BLD: Add meson

.flake8

@@ -0,0 +1,8 @@
+[flake8]
+# Leave at 99 for now
+max-line-length = 99
+ignore = E203,W503,BLK100
+per-file-ignores =
+    linearmodels/panel/data.py: E704
+    linearmodels/shared/utility.py: F811, E704
+    linearmodels/panel/utility.py: F811

ci/azure_template_posix.yml

@@ -11,21 +11,21 @@ parameters:
 
 jobs:
 
-- job: ${{ parameters.name }}Test
+- job: ${{ parameters.name }}_Test
   pool:
     vmImage: ${{ parameters.vmImage }}
   strategy:
     matrix:
-      python310_minimums:
+      python310_minimums_wheel:
         python.version: '3.10'
         NUMPY: 1.22.3
         SCIPY: 1.8.0
         PANDAS: 1.3.0
         STATSMODELS: 0.13.1
         XARRAY: 0.21.0
         FORMULAIC: 1.0.2
-        test.install: true
-      python310_mid:
+        test.wheel: true
+      python310_mid_sdist:
         python.version: '3.10'
         NUMPY: 1.23.0
         SCIPY: 1.9.0
@@ -34,24 +34,24 @@ jobs:
         XARRAY: 2022.6.0
         XXHASH: true
         FORMULAIC: 1.0.2
-        test.install: true
-      python310_recent:
+        test.sdist: true
+      python310_recent_wheel:
         python.version: '3.10'
         NUMPY: 1.24.0
         SCIPY: 1.12.0
         PANDAS: 2.0.0
         STATSMODELS: 0.14.0
         XARRAY: 2023.4.0
         FORMULAIC: 1.1.0
-        test.install: true
+        test.wheel: true
       python310_latest:
         python.version: '3.10'
         FORMULAIC: 1.2.0
         XXHASH: true
         PYARROW: true
       python310_no_cython:
         python.version: '3.10'
-        LM_NO_BINARY: 1
+        BUILD_FLAGS: '-Csetup-args=-Dno-binary=true'
       python311_latest:
         python.version: '3.11'
         XXHASH: true
@@ -64,6 +64,7 @@ jobs:
         python.version: '3.13'
         XXHASH: true
         PYARROW: true
+        BUILD_FLAGS: '-Csetup-args=-Dcython-coverage=true'
       python313_copy_on_write:
         python.version: '3.12'
         XXHASH: true
@@ -81,7 +82,7 @@ jobs:
     displayName: 'Use Python $(python.version)'
 
   - script: |
-      python -m pip install --upgrade pip setuptools>=61 wheel
+      python -m pip install --upgrade pip wheel build
       python -m pip install -r requirements.txt
       python -m pip install -r requirements-test.txt
       python -m pip install -r requirements-dev.txt
@@ -102,18 +103,26 @@ jobs:
     displayName: 'Check style and formatting'
 
   - script: |
-      echo "Installing to site packages"
-      python -m pip wheel . --wheel-dir ./dist/ --no-build-isolation
+      echo "Installing to site packages (sdist)"
+      python -m build --sdist . -v  
+      SDIST=$(ls -t ./dist/linearmodels-*.tar.gz | head -1)
+      pip install ${SDIST} -v
+    displayName: 'Install linearmodels (site-packages)'
+    condition: eq(variables['test.sdist'], 'true')
+
+  - script: |
+      echo "Installing to site packages (wheel)"
+      python -m pip wheel . --wheel-dir ./dist/
       WHL=$(ls -t ./dist/linearmodels-*.whl | head -1)
-      pip install ${WHL}
+      pip install ${WHL} -v
     displayName: 'Install linearmodels (site-packages)'
-    condition: eq(variables['test.install'], 'true')
+    condition: eq(variables['test.wheel'], 'true')
 
   - script: |
-      echo python -m pip install -e . -v --no-build-isolation
-      python -m pip install -e . -v --no-build-isolation
+      echo python -m pip install --no-build-isolation -vv -e . ${FLAGS}
+      python -m pip install --no-build-isolation -vv -e . ${FLAGS}
     displayName: 'Install linearmodels (editable)'
-    condition: ne(variables['test.install'], 'true')
+    condition: and(ne(variables['test.wheel'], 'true'), ne(variables['test.sdist'], 'true'))
 
