coeftable
Lightweight, report-ready summary tables for estimates with uncertainty. Renders inline forest plots, builds on great_tables HTML output, and works with pandas, polars, or pyarrow frames.
Installation
uv add coeftable
Quick start
The one-line form declares a table with a single estimate column:
import polars as pl
import coeftable as ct
df = pl.DataFrame(
{
"metric": ["Revenue", "Latency"],
"est": [3.4, 0.5],
"lb": [1.2, -1.0],
"ub": [5.7, 2.0],
}
)
ct.CoefTable(df, rows="metric", estimate="est", ci=("lb", "ub"))
A CoefTable renders itself in marimo, Jupyter, and any other _repr_html_-aware viewer —
leave it as the last expression in a cell, no extra call needed. Outside a notebook,
table.as_raw_html() is the HTML string entry point. .gt() remains the escape hatch to the
underlying great_tables object itself:
table.gt().save("t.png") for an image, table.gt().tab_options(...) to keep styling with
great_tables' own API.
Data shape
coeftable expects a dataframe where every row is a single comparison. The
resolution logic maps pairs of upper / lower bound columns to each estimate, so
your data should be wide in triples — one point-estimate column and (when
applicable) its lower and upper bound columns — rather than in long format with
a parameter column.
Dimensions:
rows— the label for each row in the table (e.g. a metric name).nest— an optional secondary label stacked below each row.groups— an optional column whose values produce section headers. A row label may appear under more than one group, in which case it renders once per section — so the same set of metrics can be reported per region without inventing anestcolumn to tell them apart. Passcollapsible_groups=Trueto make those sections collapsible in the rendered HTML — a pure CSS toggle (relies on:has(), Baseline since late 2023; on an older browser without it the toggle no-ops and sections stay expanded), no JavaScript, sections start expanded. Applies toas_raw_html()/_repr_html_;.gt()is unaffected.split_columns— an optional column whose values produce repeated column groups side by side, useful for comparing methods.
Series columns bend this rule. A point estimate is one number (plus
bounds), so a triple of scalar columns holds it. A .sparkline(...) series
is N points, not one -- most naturally via the companion-frame door, a
separate long frame with one row per point, joined by the table's row/nest/
split keys. Or, when the series is already collapsed onto its row, its
value / ci columns can instead hold a list per row directly. Either
way a row of the table is still one row; the series column just carries
more data per row than an estimate column does. See
Trend over time for both shapes.
Experiment table
Build a complete experiment results table with multiple estimates, a forest plot column, grouped row sections, nested variants, and direction hints:
import polars as pl
import coeftable as ct
experiment = pl.DataFrame(
{
"area": ["Core", "Core", "Ops", "Ops"],
"metric": ["Revenue", "Revenue", "Latency", "Latency"],
"variant": ["B", "C", "B", "C"],
"att": [12400.0, -3100.0, 40.0, 120.0],
"att_lb": [4200.0, -9800.0, -80.0, 45.0],
"att_ub": [20600.0, 3600.0, 160.0, 195.0],
"rel": [3.4, -1.2, 0.5, 2.0],
"rel_lb": [1.2, -4.0, -1.0, 0.8],
"rel_ub": [5.7, 1.6, 2.0, 3.2],
}
)
(
ct.CoefTable(experiment, rows="metric", nest="variant", groups="area")
.estimate("Lift Amount", "att", ci=("att_lb", "att_ub"), fmt=ct.Number(compact=True))
