OS: windows 10 python version: 3.5 form Anaconda the command pip install pyflux fails and has the following output from cmd:

Failed building wheel for pyflux Running setup.py clean for pyflux Failed to build pyflux Installing collected packages: pyflux Running setup.py install for pyflux ... error

Complete output from command c:\anaconda3\python.exe -u -c "import setuptools, tokenize;__file__='C:\\Users\\Victor\\AppData\\Local\\Temp\\pip-build-kmpjxnhy\\pyflux\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record C:\Users\Victor\AppData\Local\Temp\pip-szvhc2lu-record\install-record.txt --single-version-externally-managed --compile:

A few things happen successfully after that message but at the end this happens:

_check_build.c c:\anaconda3\include\pyconfig.h(243): fatal error C1083: Cannot open include file: 'basetsd.h': No such file or directory error: Command "C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\BIN\x86_amd64\cl.exe /c /nologo /Ox /W3 /GL /DNDEBUG /MD -Ic:\anaconda3\lib\site-packages\numpy\core\include -Ic:\anaconda3\include -Ic:\anaconda3\include -I"C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\INCLUDE" -I"C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\ATLMFC\INCLUDE" -I"C:\Program Files (x86)\Windows Kits\10\include\10.0.10240.0\ucrt" -I"C:\Program Files (x86)\Windows Kits\NETFXSDK\4.6.1\include\um" /Tcpyflux\__check_build\_check_build.c /Fobuild\temp.win-amd64-3.5\Release\pyflux\__check_build\_check_build.obj" failed with exit status 2

---------------------------------------- Command "c:\anaconda3\python.exe -u -c "import setuptools, [pyflux fail install.txt](https://github.com/RJT1990/pyflux/files/1087255/pyflux.fail.install.txt) tokenize;__file__='C:\\Users\\Victor\\AppData\\Local\\Temp\\pip-build-kmpjxnhy\\pyflux\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record C:\Users\Victor\AppData\Local\Temp\pip-szvhc2lu-record\install-record.txt --single-version-externally-managed --compile" failed with error code 1 in C:\Users\Victor\AppData\Local\Temp\pip-build-kmpjxnhy\pyflux\

How can I fix this?

When I run the ARMAX example: http://pyflux.readthedocs.io/en/latest/arimax.html I get the following error from model.plot_predict(h=10,oos_data=data.iloc[-12:],past_values=100,figsize=(15,5)) : File "/usr/local/lib/python2.7/dist-packages/pyflux/arma/arimax.py", line 778, in plot_predict date_index = self.shift_dates(h) File "/usr/local/lib/python2.7/dist-packages/pyflux/tsm.py", line 536, in shift_dates if isinstance(date_index, pd.core.indexes.datetimes.DatetimeIndex): AttributeError: 'module' object has no attribute 'indexes'

When I try install pyflux from the source code

pip install -e .

I get this error message

    Complete output from command python setup.py egg_info:
    /Users/pablo/.envs/pyflux/bin/python3: can't open file '/Users/pablo/src/pyflux/tools/cythonize.py': [Errno 2] No such file or directory
    Traceback (most recent call last):
      File "<string>", line 1, in <module>
      File "/Users/pablo/src/pyflux/setup.py", line 92, in <module>
        setup_package()
      File "/Users/pablo/src/pyflux/setup.py", line 70, in setup_package
        generate_cython(PACKAGE_NAME)
      File "/Users/pablo/src/pyflux/setup.py", line 38, in generate_cython
        raise RuntimeError("Running cythonize failed!")
    RuntimeError: Running cythonize failed!
    Cythonizing sources

Right now it's not possible to use pyflux in a python environment which is not configured for Tk, which is the case for most server environments:

Traceback (most recent call last):
  File "...", line 1, in <module>
    import pyflux as pf
  File ".../python/lib/python2.7/site-packages/pyflux/__init__.py", line 5, in <module>
    from .arma import *
  File ".../python/lib/python2.7/site-packages/pyflux/arma/__init__.py", line 1, in <module>
    from .arma import ARIMA
  File ".../python/lib/python2.7/site-packages/pyflux/arma/arma.py", line 8, in <module>
    import matplotlib.pyplot as plt
  File ".../python/lib/python2.7/site-packages/matplotlib/pyplot.py", line 114, in <module>
    _backend_mod, new_figure_manager, draw_if_interactive, _show = pylab_setup()
  File ".../python/lib/python2.7/site-packages/matplotlib/backends/__init__.py", line 32, in pylab_setup
    globals(),locals(),[backend_name],0)
  File ".../python/lib/python2.7/site-packages/matplotlib/backends/backend_tkagg.py", line 6, in <module>
    from matplotlib.externals.six.moves import tkinter as Tk
  File ".../python/lib/python2.7/site-packages/matplotlib/externals/six.py", line 199, in load_module
    mod = mod._resolve()
  File ".../python/lib/python2.7/site-packages/matplotlib/externals/six.py", line 113, in _resolve
    return _import_module(self.mod)
  File ".../python/lib/python2.7/site-packages/matplotlib/externals/six.py", line 80, in _import_module
    __import__(name)
  File ".../python/lib/python2.7/lib-tk/Tkinter.py", line 39, in <module>
      import _tkinter # If this fails your Python may not be configured for Tk
ImportError: No module named _tkinter

This PR moves all matplotlib imports from the global scope into the different plotting functions so that Tkinter is only required if you actually use the plotting capabilities of pyflux.

