and scikit-learn versions.
+
+The examples in `docs/` and in the docstrings run as tests. The tests cover estimator definitions, statistical properties, edge cases,
+agreement with R's robustbase and rrcov, and
+[scikit-learn compatibility](https://scikit-learn.org/stable/developers/develop.html).
+
+Code lives in `src/robustmodels`:
+
+| File | Contents | Internal dependencies |
+| --- | --- | --- |
+| `location.py` | Location estimators | `scale.py`, `_validation.py` |
+| `scale.py` | Scale, skewness, correction factors and pairwise selection | `_validation.py` |
+| `covariance.py` | Covariance estimators and their fitting steps | `scale.py`, `_validation.py` |
+| `_validation.py` | Input and parameter checks | None |
+
+Each method and its steps stay together. Auditing an estimator requires its file
+and at most two supporting files. `__init__.py` exposes the three public modules.
+
+### Release
+
+1. Set `version` in `pyproject.toml`, run `uv lock`, and replace "unreleased"
+   in [CHANGELOG.md](https://github.com/omarbecerrasierra/robustmodels/blob/main/CHANGELOG.md)
+   with the date.
+2. Merge into `main`, then tag and push: `git tag v0.1.0 && git push origin v0.1.0`.
+3. CI tests, builds and, after approval of the `pypi` environment, publishes to
+   PyPI through trusted publishing. The tag must match the package version.
+
+## License
+
+BSD 3-Clause; see [LICENSE](https://github.com/omarbecerrasierra/robustmodels/blob/main/LICENSE).

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robustmodels-0.1.0.dist-info/licenses/LICENSE

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+BSD 3-Clause License
+
+Copyright (c) 2026, omarbecerrasierra
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+1. Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+
+3. Neither the name of the copyright holder nor the names of its
+   contributors may be used to endorse or promote products derived from
+   this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.