.estimate("Lift %", "rel", ci=("rel_lb", "rel_ub"), fmt=ct.Percent(signed=True))
.forest("Lift Plot", of="Lift %", ref=0.0, symmetric=True)
.header("Experiment Results", "Example Experiment")
.with_direction({"Latency": "lower_is_better"})
)
Comparing methods
Use split_columns to compare multiple methods side by side. Each value in the
split column produces its own set of estimate / forest columns:
import polars as pl
import coeftable as ct
methods = pl.DataFrame(
{
"metric": ["Revenue", "Revenue", "Latency", "Latency"],
"method": ["A", "B", "A", "B"],
"est": [3.4, 3.1, 0.5, 0.6],
"lb": [1.2, 1.0, -1.0, -0.8],
"ub": [5.7, 5.2, 2.0, 2.1],
}
)
(
ct.CoefTable(
methods, rows="metric", split_columns="method", estimate="est", ci=("lb", "ub")
).header("Cohort Revenue by Method")
)
Repeating metrics across sections
A row label may appear under more than one groups value. The same metrics can
therefore be reported per region, each section repeating the full set:
import polars as pl
import coeftable as ct
regions = pl.DataFrame(
{
"metric": ["Revenue", "Signups", "Revenue", "Signups"],
"region": ["US", "US", "EU", "EU"],
"est": [1.2, 0.4, 2.1, 0.9],
"lb": [0.8, 0.1, 1.5, 0.5],
"ub": [1.6, 0.7, 2.7, 1.3],
}
)
(
ct.CoefTable(
regions, rows="metric", groups="region", collapsible_groups=True
)
.estimate("Effect", "est", ci=("lb", "ub"))
.forest("Effect Plot", of="Effect", ref=0.0, symmetric=True)
)
Theming
Four built-in themes are available from coeftable.theme:
from coeftable.theme import BLUE, COLORBLIND, DEFAULT, MONO, TEXTUAL
DEFAULT # Alias for TEXTUAL -- what CoefTable uses if you don't set a theme
TEXTUAL # Minimal, publication-style: muted colours, light chrome
BLUE # The original blue-grey palette
COLORBLIND # Colourblind-safe palette
MONO # Grayscale for mono journals
Apply one with .with_theme(...):
table.with_theme(BLUE)
Customise a theme with dataclasses.replace:
from dataclasses import replace
my_theme = replace(BLUE, favorable="#0072B2")
Use with_direction to mark rows where lower values are favourable (reusing
the df frame from Quick start):
table = ct.CoefTable(df, rows="metric", estimate="est", ci=("lb", "ub")).with_direction(
{"Latency": "lower_is_better"}
)
Trend over time
Add a .sparkline(...) column to plot a metric's trajectory next to its
point estimate: an inline SVG line with a shaded credible interval and a
dashed reference line (pass show_endpoint=True to also label the last
value). Below, ref=0.0 draws the reference line that Latency's series
crosses as its credible interval narrows over three weeks of data:
There are two front doors for the series data, the same list-columns vs. companion-frame choice used elsewhere in coeftable:
A long companion frame — the shape most real series data already
arrives in: a SQL export, a dbt model, an experimentation platform's daily
metrics table. Pass data= a separate frame with one row per point, and
value / ci / x name scalar columns on it. coeftable groups the
companion frame by the table's rows (+ nest, + groups, +
split_columns) keys and collapses each group into a series internally.
groups participates only when data actually carries that column, so a
companion frame keyed on the row alone stays valid. The one case that needs
it is a row label appearing under more than one group: without the group
column in data those rows are indistinguishable, so coeftable reports it
rather than serving every section the same merged series.
