Factual package intelligence from PyPI

factorlasso 0.9.0 package intelligence

Sparse multi-asset factor model estimation with cluster-pooled sign derivation, hierarchical group LASSO (HCGL), adaptive penalty reweighting, and consistent factor covariance assembly

pip install factorlasso

Current version
0.9.0
Python requirement
>=3.10
License
GPL-3.0-or-later
Distribution type
No wheel classification available
Release files
1 (0 wheels, 1 source)
Download size
166.3 KiB
Release history
39 releases with files
Median release cadence
1 days

factorlasso dependencies

PyPI declares 18 unique dependency rules for this release. Environment markers are shown when supplied by the project.

  1. numpy >=2.0
  2. pandas >=2.2.0
  3. scipy >=1.12.0
  4. cvxpy >=1.3.0
  5. openpyxl >=3.1.0

The compact report shows 12 of 18 declarations. The interactive dependency graph loads the complete metadata.

Compatibility and release files

factorlasso publishes 0 wheels and 1 source archive for version 0.9.0. Wheel platform tags: No wheel platform tags.

Declared Python classifiers: 3.10, 3.11, 3.12, 3.13, 3.14.

Security snapshot for factorlasso 0.9.0

An OSV query completed on and found 0 known vulnerabilities affecting this version. 0 advisories are classified as critical. 0 advisories appear in the CISA Known Exploited Vulnerabilities catalog.

Release activity and sources

PyPI lists 39 releases with files. The first dated release is ; 39 releases fall within the 365 days preceding the latest dated release. The current release files were uploaded on . The preceding dated release was .