varmapack 0.1.0__tar.gz

varmapack-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 Kristján Jónasson
+
+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.
+
+
+THIRD-PARTY NOTICES
+
+This software includes or adapts code from the following projects:
+
+SLICOT
+The SLICOT Team — https://github.com/SLICOT/SLICOT-Reference — BSD-3-Clause
+File: src/sb03md-complete.F
+
+LAPACK routines
+Netlib LAPACK — https://www.netlib.org/lapack/ — BSD-style
+File: src/rp_dpstrf.c
+
+getopt
+OpenBSD / NetBSD — https://github.com/openbsd/src — ISC-style
+Files: examples/getopt.c, examples/getopt.h

varmapack-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: varmapack
+Version: 0.1.0
+Summary: VARMA time-series simulation library
+License-Expression: MIT
+License-File: LICENSE
+License-File: SCIPY-OPENBLAS-LICENSE.txt
+Project-URL: Homepage, https://github.com/jonasson2/varmapack
+Project-URL: Documentation, https://varmapack.readthedocs.io/
+Project-URL: Repository, https://github.com/jonasson2/varmapack
+Project-URL: Issues, https://github.com/jonasson2/varmapack/issues
+Requires-Python: >=3.10
+Requires-Dist: numpy<2.3,>=1.22; python_version < "3.14" and platform_machine == "aarch64"
+Requires-Dist: numpy>=1.22; python_version >= "3.14" or platform_machine != "aarch64"
+Requires-Dist: randompack>=0.1.10
+Description-Content-Type: text/markdown
+
+# Varmapack
+
+Varmapack is a Python interface to the Varmapack C library for simulation and
+analysis of Gaussian VAR, VMA, VARMA, and VARMAX time-series models.
+
+It supports burn-in-free simulation, model testcases, theoretical and sample
+autocovariances, spectral radii, and impulse response functions.
+VARMAX models support scalar or vector-valued exogenous inputs.
+
+## Quick Example
+
+```python
+import varmapack
+model = varmapack.Model(
+    A=[[0.6, 0.1], [0.0, 0.4]],
+    Sig=[[2, 0], [0, 1]],
+)
+X = model.sim(200)
+print(X.shape)
+```
+
+For repeated simulations, `Model.sim` accepts a writable, C-contiguous
+`float64` NumPy array through `out=`. Reusing an output array avoids an
+allocation on each call; its required shape is `(nrep, length, r)`.
+
+## Timing
+
+`examples/TimeSimulate.py` compares Varmapack with Statsmodels `VARMAX` on all
+named testcases and with Statsmodels `VAR` on pure-VAR testcases. The latter
+uses a 200-observation burn-in by default. The program uses length 100, 1000
+replicates, and a 0.1-second timing target per method and testcase. Its output
+can be compared with the C and MATLAB simulation benchmarks. It is a
+source-tree benchmark and requires the optional `statsmodels` package:
+
+```sh
+    python -m pip install statsmodels
+    python examples/TimeSimulate.py
+```
+
+Use `-h` to list its timing and workload options.
+
+## Documentation
+
+The full documentation is at:
+
+> https://varmapack.readthedocs.io/
+
+For information about the underlying C library, see the
+[C README](https://github.com/jonasson2/varmapack/blob/main/README.md).
+
+For development builds from source, see:
+
+> https://github.com/jonasson2/varmapack/blob/main/DEVELOPMENT.md

varmapack-0.1.0/README.md

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+# Varmapack
+
+Varmapack is a Python interface to the Varmapack C library for simulation and
+analysis of Gaussian VAR, VMA, VARMA, and VARMAX time-series models.
+
+It supports burn-in-free simulation, model testcases, theoretical and sample
+autocovariances, spectral radii, and impulse response functions.
+VARMAX models support scalar or vector-valued exogenous inputs.
+
+## Quick Example
+
+```python
+import varmapack
+model = varmapack.Model(
+    A=[[0.6, 0.1], [0.0, 0.4]],
+    Sig=[[2, 0], [0, 1]],
+)
+X = model.sim(200)
+print(X.shape)
+```
+
+For repeated simulations, `Model.sim` accepts a writable, C-contiguous
+`float64` NumPy array through `out=`. Reusing an output array avoids an
+allocation on each call; its required shape is `(nrep, length, r)`.
+
+## Timing
+
+`examples/TimeSimulate.py` compares Varmapack with Statsmodels `VARMAX` on all
+named testcases and with Statsmodels `VAR` on pure-VAR testcases. The latter
+uses a 200-observation burn-in by default. The program uses length 100, 1000
+replicates, and a 0.1-second timing target per method and testcase. Its output
+can be compared with the C and MATLAB simulation benchmarks. It is a
+source-tree benchmark and requires the optional `statsmodels` package:
+
+```sh
+    python -m pip install statsmodels
+    python examples/TimeSimulate.py
+```
+
+Use `-h` to list its timing and workload options.
+
+## Documentation
+
+The full documentation is at:
+
+> https://varmapack.readthedocs.io/
+
+For information about the underlying C library, see the
+[C README](https://github.com/jonasson2/varmapack/blob/main/README.md).
+
+For development builds from source, see:
+
+> https://github.com/jonasson2/varmapack/blob/main/DEVELOPMENT.md