import datetime as dt
import pandas as pd
import polars as pl
import coeftable as ct
dates = [dt.date(2024, 1, 1), dt.date(2024, 1, 8), dt.date(2024, 1, 15)]
trend = pl.DataFrame(
{
"metric": ["Revenue", "Latency"],
"lift": [3.4, 0.5],
"lift_lb": [1.2, -1.0],
"lift_ub": [5.7, 2.0],
}
)
history = pd.DataFrame(
{
"metric": ["Revenue", "Revenue", "Revenue", "Latency", "Latency", "Latency"],
"date": dates + dates,
"lift": [1.5, 2.4, 3.4, -1.0, 0.2, 1.5],
"lift_lb": [0.3, 1.4, 2.6, -2.5, -0.6, 1.0],
"lift_ub": [2.7, 3.4, 4.2, 0.5, 1.0, 2.0],
}
)
(
ct.CoefTable(trend, rows="metric")
.estimate("Lift %", "lift", ci=("lift_lb", "lift_ub"), fmt=ct.Percent(signed=True))
.sparkline(
"Trend",
value="lift",
ci=("lift_lb", "lift_ub"),
x="date",
data=history,
ref=0.0,
axis_fmt=ct.DateAxis(),
)
)
List columns on the main frame — if the series is already collapsed
onto its row (e.g. from a prior .group_by(...).agg(...), or a source that
natively stores arrays), value / ci / x can instead name columns
whose cells each hold one list of points per row:
import datetime as dt
import polars as pl
import coeftable as ct
dates = [dt.date(2024, 1, 1), dt.date(2024, 1, 8), dt.date(2024, 1, 15)]
trend = pl.DataFrame(
{
"metric": ["Revenue", "Latency"],
"lift": [3.4, 0.5],
"lift_lb": [1.2, -1.0],
"lift_ub": [5.7, 2.0],
"history": [
[1.5, 2.4, 3.4],
[-1.0, 0.2, 1.5],
],
"history_lb": [
[0.3, 1.4, 2.6],
[-2.5, -0.6, 1.0],
],
"history_ub": [
[2.7, 3.4, 4.2],
[0.5, 1.0, 2.0],
],
"date": [dates, dates],
}
)
(
ct.CoefTable(trend, rows="metric")
.estimate("Lift %", "lift", ci=("lift_lb", "lift_ub"), fmt=ct.Percent(signed=True))
.sparkline(
"Trend",
value="history",
ci=("history_lb", "history_ub"),
x="date",
ref=0.0,
axis_fmt=ct.DateAxis(),
)
)
Both render the same column. Reach for the companion frame first — it matches how most series data actually arrives, one row per observation. Reach for list columns only when the series is already collapsed onto its row.
Since x is always shared table-wide (dates must line up across rows), a
series with fewer points than its neighbours visibly occupies only part of
its cell's width rather than stretching to fill it — this is intentional,
not a bug: x position reflects where a point falls in the shared domain,
never the row's own extent.
Want a plain trend line with no uncertainty band — no ci, no ribbon?
great_tables' own .gt().fmt_nanoplot(...) covers that directly.
.sparkline(...) exists specifically for the estimate-with-interval case.
Shaping the y-axis. Each row's domain fits tightly to its own data by
default (scale="row", autoscale="tight"). Four ways to change that,
shown together against the same noisy series:
import polars as pl
import coeftable as ct
trend = pl.DataFrame(
{
"metric": ["Revenue"],
"lift": [[1.0, 1.05, 0.95, 1.02, 0.98, 300.0]],
}
)
(
ct.CoefTable(trend, rows="metric")
# Default: fits tightly to this row's own min/max. A single outlier
# like the 300.0 here dominates and flattens the rest of the series.
.sparkline("Tight (default)", value="lift", ref=1.0)
# autoscale="robust" fits an IQR/Tukey fence instead of raw min/max,
# so the outlier doesn't flatten the rest. It still draws -- clipped
# to the domain edge and flagged with a clip-cap marker, never hidden.
.sparkline("Robust", value="lift", ref=1.0, autoscale="robust")
# max_ylim=N narrows whatever domain scale/autoscale would have
# produced -- clamping to `ref +/- N`, only if the natural domain
# would have exceeded that ceiling. Composes with autoscale.
.sparkline("Ceiling", value="lift", ref=1.0, max_ylim=0.5)
