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@@ -0,0 +1 @@ +/chowtest-0.1.4.tar.gz diff --git a/python-chowtest.spec b/python-chowtest.spec new file mode 100644 index 0000000..fc6a5b0 --- /dev/null +++ b/python-chowtest.spec @@ -0,0 +1,193 @@ +%global _empty_manifest_terminate_build 0 +Name: python-chowtest +Version: 0.1.4 +Release: 1 +Summary: Python implementation of the Chow test (1960). +License: MIT License +URL: https://github.com/David-Woroniuk/chowtest +Source0: https://mirrors.nju.edu.cn/pypi/web/packages/8a/f2/4fd589674386ed621de5661b5f55387e86503fc32e2632fd76ab4efb6f07/chowtest-0.1.4.tar.gz +BuildArch: noarch + +Requires: python3-numpy +Requires: python3-pandas +Requires: python3-sklearn +Requires: python3-scipy + +%description +# Chow Test + +[](https://pepy.tech/project/chowtest) [](https://pepy.tech/project/chowtest) + +This project provides an implementation of the Chow break test. + +The Chow test was initially developed by Gregory Chow in 1960 to test whether one regression or two or more regressions best characterise the data. As such, the Chow test is capable of detecting "structural breaks" within time-series. Additional information can be obtained from: + +[Chow, Gregory C. "Tests of equality between sets of coefficients in two linear regressions." Econometrica: Journal of the Econometric Society (1960): 591-605.][abc] + +[Toyoda, Toshihisa. "Use of the Chow test under heteroscedasticity." Econometrica: Journal of the Econometric Society (1974): 601-608.][def] + +This implementation supports simple linear models, and finding breaks where k = 2. + +### Installation + +This module requires Python 3.0+ to run. The module can can be imported by: +```python +pip install chowtest +from chow_test import chowtest +``` + +### Input Arguments + +The required input arguments are listed below: + +| Argument | Description | +| ------ | ------ | +| y | dependent variable (Pandas DataFrame Column) | +| X | independent variable(s) (Pandas Dataframe Column(s)) | +| last_index_in_model_1 | index of final point prior to assumed structural break (str) | +| first_index_in_model_2 | index of first point following structural break (str) | +| significance_level | the significance level for hypothesis testing (float) | + + + [abc]: <https://www.jstor.org/stable/1910133?casa_token=5boKBERpursAAAAA%3ABCYkFnXnHBbM0c4thWh5rySthktrt5nLlWE1nwjKbHlwmpH5fTdQoAMzgv82adNdzRzoZBe01scMcO_lDf-mjemPUsRtOmbhXkCsuoc4tUXyWrlJi59Z3Q&seq=1#metadata_info_tab_contents> + [def]: <https://www.jstor.org/stable/1911796?casa_token=4WNFjhaMRG8AAAAA%3AKzirHep7m9iaXUTF-q90Z-ZyHVHeolvk_cNUlOuZw2bQF4z4UmAvgvejjPlC9woHSTdzBx5PVFSHP1aFhbnvWve1aMPYGO90MkbUTAgQBk-wo6HzVLjLIw&seq=1#metadata_info_tab_contents> + + + + +%package -n python3-chowtest +Summary: Python implementation of the Chow test (1960). +Provides: python-chowtest +BuildRequires: python3-devel +BuildRequires: python3-setuptools +BuildRequires: python3-pip +%description -n python3-chowtest +# Chow Test + +[](https://pepy.tech/project/chowtest) [](https://pepy.tech/project/chowtest) + +This project provides an implementation of the Chow break test. + +The Chow test was initially developed by Gregory Chow in 1960 to test whether one regression or two or more regressions best characterise the data. As such, the Chow test is capable of detecting "structural breaks" within time-series. Additional information can be obtained from: + +[Chow, Gregory C. "Tests of equality between sets of coefficients in two linear regressions." Econometrica: Journal of the Econometric Society (1960): 591-605.][abc] + +[Toyoda, Toshihisa. "Use of the Chow test under heteroscedasticity." Econometrica: Journal of the Econometric Society (1974): 601-608.][def] + +This implementation supports simple linear models, and finding breaks where k = 2. + +### Installation + +This module requires Python 3.0+ to run. The module can can be imported by: +```python +pip install chowtest +from chow_test import chowtest +``` + +### Input Arguments + +The required input arguments are listed below: + +| Argument | Description | +| ------ | ------ | +| y | dependent