rust-pyo3-timeseries 0.1.4

Rust-implemented time-series econometric utilities exposed to Python via PyO3.

rust_pyo3_timeseries

High-performance Rust implementations of niche time-series tests, forcasting methods and more, exposed to Python via PyO3.

This repo collects “missing” econometric and statistical algorithms that aren’t available in mainstream Python/R libraries.
The first release ships the Escanciano–Lobato (2009) heteroskedasticity proxy test, written in pure Rust for speed and wrapped as a pip-installable Python extension.

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🚀 Quick start (Python)

# create and activate a virtual environment (recommended)
python -m venv .venv
source .venv/bin/activate  # or `.\.venv\Scripts\activate` on Windows

# install directly from the GitHub release/tag
pip install "git+https://github.com/mickwise/rust_pyo3_timeseries.git@v0.1.1