# ylim=(lo, hi) is an absolute override, replacing scale/autoscale/
# max_ylim entirely.
.sparkline("Override", value="lift", ref=1.0, ylim=(0.9, 1.1))
)
Forest plots take autoscale too. A single extreme interval (say a
+3000% lift among sub-1% metrics) otherwise stretches the shared domain
and flattens every other bar:
lifts = pl.DataFrame(
{
"metric": ["Checkout CVR", "Signup Rate", "Retention D7", "AOV", "Rare Event"],
"rel": [0.03, -0.05, 0.08, 0.02, 30.0],
"rel_lb": [0.01, -0.09, 0.04, -0.01, 22.0],
"rel_ub": [0.05, -0.01, 0.12, 0.05, 41.0],
}
)
(
ct.CoefTable(lifts, rows="metric")
.estimate("Lift %", "rel", ci=("rel_lb", "rel_ub"), fmt=ct.Percent(signed=True))
# "robust" fits an IQR/Tukey fence over the pooled values instead of
# the raw min/max, so the outlier stops dictating the axis. Composes
# with symmetric= (fence first, then mirror around ref); ylim= still
# overrides everything.
.forest("Lift Plot", of="Lift %", ref=0.0, autoscale="robust")
)
A discounted interval is never hidden: bars in a clipping domain plot against a slightly inset region and the clipped interval continues into the reserved margin as a gradient fade, reading as "extends beyond the axis". Buckets with nothing clipped render exactly as before.
No reference, or a hidden one. ref also drives the dashed line and
colour resolution; two ways to opt out, for data with no meaningful
zero (revenue, durations, absolute counts):
absolute = pl.DataFrame(
{
"metric": ["Revenue", "Latency"],
"value": [[282.3, 300.1, 320.0], [900.0, 910.0, 920.0]],
}
)
(
ct.CoefTable(absolute, rows="metric")
# ref=None: no reference at all. No dashed line, no forced domain
# inclusion of 0, and every cell colours neutral -- "favorable" has
# no meaning without something to compare against.
.sparkline("No reference", value="value", ref=None)
# ref=0.0, show_ref=False: the reference is real and still drives
# colour (favorable/unfavorable against 0), it just isn't drawn or
# forced into the domain. Opt in deliberately: a mark can then claim
# "above the reference" while the reference sits off-canvas.
.sparkline("Hidden reference", value="value", ref=0.0, show_ref=False)
)
Standalone plots
The inline SVG plots that power .forest(...) and .sparkline(...) columns
are available directly from coeftable.plots — the same emitters, the same
themes, no table required. Each function returns a complete <svg> string
for embedding anywhere HTML goes:
from coeftable.plots import forest_bar, sparkline_bar
from coeftable.theme import DEFAULT
import coeftable as ct
bar = forest_bar(
1.2, 0.4, 2.0, # estimate, lower, upper
domain=(-1.0, 3.0),
ref=0.0,
color=DEFAULT.favorable,
theme=DEFAULT,
)
line = sparkline_bar(
[0.0, 1.0, 2.0], # x
[1.0, 1.5, 2.0], # y
[0.5, 1.0, 1.6], # lower
[1.5, 2.0, 2.4], # upper
x_domain=(0.0, 2.0),
domain=(0.0, 3.0),
ref=0.0,
color=DEFAULT.favorable,
fmt=ct.Number(),
theme=DEFAULT,
)
Also exported: sparkline_multi + Trace for overlaid series,
forest_axis / sparkline_axis for the shared axis footer under a column
of plots, and ResolvedRule / ResolvedBand for reference lines and
shaded intervals via each function's annotations= parameter. Because a
standalone plot and a table column share one Theme, a report that mixes
both stays visually consistent.
