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Merge pull request #620 from bashtage/update-scipy
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MAINT: Updates for scipy changes
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bashtage authored Sep 24, 2024
2 parents 9ab70f9 + f393d06 commit b54e4ea
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Showing 9 changed files with 26 additions and 25 deletions.
1 change: 1 addition & 0 deletions azure-pipelines.yml
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Expand Up @@ -9,6 +9,7 @@ variables:
OMP_NUM_THREADS: 1
VML_NUM_THREADS: 1
OPENBLAS_NUM_THREADS: 1
JUPYTER_PLATFORM_DIRS: 1
PYTHONHASHSEED: 12345678 # Ensure tests are correctly gathered by xdist
TEST_INSTALL: false
MPLBACKEND: agg
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2 changes: 1 addition & 1 deletion doc/source/changes/5.0.rst
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Expand Up @@ -38,4 +38,4 @@ Version 5.0

* Switched variable ordering by default. Importing ``linearmodels.__future__.ordering``
is a no-op, and has no effect.
* Removed dependence on property-cached in favor of :meth:`functools.cached_property`.
* Removed dependence on property-cached in favor of :class:`functools.cached_property`.
16 changes: 7 additions & 9 deletions doc/source/conf.py
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Expand Up @@ -276,15 +276,13 @@

# Example configuration for intersphinx: refer to the Python standard library.
intersphinx_mapping = {
"statsmodels": ("https://www.statsmodels.org/dev/", None),
"matplotlib": ("https://matplotlib.org/stable/", None),
"scipy": ("https://docs.scipy.org/doc/scipy/", None),
"python": ("https://docs.python.org/3/", None),
"numpy": ("https://numpy.org/doc/stable/", None),
"np": ("https://numpy.org/doc/stable/", None),
"pandas": ("https://pandas.pydata.org/pandas-docs/stable/", None),
"pd": ("https://pandas.pydata.org/pandas-docs/stable/", None),
"xarray": ("https://docs.xarray.dev/en/stable/", None),
"statsmodels": ("https://www.statsmodels.org/dev", None),
"matplotlib": ("https://matplotlib.org/stable", None),
"scipy": ("https://docs.scipy.org/doc/scipy", None),
"python": ("https://docs.python.org/3", None),
"numpy": ("https://numpy.org/doc/stable", None),
"pandas": ("https://pandas.pydata.org/pandas-docs/stable", None),
"xarray": ("https://docs.xarray.dev/en/stable", None),
}

