[SciPy-user] STARPAC, other time series analysis tools for use in python/scipy
Alan G Isaac
Sat Aug 2 16:42:10 CDT 2008
On Sat, 2 Aug 2008, Wes McKinney apparently wrote:
> I am starting to think more big picture about developing
> a substantial toolkit in numpy/scipy that would be useful
> for econometricians and financial engineers (among
> others), and in particular which would replace
> / complement a lot of the functionality found in R and to
> some extent in the toolboxes available for MATLAB (I am
> decidedly anti-matlab).
The pytrix component of econpy is for exactly such things.
I started this awhile back but then largely
moved on to other things. You would be welcome to
contribute to econpy/pytrix any econometrics related code.
If it starts to evolve into an appropriate scikit,
I will always be amenable to moving pytrix (or any part)
over to the SciPy scikits. (License is MIT, which
is SciPy compatible.)
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