Metric cards (experimental)
coeftable.cards composes the standalone plots into measured, foldable
metric cards — the same formatters, themes, and SVG primitives as the
tables. The API is experimental and may change; it is deliberately not
exported from the top-level coeftable namespace yet.
import coeftable as ct
from coeftable.cards import Card, CardGrid
from coeftable.cards.regions import Diagnostics, Event, Events, Metric, Trend
events = Events([Event("launch", "#4C72B0", at=2.0)])
revenue = Card(
"Revenue",
subtitle="weekly lift vs control",
content=[
Metric(3.4, ct.Percent(signed=True), ci=(1.2, 5.7), ref=0.0),
Trend(
x=(0, 1, 2, 3), y=(0.3, 0.8, 1.1, 1.5),
lower=(-0.1, 0.3, 0.6, 0.9), upper=(0.7, 1.3, 1.6, 2.1),
x_domain=(0, 3), domain=(-0.5, 2.5), ref=0.0,
annotations=events.rules(),
),
Diagnostics("diagnostics", [("n", 412), ("sigma", 0.8)]),
events,
],
)
grid = CardGrid([revenue, revenue.with_theme(ct.theme.BLUE)])
A Card (or CardGrid) left as the last notebook expression renders
itself; as_raw_html() is the string entry point. Cards are fixed-width
with exact measured heights and fold via a native <details> header (the
headline value stays visible as a chip when it fits beside the header,
and is omitted otherwise). A standalone card collapses to
its header; inside a CardGrid each card's expanded footprint stays
reserved, so folding never reflows neighbors.
Metric panels (experimental)
coeftable.cards panels put named side-by-side panes in one bordered shell
with a shared header and footer: the compositional step above cards. The API
is experimental and may change; it is deliberately not exported from the
top-level coeftable namespace yet.
import coeftable as ct
from coeftable.cards import Metric, Pane, Panel, Row, TextBlock
summary = Pane(
"Summary",
content=(
TextBlock("Weekly revenue", variant="subtitle"),
Metric(3.4, ct.Percent(signed=True), ci=(1.2, 5.7), ref=0.0),
),
width=220,
)
segments = Pane(
"Segments",
content=(
Row(
(
(TextBlock("Enterprise"), 85),
(Metric(8.1, ct.Percent(signed=True)), 105),
)
),
),
width=200,
)
header = Row(
(
(TextBlock("Revenue", variant="title"), 320),
(Metric(3.4, ct.Percent(signed=True)), 120),
),
gap=16,
)
panel = Panel((summary, segments), header=(header,))
html = panel.as_raw_html()
Panes declare usable content widths; cell widths are author inputs; the panel derives its own footprint with exact measurement, not responsive guessing.
A Panel left as the last notebook expression renders itself via
_repr_html_; with_theme() returns the same composition under another
theme.
Metric trees (experimental)
coeftable.graph turns metric cards wired into a driver DAG into a metric
tree: the graph layer adds slotted layout, vertical wires, and zero-JS
fold/downstream-hide behavior. The API is experimental and may change; it is
deliberately not exported from the top-level coeftable namespace yet.
import coeftable as ct
from coeftable.cards import Card
from coeftable.graph import MetricTree
tree = MetricTree(
nodes=(
("revenue", Card("Revenue")),
("price", Card("Price")),
("volume", Card("Volume")),
("retention", Card("Retention")),
),
edges=(
("revenue", "price", 1.2),
("revenue", "volume", 2.1),
("volume", "retention", -0.6),
),
fmt=ct.Number(suffix=' pp', decimals=1, signed=True, thousands=False),
dom_prefix='drivers',
)
html = tree.as_raw_html()
Use a distinct dom_prefix for each tree when rendering multiple graphs in one
document, so their generated control, card, and wire ids remain disjoint.
Each card retains its native <details> fold control. The nub under a parent
hides a node only when every root path to it is blocked: collapsing one parent
of a shared child leaves that child visible via the other path, all with pure
CSS and no JavaScript.
A MetricTree left as the last notebook expression renders itself via
_repr_html_; with_theme() follows the same conventions as cards.