extlinks = {"issue": ("https://github.com/bashtage/linearmodels/issues/%s", "GH%s")}
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6 changes: 3 additions & 3 deletions linearmodels/asset_pricing/model.py
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Expand Up @@ -286,7 +286,7 @@ def fit(
debiased : bool
Flag indicating whether to debias the covariance estimator using
a degree of freedom adjustment
**cov_config : dict
cov_config : dict
Additional covariance-specific options. See Notes.
Returns
Expand Down Expand Up @@ -611,7 +611,7 @@ def fit(
debiased : bool
Flag indicating whether to debias the covariance estimator using
a degree of freedom adjustment
**cov_config
cov_config
Additional covariance-specific options. See Notes.
Returns
Expand Down Expand Up @@ -942,7 +942,7 @@ def fit(
optimizing the objective function. If not provided, defers to
scipy to choose an appropriate optimizer. All minimize inputs
except ``fun``, ``x0``, and ``args`` can be overridden.
**cov_config
cov_config
Additional covariance-specific options. See Notes.
Returns
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4 changes: 2 additions & 2 deletions linearmodels/iv/absorbing.py
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Expand Up @@ -147,7 +147,7 @@ def lsmr_annihilate(
resid = _VARIABLE_CACHE[regressor_hash][variable_digest]
else:
beta = lsmr(x, _y, **default_opts)[0]
resid = y[:, i : i + 1] - (x.dot(sp.csc_matrix(beta[:, None]))).toarray()
resid = y[:, i : i + 1] - x.dot(sp.csc_matrix(beta[:, None])).toarray()
_VARIABLE_CACHE[regressor_hash][variable_digest] = resid
resids.append(resid)
return column_stack(resids)
Expand Down Expand Up @@ -1025,7 +1025,7 @@ def fit(
Use absorb_options to pass options
**cov_config
cov_config
Additional parameters to pass to covariance estimator. The list
of optional parameters differ according to ``cov_type``. See
the documentation of the alternative covariance estimators for
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6 changes: 3 additions & 3 deletions linearmodels/iv/model.py
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Expand Up @@ -638,7 +638,7 @@ def fit(
debiased : bool
Flag indicating whether to debiased the covariance estimator using
a degree of freedom adjustment.
**cov_config
cov_config
Additional parameters to pass to covariance estimator. The list
of optional parameters differ according to ``cov_type``. See
the documentation of the alternative covariance estimators for
Expand Down Expand Up @@ -1250,7 +1250,7 @@ def fit(
debiased : bool
Flag indicating whether to debiased the covariance estimator using
a degree of freedom adjustment.
**cov_config
cov_config
Additional parameters to pass to covariance estimator. Supported
parameters depend on specific covariance structure assumed. See
:class:`linearmodels.iv.gmm.IVGMMCovariance` for details
Expand Down Expand Up @@ -1588,7 +1588,7 @@ def fit(
optimizing the objective function. If not provided, defers to
scipy to choose an appropriate optimizer. All minimize inputs
except ``fun``, ``x0``, and ``args`` can be overridden.
**cov_config
cov_config
Additional parameters to pass to covariance estimator. Supported
parameters depend on specific covariance structure assumed. See
:class:`linearmodels.iv.gmm.IVGMMCovariance` for details
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10 changes: 5 additions & 5 deletions linearmodels/panel/model.py
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Expand Up @@ -1000,7 +1000,7 @@ def fit(
debiased : bool
Flag indicating whether to debiased the covariance estimator using
a degree of freedom adjustment.
**cov_config
cov_config
Additional covariance-specific options. See Notes.
Returns
Expand Down Expand Up @@ -1865,7 +1865,7 @@ def fit(
Flag indicating that the covariance estimator should be adjusted
to account for the estimation of effects in the model. Only used
if ``auto_df=False``.
**cov_config
cov_config
Additional covariance-specific options. See Notes.
Returns
Expand Down Expand Up @@ -2225,7 +2225,7 @@ def fit(
debiased : bool
Flag indicating whether to debiased the covariance estimator using
a degree of freedom adjustment.
**cov_config
cov_config
Additional covariance-specific options. See Notes.
Returns
Expand Down Expand Up @@ -2527,7 +2527,7 @@ def fit(
debiased : bool
Flag indicating whether to debiased the covariance estimator using
a degree of freedom adjustment.
**cov_config
cov_config
Additional covariance-specific options. See Notes.
Returns
Expand Down Expand Up @@ -2842,7 +2842,7 @@ def fit(
debiased : bool
Flag indicating whether to debiased the covariance estimator using
a degree of freedom adjustment.
**cov_config
cov_config
Additional covariance-specific options. See Notes.
Returns
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4 changes: 2 additions & 2 deletions linearmodels/system/model.py
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Expand Up @@ -1291,7 +1291,7 @@ def fit(
* "clustered" - Allows for 1 and 2-way clustering of errors
(Rogers).
**cov_config
cov_config
Additional parameters to pass to covariance estimator. All
estimators support debiased which employs a small-sample adjustment
Expand Down Expand Up @@ -1955,7 +1955,7 @@ def fit(
* "robust", "heteroskedastic" - Heteroskedasticity robust
covariance estimator
**cov_config
cov_config
Additional parameters to pass to covariance estimator. All
estimators support debiased which employs a small-sample adjustment
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2 changes: 2 additions & 0 deletions requirements-dev.txt
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Expand Up @@ -5,6 +5,8 @@ pytest>=7.3.0,<8
isort>=5.12
ipython
matplotlib
ruff
flake8
jupyter
nbconvert
nbformat
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