   - script: |
       echo "Testing site packages"
@@ -122,17 +131,17 @@ jobs:
       python -c "import linearmodels; linearmodels.test(['-n', 'auto', '--junitxml=../junit/test-results.xml'])"
       popd
     displayName: 'Run tests (site-packages)'
-    condition: and(eq(variables['test.install'], 'true'), ne(variables['pip.pre'], 'true'))
+    condition: or(eq(variables['test.wheel'], 'true'), eq(variables['test.sdist'], 'true'))
 
   - script: |
       echo "Testing editable install"
       if [[ ${COVERAGE} == "true" ]]; then
-        export COVERAGE_OPTS="--cov-config .coveragerc --cov=linearmodels --cov-report xml:coverage.xml --cov-report term"
+        export COVERAGE_OPTS="--cov=linearmodels --cov-report xml:coverage.xml --cov-report term"
       fi
       echo pytest -m "${PYTEST_PATTERN}" --junitxml=junit/test-results.xml -n auto --durations=25 ${COVERAGE_OPTS} linearmodels/tests
       pytest -m "${PYTEST_PATTERN}" --junitxml=junit/test-results.xml -n auto --durations=25 ${COVERAGE_OPTS} linearmodels/tests
     displayName: 'Run tests (editable)'
-    condition: and(ne(variables['test.install'], 'true'), ne(variables['pip.pre'], 'true'))
+    condition: and(and(ne(variables['test.wheel'], 'true'), ne(variables['test.sdist'], 'true')), ne(variables['pip.pre'], 'true'))
 
   - script: |
       echo "Testing pip-pre"

examples/system_examples.ipynb

@@ -184,7 +184,7 @@
     "\n",
     "cov = res.sigma\n",
     "std = np.sqrt(np.diag(res.sigma)[:, None])\n",
-    "regions = [k for k in mod_data.keys()]\n",
+    "regions = list(mod_data.keys())\n",
     "corr = pd.DataFrame(cov / (std @ std.T), columns=regions, index=regions)\n",
     "\n",
     "sns.heatmap(corr, vmax=0.8, square=True)\n",
@@ -257,9 +257,7 @@
    "outputs": [],
    "source": [
     "# TODO: Implement method to compare across equations\n",
-    "params = []\n",
-    "for label in res.equation_labels:\n",
-    "    params.append(res.equations[label].params)\n",
+    "params = [res.equations[label].params for label in res.equation_labels]\n",
     "params = pd.concat(params, axis=1)\n",
     "params.columns = res.equation_labels\n",
     "params.T.style.format(\"{:0.3f}\")"
@@ -732,7 +730,6 @@
    "outputs": [],
    "source": [
     "import statsmodels.api as sm\n",
-    "\n",
     "from linearmodels.datasets import french\n",
     "\n",
     "data = french.load()\n",
@@ -779,7 +776,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.12.9"
+   "version": "3.13.7"
   },
   "pycharm": {
    "stem_cell": {