Driver-tree reports (experimental)
coeftable.graph.DriverTree is the composition root over the metric-tree
layer: give it level series and a decomposition per parent, and it builds the
cards, wires, and layout itself, plus three opt-in honesty checks a hand-built
MetricTree graph would otherwise have to redo per node. The API is
experimental and may change; it is deliberately not exported from the
top-level coeftable namespace yet.
import coeftable as ct
from coeftable.graph import DriverTree
from coeftable.graph.breakout import Breakout
from coeftable.graph.timeline import TimelineEvent
x = (0.0, 1.0, 2.0, 3.0)
series = {
"revenue": (1000.0, 1071.0, 1144.0, 1219.0),
"users": (100.0, 105.0, 110.0, 115.0),
"aov": (10.0, 10.2, 10.4, 10.6),
"us": (600.0, 640.0, 680.0, 720.0),
"eu": (400.0, 431.0, 464.0, 499.0),
}
titles = {"revenue": "Revenue", "users": "Users", "aov": "AOV", "us": "US", "eu": "EU"}
breakouts = {
"revenue": (
Breakout(key="drivers", label="by drivers", op="x", children=("users", "aov")),
Breakout(key="region", label="by region", op="+", children=("us", "eu")),
)
}
events = (TimelineEvent(at=1.0, label="Launch", color="#4C72B0", affects=("revenue", "users")),)
report = DriverTree(
series,
titles,
breakouts,
ct.Percent(decimals=1),
x,
events=events,
level_fmt=ct.Number(decimals=1),
)
html = report.as_raw_html()
Every node id in series and titles is derived from breakouts: each key
is a parent, and each Breakout names one decomposition of it (an op="x"
product or an op="+" sum) plus the child node ids it contributes. A parent
with two or more breakouts (like revenue above) renders a native
<select> that swaps its children's whole subtree in place — no JavaScript,
because the alternatives share one slotted position and pure CSS shows
exactly one of them at a time.
Each decomposition is checked against its own arithmetic: a parent that
should equal the sum or product of its children but falls short gets an
injected "Unattributed" residual card (additive shortfalls) or a reported
gap badge (multiplicative shortfalls, which have no subtraction fix), and a
decomposition explaining under 80% of its parent refuses to build rather than
render a misleading tree. Every wire's label role comes from its own child's
noise-aware confidence interval, so a wobbly delta renders muted with a
· ns marker instead of a confident color. Anti-correlated siblings (movers
that trade off against each other week to week) surface a callout hosted on
one of the participating children, so it stays visible only alongside that
alternative rather than the parent, which stays visible under every switch.
The root card renders no text of its own; pass caption= to add one. It
wraps to fit the card using an estimated character width, growing across
as many lines as that estimate needs. Runs of whitespace collapse to a
single space and line breaks are not preserved, and unusually wide text
can still be clipped on a line, since the wrap is an estimate rather than
a font measurement. A literal {weeks} placeholder is substituted for the
observed period count, and caption defaults to None, so nothing
renders unless you ask for it.
If you want a note that edge labels are accounting, not causal
claims, that wording is yours to choose — for example
caption="Edge labels are an accounting of the realized {weeks}-week change, not causal impact." events fan out to every card named in their
affects tuple, both as sparkline markers and as captions, and the
report's header is a timeline strip indexing them across the whole canvas.
That strip carries no heading of its own — pass strip_title= if you want
one, since only you know whether your events are deploys, holidays, or
experiments. With neither events nor a strip_title there is nothing to
index and no heading to show, so the strip is omitted rather than reserving
space for a bare axis; supplying either one brings it back.
Switchers can nest. Every level of the tree may carry its own switcher at
the same time — revenue by drivers or region, and within drivers, active users
by funnel or country, and within that, sessions by platform or channel.
Switching an outer choice takes away the whole branch beneath it, including any
nested switcher and its alternatives; switching back restores it with the inner
selection intact, because a native <select> keeps its value while hidden.
Limitations. All alternatives of one switcher must have the same number of children, since they share the same positions.
And every card must keep a visible parent under every combination of choices. A card that disappears together with its own alternative is fine — that is the point of a switcher. What is refused is a card whose visibility depends on several switchers that do not subsume one another, so that some combination of selections leaves it on the page with every route to it closed.
