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Toolbox for the Multistep Regression Estimator.

Project description

Mr. Estimator

Latest Version Documentation License Supported Python Versions

Welcome to the Toolbox for the Multistep Regression Estimator ("Mister Estimator").

If you find bugs, encounter unexpected behaviour or want to comment, please let us know via mail or open an issue on github. Any input is greatly appreciated.


  • Python (>=3.5)
  • numpy (>=1.11.0)
  • scipy (>=1.0.0)
  • matplotlib (>=1.5.3)

Optional Dependencies

  • numba (>=0.44), for parallelization
  • tqdm, for progress bars

We recommend (and develop with) the latest stable versions of the dependencies, at the time of writing that is Python 3.7.0, numpy 1.15.1, scipy 1.1.0 and matplotlib 2.2.3.

What's new

v0.1.6 (23.04.2020)

This is a cleanup version that tries to be consistent with the paper (in prep). See the full changelog.


Assuming a working Python3 environment, usually you can install via pip:

pip3 install mrestimator

To install (or update an existing installation) with optional dependecies:

pip3 install -U 'mrestimator[full]'

If you run into problems during installation, they are most likely due to numpy and scipy. You may check the official documentation or try using anaconda as outlined below.

Install Using Anaconda

We sincerely recommend using conda, more so if you are unsure about the dependencies on your system or lack administrator priviliges. It is easy to install, allows you to manage different versions of Python and if something breaks, you can role back and reinstall easily - all without leaving your user directory.

Head over to, and download the installer for Python 3.7.

After following the installation instructions (default settings are fine for most users), start a new python session by typing python in a new terminal window. You will see something similar to the following:

Python 3.7.0 (default, Jun 28 2018, 07:39:16)
[Clang 4.0.1 (tags/RELEASE_401/final)] :: Anaconda, Inc. on darwin
Type "help", "copyright", "credits" or "license" for more information.

End the session (exit() or Ctrl-D) and type conda list, which will output a list of the packages that came bundled with anaconda. All dependencies for Mr. Estimator are included.

Optionally, you can create a new environment (e.g. named 'myenv') for the toolbox conda create --name myenv and activate it with source activate myenv (activate myenv on windows). For more details on managing environments with conda, see here.

Now install using pip: pip install mrestimator and afterwards you should be able to import the module into any python3 session

>>> import mrestimator as mre
INFO     Loaded mrestimator v0.1.6, writing to /tmp/mre_paul/

Manual Installation

Clone the repository via ssh or https

git clone
git clone

And optionally,

export PYTHONPATH="${PYTHONPATH}:$(pwd)/mrestimator"

This line adds the downloaded directory to your PYTHONPATH environment variable, so that it will be found automatically when importing. If you want to add the path automatically when you login, you can add it to your ~/.bashrc or ~/.profile:

echo 'export PYTHONPATH="${PYTHONPATH}:'$(pwd)'/mrestimator"' >> ~/.bashrc

Pre-release versions

You can upgrade to pre-release versions using pip

pip install -U --pre 'mrestimator[full]'

To revert to the stable version, run

pip install mrestimator==0.1.6


pip install --force-reinstall mrestimator

for a complete (longer) reinstall of all dependencies.

Parallelization and running on clusters

Per default, the toolbox and its dependencies use all threads available on the host machine. While this is great if running locally, it is undesired for distributed computing as the workload manager expects jobs of serial queues to only use one thread. To disable multi-threading, you can set the following environment variables (e.g. at the beginning of a job file)


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