foggySTATSLIB

author: @sparshsah

Statistics, econometrics, and finance

Package structure

• core
• statistics
  • simulations
  • estimation
  • timeseries analysis
• finance

Style notes

• We permit ourselves our personal predilection for underscores, to the point of controversy and perhaps even overuse.

  • For example, if we have a 2D array arr, we will iterate over each row within that array as _arr.
  • Similarly, if we have a function foo, we will call its helper _foo, and in turn its helper __foo.

  This nomenclature takes a little getting-used-to, but we vigorously defend the modularity and clarity it promotes.

  • For example, building a nested series of one-liner helpers becomes second nature, so that each individual function is easy to digest and its position in the hierarchy is immediately obvious.

  In fact, if you think of a row within an array (or a helper to a function) as a "private" property, you might even call this at-first-glance unidiomatic nomenclature truly Pythonic!