econometricsmodels

統計・計量経済学の分析手法を提供するPython APIです。分析GUIアプリ「economicon」のエンジンとして使われることを主な用途としており、スクリプト・プログラムからの組み込みやすさ（型補完・バリデーション・動的な組み立て）を優先した設計になっています。

計算コアは Rust で実装し、PyO3 で薄くPythonにバインディングしています。
データ入力は polars DataFrameのみに限定し、ArrowのゼロコピーでRust側に受け渡します。
y ~ x1 + x2 のようなformula文字列パースは採用せず、被説明変数は列名（str）、説明変数は列名のリスト（list[str]）、推定オプションは専用クラスのインスタンスとして渡します。

インストール

pip install econometricsmodels

対応Pythonバージョンは3.12以上です。

クイックスタート

import polars as pl
from econometricsmodels import OLS

df = pl.DataFrame(
    {
        "y": [2.1, 3.9, 6.2, 8.1, 9.8],
        "x1": [1.0, 2.0, 3.0, 4.0, 5.0],
    }
)

result = OLS(df, y="y", x=["x1"]).fit()

print(result.params)       # {"const": ..., "x1": ...}
print(result.std_errors)   # {"const": ..., "x1": ...}
print(result.r_squared)

不均一分散に頑健な標準誤差（HC0〜HC3）・クラスター標準誤差・HAC（Newey-West）標準誤差への切り替えなど、詳しい使い方はdocs/getting-started.mdを参照してください。

実装状況

現在実装済みなのは Phase 1（基礎回帰）のうち OLS（最小二乗法）のみ です。区分回帰・WLSを含む他の手法は未着手です。

0.x.xのプレリリース期間中は、マイナーバージョンの変更でも破壊的変更が入る可能性があります。

ライセンス

MIT License

Metadata

Release files for econometricsmodels 0.1.0

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Source distribution for econometricsmodels 0.1.0
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econometricsmodels-0.1.0.tar.gz	99.0 kB	Jul 24, 2026	Details

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Table of built distributions (wheels) for econometricsmodels 0.1.0
File	Interpreter	ABI	Platform	Reset
econometricsmodels-0.1.0-cp314-cp314-win_amd64.whl 5.5 MB Jul 24, 2026	CPython 3.14	CPython 3.14	Windows x86-64	Details
econometricsmodels-0.1.0-cp314-cp314-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 6.1 MB Jul 24, 2026	CPython 3.14	CPython 3.14	Linux glibc 2.17+ x86-64	Details
econometricsmodels-0.1.0-cp314-cp314-macosx_11_0_arm64.whl 4.9 MB Jul 24, 2026	CPython 3.14	CPython 3.14	macOS 11.0+ ARM64	Details
econometricsmodels-0.1.0-cp314-cp314-macosx_10_12_x86_64.whl 5.5 MB Jul 24, 2026	CPython 3.14	CPython 3.14	macOS 10.12+ x86-64	Details
econometricsmodels-0.1.0-cp313-cp313-win_amd64.whl 5.5 MB Jul 24, 2026	CPython 3.13	CPython 3.13	Windows x86-64	Details
econometricsmodels-0.1.0-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 6.1 MB Jul 24, 2026	CPython 3.13	CPython 3.13	Linux glibc 2.17+ x86-64	Details
econometricsmodels-0.1.0-cp313-cp313-macosx_11_0_arm64.whl 4.9 MB Jul 24, 2026	CPython 3.13	CPython 3.13	macOS 11.0+ ARM64	Details
econometricsmodels-0.1.0-cp313-cp313-macosx_10_12_x86_64.whl 5.5 MB Jul 24, 2026	CPython 3.13	CPython 3.13	macOS 10.12+ x86-64	Details
econometricsmodels-0.1.0-cp312-cp312-win_amd64.whl 5.5 MB Jul 24, 2026	CPython 3.12	CPython 3.12	Windows x86-64	Details
econometricsmodels-0.1.0-cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl 6.1 MB Jul 24, 2026	CPython 3.12	CPython 3.12	Linux glibc 2.17+ x86-64	Details
econometricsmodels-0.1.0-cp312-cp312-macosx_11_0_arm64.whl 4.9 MB Jul 24, 2026	CPython 3.12	CPython 3.12	macOS 11.0+ ARM64	Details
econometricsmodels-0.1.0-cp312-cp312-macosx_10_12_x86_64.whl 5.5 MB Jul 24, 2026	CPython 3.12	CPython 3.12	macOS 10.12+ x86-64	Details

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Subject: econometricsmodels-0.1.0-cp312-cp312-macosx_11_0_arm64.whl
SHA-256 checksum: 49ddf240028c661c2a85d896a9ed3516a5f906f81b5c760c6e2529a930a78375 Verifying attestations

Release files / econometricsmodels-0.1.0-cp312-cp312-macosx_10_12_x86_64.whl

Download URL	econometricsmodels-0.1.0-cp312-cp312-macosx_10_12_x86_64.whl
Size	5.5 MB
Tags	CPython 3.12 macOS 10.12+ x86-64
SHA-256 checksum How to use checksums	`b63e7f16015095aa8dcba63ecdf3b8527d95d7ee440653035799cdf39644a83a`
BLAKE2b-256 checksum How to use checksums	`9a674cf1a1864d86b3391a71d59a46ab15880b789c8c83024b03e6b3a678efc5`
Upload date	Jul 24, 2026
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`twine/6.1.0 CPython/3.13.14`

Provenance

Identity

Publishing platform: GitHub Actions
Publishing repository: github.com/masahiroyecon1997dev/econometricsmodels
Publishing commit: github.com/masahiroyecon1997dev/econometricsmodels/tree/240a71a839f26227cb8e697a02e2420e567ec2c1

Workflow

Publishing configuration: github.com/masahiroyecon1997dev/econometricsmodels/blob/240a71a839f26227cb8e697a02e2420e567ec2c1/.github/workflows/cd_release.yml
Publishing logs: github.com/masahiroyecon1997dev/econometricsmodels/actions/runs/30111708088/attempts/1

Artifact

Subject: econometricsmodels-0.1.0-cp312-cp312-macosx_10_12_x86_64.whl
SHA-256 checksum: b63e7f16015095aa8dcba63ecdf3b8527d95d7ee440653035799cdf39644a83a Verifying attestations