arxette
autoregressive model with exogeneous variables
install
$ pip install arxette
how to use
import numpy as np
from arxette import ARX, GARCH
y = np.random.randn(20)
x = np.random.randn(20,5)
mod = ARX()
mod.fit(y,x)
The fit method minimize the nll. Alternative one could use the OLS estimator with
mod.fit_ols(y,x)
Once the model is fit, one can inspect the fitted parameters
mod.params # nll
mod.params_ols # ols
test
To run the tests, install pytest and run
pytest
which tests that the params fit by both methods are pretty close.
1 maintainer
Metadata
1 maintainer
Release files for arxette 0.2.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| arxette-0.2.0.tar.gz | 4.3 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| arxette-0.2.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 8.9 kB
Release files / arxette-0.2.0.tar.gz
| Download URL | arxette-0.2.0.tar.gz |
|---|---|
| Size | 4.3 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
5315ed1f64e8682577ec79186377dbd59ed7266a5b07cc533297c3cde3fd74e2
|
|
BLAKE2b-256 checksum How to use checksums |
003ffcc3a16e8fcfd5257cc0eaac221c5dad3f17eb6a1badd0a12d2a97aa7d39
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
uv/0.4.29
|
Release files / arxette-0.2.0-py3-none-any.whl
| Download URL | arxette-0.2.0-py3-none-any.whl |
|---|---|
| Size | 4.7 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
e8c10c312db8f5781e3adc64ff390285f9a82e1be286451661d24045cdfcebe8
|
|
BLAKE2b-256 checksum How to use checksums |
e03ecee1bd53d41874e1c302bf054cf9b61ad1d7767bbebac994ee35293dbb9c
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
uv/0.4.29
|
Security for arxette 0.2.0
Provenance
Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.
No provenance found
None of the files in this release were uploaded with provenance metadata.
A note on package security
PyPI is a repository for distributing packages, not a service for auditing them. While third-party security researchers and our staff do their best to detect and remove malicious packages, PyPI cannot guarantee the quality, security or suitability of any given package.