Nesting satisfies this on its own: an outer choice that removes a branch is decided by the outer rule alone, and everything below goes with it. Being reachable through more than one switcher is not by itself a problem either — if every option of each switcher reaches the card, or if any route to it is unconditional, it always keeps a parent and the tree is accepted.
One shape is refused: a card where every route can be independently closed and
none survives unconditionally. The clearest example is a card reachable through a
nested branch and also through a different alternative of the switcher above it.
Keep the outer branch that preserves the nested switcher, then pick an inner
option that does not reach the card, and both of its routes close at once. Since
each switcher's rules are emitted independently, no single one can see that. Such
a tree is rejected at construction with a SpecError naming the card and every
switcher implicated in it.
DriverTree returns a GraphReport: the underlying Graph, and above it a
measured, exact-width timeline strip whenever events or a strip_title call
for one. report.measure(),
report.as_raw_html(), and its _repr_html_ notebook display all work the
same way they do for a plain Graph.
Plot annotations
ct.Rule draws a line and ct.Band shades an interval in a forest plot or
sparkline. A numeric, date, or datetime coordinate is a literal; a string is
the name of a scalar column on the main table frame. A missing field value
leaves that annotation out of that row, which makes row-specific marks
possible:
import polars as pl
import coeftable as ct
annotated = pl.DataFrame(
{
"metric": ["Revenue", "Latency"],
"estimate": [1.2, -0.4],
"lower": [0.8, -0.8],
"upper": [1.6, 0.1],
# Only Revenue receives the second vertical rule.
"target": [1.5, None],
"trend": [[1.0, 1.2, 1.4], [-0.1, -0.3, -0.4]],
"guard_low": [0.9, -0.6],
"guard_high": [1.6, 0.0],
}
)
(
ct.CoefTable(annotated, rows="metric")
.estimate("Effect", "estimate", ci=("lower", "upper"))
.forest(
"Effect plot",
of="Effect",
annotations=(ct.Rule("target", axis="x"),),
)
.sparkline(
"Trend",
value="trend",
annotations=(ct.Band("guard_low", "guard_high", axis="y"),),
)
)
Forest annotations use axis="x" only. Sparklines accept axis="x" and
axis="y"; use the former for a shared time or sequence position and the
latter for a value threshold or range. layer="underlay" (the default for
bands) draws before the plot; layer="overlay" (the default for rules) draws
after it. affect_domain=True by default expands an automatic axis domain to
include the annotation; set it to False to keep the existing domain and
allow the mark to be clipped. ylim overrides the Forest x-domain and the
Sparkline y-domain, so annotations on those axes do not expand them. Sparkline
x annotations still participate in their shared x-domain; max_ylim can cap
the Sparkline y-domain and clip or omit distant marks. Annotations supplement
rather than replace
ref: ref remains the built-in semantic reference that controls colors and
its optional dashed line.
Metadata
Release files for coeftable 0.7.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| coeftable-0.7.0.tar.gz | 884.5 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| coeftable-0.7.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 1.1 MB
Release files / coeftable-0.7.0.tar.gz
| Download URL | coeftable-0.7.0.tar.gz |
|---|---|
| Size | 884.5 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
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| Uploaded via |
twine/7.0.0 CPython/3.13.14
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Transparency logRelease files / coeftable-0.7.0-py3-none-any.whl
| Download URL | coeftable-0.7.0-py3-none-any.whl |
|---|---|
| Size | 166.2 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
1b566899a8f2a5cfbbfc3faebaaa2810975551785383f86f68795a956346a5e7
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BLAKE2b-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
Yes |
| Uploaded via |
twine/7.0.0 CPython/3.13.14
|
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.
PyPI Publish Attestation
PyPI verified that this artifact, at this checksum, originated from the publisher listed below.
Signed by GitHub Actions, verified by PyPI on Aug 27, 2026.
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