Kevin Sheppard

arch. ARCH models in Python

linearmodels. Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

sphinx-material. A material-based, responsive theme inspired by mkdocs-material

randomgen. Numpy-compatible bit generators and add some random variate distributions missing from NumPy.

mfe-toolbox. MATLAB

python-introduction. A set of notebooks the provide an introduction to Python.

python-for-econometrics-statistics-data-analysis. Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard

ng-numpy-randomstate. Numpy-compatible random number generator that supports multiple core psuedo RNGs and explicitly parallel generation.

AFE2020. Advanced Financial Econometrics - Trinity Term 2020

statsmodels. Statsmodels: statistical modeling and econometrics in Python

pandas-stash. Save and load entire workspaces containins pandas objects and numpy arrays

kevinsheppard.com. My Personal Site

pandas. Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

numpy. Numpy main repository

bashtage.github.io. Landing page

statsmodels-wheels. Shell

patsy. Describing statistical models in Python using symbolic formulas

linearmodels-feedstock. A conda-smithy repository for linearmodels.

formulaic. A high-performance implementation of Wilkinson formulas for Python.

staged-recipes. A place to submit conda recipes before they become fully fledged conda-forge feedstocks

arctic. High performance datastore for time series and tick data

pandas-stubs. Public type stubs for pandas

clyent. Command line client library for posix and windows --moved from Anaconda-Platform/clyent

numpy-paper. Draft of NumPy paper

pcg-c. PCG — C Implementation

statsmodels-feedstock. A conda-smithy repository for statsmodels.

python-versioneer. version-string management for VCS-controlled trees

linearmodels-wheels. Wheel generator for linearmodels

numpy-wheels. Shell

formulaic-feedstock. A conda-smithy repository for formulaic.

randomgen-feedstock. A conda-smithy repository for randomgen.

bootstrap-material-design. Material design theme for Bootstrap 3 and 4

scipy. SciPy library main repository

pandas-datareader. Python

arch-py-feedstock. A conda-smithy repository for arch-py.

admin-requests. Python