math/py-linearmodels: New port: Linear Panel, Instrumental Variable, Asset Pricing and other models

math/Makefile

@@ -932,6 +932,7 @@
     SUBDIR += py-kiwisolver
     SUBDIR += py-levmar
     SUBDIR += py-libpoly
+    SUBDIR += py-linearmodels
     SUBDIR += py-lmfit
     SUBDIR += py-luminol
     SUBDIR += py-mathics

math/py-linearmodels/Makefile

@@ -0,0 +1,32 @@
+PORTNAME=	linearmodels
+PORTVERSION=	4.27
+CATEGORIES=	math python # statistics
+MASTER_SITES=	CHEESESHOP
+PKGNAMEPREFIX=	${PYTHON_PKGNAMEPREFIX}
+
+MAINTAINER=	yuri@FreeBSD.org
+COMMENT=	Linear Panel, Instrumental Variable, Asset Pricing and other models
+WWW=		https://bashtage.github.io/linearmodels/
+
+LICENSE=	BSD3CLAUSE
+LICENSE_FILE=	${WRKSRC}/LICENSE.md
+
+PY_DEPENDS=	${PYTHON_PKGNAMEPREFIX}formulaic>=0.3.2:math/py-formulaic@${PY_FLAVOR} \
+		${PYTHON_PKGNAMEPREFIX}mypy_extensions>=0.4:devel/py-mypy_extensions@${PY_FLAVOR} \
+		${PYNUMPY} \
+		${PYTHON_PKGNAMEPREFIX}pandas>=0.24:math/py-pandas@${PY_FLAVOR} \
+		${PYTHON_PKGNAMEPREFIX}property-cached>=1.6.3:devel/py-property-cached@${PY_FLAVOR} \
+		${PYTHON_PKGNAMEPREFIX}pyhdfe>=0.1:math/py-pyhdfe@${PY_FLAVOR} \
+		${PYTHON_PKGNAMEPREFIX}scipy>=1.2:science/py-scipy@${PY_FLAVOR} \
+		${PYTHON_PKGNAMEPREFIX}statsmodels>=0.11:math/py-statsmodels@${PY_FLAVOR}
+BUILD_DEPENDS=	${PYTHON_PKGNAMEPREFIX}setuptools_scm>=6.4.2,<7.0.0:devel/py-setuptools_scm@${PY_FLAVOR} \
+		${PY_DEPENDS}
+RUN_DEPENDS=	${PY_DEPENDS}
+
+USES=		python:3.7+ shebangfix
+USE_PYTHON=	autoplist cython distutils
+
+post-install:
+	@${STRIP_CMD} ${STAGEDIR}${PYTHON_SITELIBDIR}/linearmodels/panel/_utility${PYTHON_EXT_SUFFIX}.so
+
+.include <bsd.port.mk>

math/py-linearmodels/distinfo

@@ -0,0 +1,3 @@
+TIMESTAMP = 1672264555
+SHA256 (linearmodels-4.27.tar.gz) = 1e2ddd4ee82f46b003633136c1170206a90406a45ef1217d3fade30bb1407ccd
+SIZE (linearmodels-4.27.tar.gz) = 1778740

math/py-linearmodels/pkg-descr

@@ -0,0 +1,24 @@
+Linear (regression) models for Python. Extends statsmodels with Panel
+regression, instrumental variable estimators, system estimators and
+models for estimating asset prices:
+* Panel models:
+  - Fixed effects (maximum two-way)
+  - First difference regression
+  - Between estimator for panel data
+  - Pooled regression for panel data
+  - Fama-MacBeth estimation of panel models
+* High-dimensional Regresssion:
+  - Absorbing Least Squares
+* Instrumental Variable estimators
+  - Two-stage Least Squares
+  - Limited Information Maximum Likelihood
+  - k-class Estimators
+  - Generalized Method of Moments, also with continuously updating
+* Factor Asset Pricing Models:
+  - 2- and 3-step estimation
+  - Time-series estimation
+  - GMM estimation
+* System Regression:
+  - Seemingly Unrelated Regression (SUR/SURE)
+  - Three-Stage Least Squares (3SLS)
+  - Generalized Method of Moments (GMM) System Estimation