[SciPy-user] STARPAC, other time series analysis tools for use in python/scipy

Alan G Isaac aisaac@american....
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.)

Alan Isaac

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