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setup.py
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from setuptools import setup
# read the contents of your README file
from pathlib import Path
this_directory = Path(__file__).parent
long_description = (this_directory / "README.md").read_text()
setup(
name="model-confidence-set",
version="0.1.3",
license="MIT",
description="model-confidence-set provides a Python implementation of the Model Confidence Set (MCS) procedure (Hansen, Lunde, and Nason, 2011), a statistical method for comparing and selecting models based on their performance.",
long_description=long_description,
long_description_content_type="text/markdown",
author="Jonathan Chassot",
author_email="jonathan.chassot@unisg.ch",
url="https://github.com/JLDC/model-confidence-set",
keywords=[
"model confidence set",
"model evaluation",
"statistical model comparison",
"model performance analysis",
"model selection",
"predictive accuracy",
"econometrics",
"financial econometrics",
],
install_requires=[
"numba>=0.59.0",
"numpy>=1.26.4",
"pandas>=2.2.1",
"tqdm>=4.66.2",
],
)