%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 [![Downloads](https://pepy.tech/badge/chowtest)](https://pepy.tech/project/chowtest) [![Downloads](https://pepy.tech/badge/chowtest/month)](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]: [def]: %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 [![Downloads](https://pepy.tech/badge/chowtest)](https://pepy.tech/project/chowtest) [![Downloads](https://pepy.tech/badge/chowtest/month)](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]: [def]: %package help Summary: Development documents and examples for chowtest Provides: python3-chowtest-doc %description help # Chow Test [![Downloads](https://pepy.tech/badge/chowtest)](https://pepy.tech/project/chowtest) [![Downloads](https://pepy.tech/badge/chowtest/month)](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]: [def]: %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 * Tue May 30 2023 Python_Bot - 0.1.4-1 - Package Spec generated