variable (Pandas DataFrame Column) | +| X | independent variable(s) (Pandas Dataframe Column(s)) | +| last_index_in_model_1 | index of final point prior to assumed structural break (str) | +| first_index_in_model_2 | index of first point following structural break (str) | +| significance_level | the significance level for hypothesis testing (float) | + + + [abc]: <https://www.jstor.org/stable/1910133?casa_token=5boKBERpursAAAAA%3ABCYkFnXnHBbM0c4thWh5rySthktrt5nLlWE1nwjKbHlwmpH5fTdQoAMzgv82adNdzRzoZBe01scMcO_lDf-mjemPUsRtOmbhXkCsuoc4tUXyWrlJi59Z3Q&seq=1#metadata_info_tab_contents> + [def]: <https://www.jstor.org/stable/1911796?casa_token=4WNFjhaMRG8AAAAA%3AKzirHep7m9iaXUTF-q90Z-ZyHVHeolvk_cNUlOuZw2bQF4z4UmAvgvejjPlC9woHSTdzBx5PVFSHP1aFhbnvWve1aMPYGO90MkbUTAgQBk-wo6HzVLjLIw&seq=1#metadata_info_tab_contents> + + + + +%package help +Summary: Development documents and examples for chowtest +Provides: python3-chowtest-doc +%description help +# Chow Test + +[](https://pepy.tech/project/chowtest) [](https://pepy.tech/project/chowtest) + +This project provides an implementation of the Chow break test. + +The Chow test was initially developed by Gregory Chow in 1960 to test whether one regression or two or more regressions best characterise the data. As such, the Chow test is capable of detecting "structural breaks" within time-series. Additional information can be obtained from: + +[Chow, Gregory C. "Tests of equality between sets of coefficients in two linear regressions." Econometrica: Journal of the Econometric Society (1960): 591-605.][abc] + +[Toyoda, Toshihisa. "Use of the Chow test under heteroscedasticity." Econometrica: Journal of the Econometric Society (1974): 601-608.][def] + +This implementation supports simple linear models, and finding breaks where k = 2. + +### Installation + +This module requires Python 3.0+ to run. The module can can be imported by: +```python +pip install chowtest +from chow_test import chowtest +``` + +### Input Arguments + +The required input arguments are listed below: + +| Argument | Description | +| ------ | ------ | +| y | dependent variable (Pandas DataFrame Column) | +| X | independent variable(s) (Pandas Dataframe Column(s)) | +| last_index_in_model_1 | index of final point prior to assumed structural break (str) | +| first_index_in_model_2 | index of first point following structural break (str) | +| significance_level | the significance level for hypothesis testing (float) | + + + [abc]: <https://www.jstor.org/stable/1910133?casa_token=5boKBERpursAAAAA%3ABCYkFnXnHBbM0c4thWh5rySthktrt5nLlWE1nwjKbHlwmpH5fTdQoAMzgv82adNdzRzoZBe01scMcO_lDf-mjemPUsRtOmbhXkCsuoc4tUXyWrlJi59Z3Q&seq=1#metadata_info_tab_contents> + [def]: <https://www.jstor.org/stable/1911796?casa_token=4WNFjhaMRG8AAAAA%3AKzirHep7m9iaXUTF-q90Z-ZyHVHeolvk_cNUlOuZw2bQF4z4UmAvgvejjPlC9woHSTdzBx5PVFSHP1aFhbnvWve1aMPYGO90MkbUTAgQBk-wo6HzVLjLIw&seq=1#metadata_info_tab_contents> + + + + +%prep +%autosetup -n chowtest-0.1.4 + +%build +%py3_build + +%install +%py3_install +install -d -m755 %{buildroot}/%{_pkgdocdir} +if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi +if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi +if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi +if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi +pushd %{buildroot} +if [ -d usr/lib ]; then + find usr/lib -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/lib64 ]; then + find usr/lib64 -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/bin ]; then + find usr/bin -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/sbin ]; then + find usr/sbin -type f -printf "/%h/%f\n" >> filelist.lst +fi +touch doclist.lst +if [ -d usr/share/man ]; then + find usr/share/man -type f -printf "/%h/%f.gz\n" >> doclist.lst +fi +popd +mv %{buildroot}/filelist.lst . +mv %{buildroot}/doclist.lst . + +%files -n python3-chowtest -f filelist.lst +%dir %{python3_sitelib}/* + +%files help -f doclist.lst +%{_docdir}/* + +%changelog +* Wed May 10 2023 Python_Bot <Python_Bot@openeuler.org> - 0.1.4-1 +- Package Spec generated @@ -0,0 +1 @@ +7536b11541933c0ddeb67de121e77799 chowtest-0.1.4.tar.gz |