examples/system_three-stage-ls.ipynb

@@ -135,7 +135,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "equations = dict(hours=hours, lwage=lwage)\n",
+    "equations = {\"hours\": hours, \"lwage\": lwage}\n",
     "system_2sls = IV3SLS.from_formula(equations, data)\n",
     "system_2sls_res = system_2sls.fit(method=\"ols\", cov_type=\"unadjusted\")\n",
     "print(system_2sls_res)"
@@ -154,7 +154,6 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "equations = dict(hours=hours, lwage=lwage)\n",
     "system_3sls = IV3SLS.from_formula(equations, data)\n",
     "system_3sls_res = system_3sls.fit(method=\"gls\", cov_type=\"unadjusted\")\n",
     "print(system_3sls_res)"
@@ -196,7 +195,7 @@
     "    \"instruments\": data[[\"age\", \"kidslt6\", \"nwifeinc\"]],\n",
     "}\n",
     "\n",
-    "equations = dict(hours=hours, lwage=lwage)\n",
+    "equations = {\"hours\": hours, \"lwage\": lwage}\n",
     "system_3sls = IV3SLS(equations)\n",
     "system_3sls_res = system_3sls.fit(cov_type=\"unadjusted\")\n",
     "print(system_3sls_res)"
@@ -223,10 +222,10 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "equations = dict(\n",
-    "    hours=\"hours ~ educ + age + kidslt6 + nwifeinc + [lwage ~ exper + expersq]\",\n",
-    "    lwage=\"lwage ~ educ + exper + expersq + [hours ~ age + kidslt6 + nwifeinc]\",\n",
-    ")\n",
+    "equations = {\n",
+    "    \"hours\": \"hours ~ educ + age + kidslt6 + nwifeinc + [lwage ~ exper + expersq]\",\n",
+    "    \"lwage\": \"lwage ~ educ + exper + expersq + [hours ~ age + kidslt6 + nwifeinc]\",\n",
+    "}\n",
     "system_gmm = IVSystemGMM.from_formula(equations, data, weight_type=\"unadjusted\")\n",
     "system_gmm_res = system_gmm.fit(cov_type=\"unadjusted\")\n",
     "print(system_gmm_res)"
@@ -295,7 +294,7 @@
     "in_sample = df.iloc[:-10000]\n",
     "oos = df.iloc[-10000:]\n",
     "mod = IV3SLS.from_formula(\n",
-    "    dict(y1=\"y1 ~  x1 + [y2 ~ x2]\", y2=\"y2 ~ x2 + [y1 ~ x1]\"), data=df\n",
+    "    {\"y1\": \"y1 ~  x1 + [y2 ~ x2]\", \"y2\": \"y2 ~ x2 + [y1 ~ x1]\"}, data=df\n",
     ")\n",
     "res = mod.fit()\n",
     "print(res)"
@@ -353,7 +352,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.12.9"
+   "version": "3.13.7"
   },
   "pycharm": {
    "stem_cell": {

linearmodels/_build/git_version.py

@@ -0,0 +1,88 @@
+#!/usr/bin/env python3
+from __future__ import annotations
+
+import os
+import setuptools_scm
+from packaging.version import Version
+from pathlib import Path
+
+ROOT = Path(__file__).parent.parent.parent.absolute()
+
+
+def get_version() -> tuple[str, tuple[int | str, ...]]:
+    _version = setuptools_scm.get_version(root=ROOT)
+    parsed_version = Version(_version)
+    version_fields: tuple[int | str, ...] = parsed_version.release
+    if parsed_version.epoch:
+        version_fields = (f"{parsed_version.epoch}!", *version_fields)
+    if parsed_version.pre is not None:
+        version_fields += (f"{parsed_version.pre[0]}{parsed_version.pre[1]}",)
+
+    if parsed_version.post is not None:
+        version_fields += (f"post{parsed_version.post}",)
+
+    if parsed_version.dev is not None:
+        version_fields += (f"dev{parsed_version.dev}",)
+
+    if parsed_version.local is not None:
+        version_fields += (parsed_version.local,)
+
+    return _version, version_fields
+
+
+def write_version_file(
+    filename: str, version: str, version_fields: tuple[int | str, ...]
+) -> None:
+    template = f"""# file generated by setuptools-scm
+# don't change, don't track in version control
+
+__all__ = ["__version__", "__version_tuple__", "version", "version_tuple"]
+
+TYPE_CHECKING = False
+if TYPE_CHECKING:
+    from typing import Tuple
+    from typing import Union
+
+    VERSION_TUPLE = Tuple[Union[int, str], ...]
+else:
+    VERSION_TUPLE = object
+
+version: str
+__version__: str
+__version_tuple__: VERSION_TUPLE
+version_tuple: VERSION_TUPLE
+
+__version__ = version = '{version}'
+__version_tuple__ = version_tuple = {version_fields}
+    """
+
+    with open(filename, "w") as f:
+        f.write(template)
+
+
+if __name__ == "__main__":
+    import argparse
+
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--write", help="Save version to this file")
+    parser.add_argument(
+        "--meson-dist",
+        help="Output path is relative to MESON_DIST_ROOT",
+        action="store_true",
+    )
+    args = parser.parse_args()
+
+    version, version_tuple = get_version()
+
+    if args.write:
+        outfile = args.write
+        if args.meson_dist:
+            outfile = os.path.join(os.environ.get("MESON_DIST_ROOT", ""), outfile)
+
+        # Print human readable output path
+        relpath = os.path.relpath(outfile)
+        if relpath.startswith("."):
+            relpath = outfile
+        write_version_file(relpath, version, version_tuple)
+    else:
+        print(version)