anqizhang1/py-metrics

A Python package for econometrics

PyMetrics

Use python for econometrics. The API generally follows Stata, is built around the Pandas project, and supports modern econometric best practices.

Most of the decisions regarding output and functionality come from Bruce Hansen's Econometrics textbook (link). I primarily used his January 2019 version during the development of this package.

Installation

Note: tested with Python 3.6 only.

1. Install from source

   pip install git+git://github.com/121onto/py-metrics.git

TODO (121onto): release v0.0.1 and update these instructions to install from that release.

Documentation

See the project wiki for official docs (link). Additional examples are available in the examples directory.

Developer Installation

Note: tested using Python 3.6 only.

1. Clone this repository:

   git clone [email protected]:121onto/py-metrics.git
   cd py-metrics

2. Create a new virtualenv (assumes you're using virtualenvwrapper):

   mkv py-metrics --python=python3
   actv

3. Install the repository in editable mode:

   pip install -e .