I've tried a couple of different approaches but can't seem to get past this error.

Failed building wheel for pyflux Running setup.py clean for pyflux Failed to build pyflux Installing collected packages: pyflux Running setup.py install for pyflux ... error Complete output from command /Users/pillbug/anaconda3/bin/python -u -c "import setuptools, tokenize;file='/private/var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-build-hktpm5i6/pyflux/setup.py';f=getattr(tokenize, 'open', open)(file);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" install --record /var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-2tnfhoox-record/install-record.txt --single-version-externally-managed --compile: running install running build running config_cc unifing config_cc, config, build_clib, build_ext, build commands --compiler options running config_fc unifing config_fc, config, build_clib, build_ext, build commands --fcompiler options running build_src build_src building extension "pyflux.__check_build._check_build" sources building extension "pyflux.arma.arma_recursions" sources building extension "pyflux.arma.nn_architecture" sources building extension "pyflux.families.gas_recursions" sources building extension "pyflux.families.poisson_kalman_recursions" sources building extension "pyflux.garch.garch_recursions" sources building extension "pyflux.gas.gas_core_recursions" sources building extension "pyflux.gpnarx.kernel_routines" sources building extension "pyflux.inference.metropolis_sampler" sources building extension "pyflux.inference.bbvi_routines" sources building extension "pyflux.ssm.kalman" sources building extension "pyflux.var.var_recursions" sources build_src: building npy-pkg config files running build_py creating build creating build/lib.macosx-10.6-x86_64-3.5 creating build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/covariances.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/data_check.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/latent_variables.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/results.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux copying pyflux/tsm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux creating build/lib.macosx-10.6-x86_64-3.5/pyflux/__check_build copying pyflux/__check_build/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/__check_build copying pyflux/__check_build/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/__check_build creating build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/arimax.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/arma.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/nnar.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/nnarx.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma copying pyflux/arma/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/arma creating build/lib.macosx-10.6-x86_64-3.5/pyflux/ensembles copying pyflux/ensembles/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ensembles copying pyflux/ensembles/mixture_of_experts.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ensembles creating build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/cauchy.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/exponential.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/family.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/flat.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/inverse_gamma.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/inverse_wishart.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/laplace.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/normal.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/poisson.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/skewt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/t.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families copying pyflux/families/truncated_normal.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/families creating build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/egarch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/egarchm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/egarchmreg.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/garch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/lmegarch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/segarch.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/segarchm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch copying pyflux/garch/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/garch creating build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gas.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasllm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasllt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasrank.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasreg.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/gasx.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/scores.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas copying pyflux/gas/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gas creating build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/gpnarx.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/kernels.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx copying pyflux/gpnarx/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/gpnarx creating build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/bbvi.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/metropolis_hastings.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/norm_post_sim.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference copying pyflux/inference/stoch_optim.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/inference creating build/lib.macosx-10.6-x86_64-3.5/pyflux/output copying pyflux/output/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/output copying pyflux/output/tableprinter.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/output creating build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/dar.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/dynamic_glm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/dynlin.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/llm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/llt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/local_level.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/local_trend.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/ndynlin.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/nllm.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/nllt.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm copying pyflux/ssm/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/ssm creating build/lib.macosx-10.6-x86_64-3.5/pyflux/tests copying pyflux/tests/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/tests copying pyflux/tests/nhst.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/tests creating build/lib.macosx-10.6-x86_64-3.5/pyflux/var copying pyflux/var/init.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/var copying pyflux/var/setup.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/var copying pyflux/var/var.py -> build/lib.macosx-10.6-x86_64-3.5/pyflux/var running build_ext customize UnixCCompiler customize UnixCCompiler using build_ext building 'pyflux.__check_build._check_build' extension compiling C sources C compiler: /usr/bin/clang -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/Users/pillbug/anaconda3/include -arch x86_64

creating build/temp.macosx-10.6-x86_64-3.5
creating build/temp.macosx-10.6-x86_64-3.5/pyflux
creating build/temp.macosx-10.6-x86_64-3.5/pyflux/__check_build
compile options: '-I/Users/pillbug/anaconda3/lib/python3.5/site-packages/numpy/core/include -I/Users/pillbug/anaconda3/include/python3.5m -c'
clang: pyflux/__check_build/_check_build.c
xcrun: error: invalid active developer path (/Library/Developer/CommandLineTools), missing xcrun at: /Library/Developer/CommandLineTools/usr/bin/xcrun
xcrun: error: invalid active developer path (/Library/Developer/CommandLineTools), missing xcrun at: /Library/Developer/CommandLineTools/usr/bin/xcrun
error: Command "/usr/bin/clang -Wno-unused-result -Wsign-compare -Wunreachable-code -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -I/Users/pillbug/anaconda3/include -arch x86_64 -I/Users/pillbug/anaconda3/lib/python3.5/site-packages/numpy/core/include -I/Users/pillbug/anaconda3/include/python3.5m -c pyflux/__check_build/_check_build.c -o build/temp.macosx-10.6-x86_64-3.5/pyflux/__check_build/_check_build.o" failed with exit status 1

----------------------------------------

Command "/Users/pillbug/anaconda3/bin/python -u -c "import setuptools, tokenize;file='/private/var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-build-hktpm5i6/pyflux/setup.py';f=getattr(tokenize, 'open', open)(file);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, file, 'exec'))" install --record /var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-2tnfhoox-record/install-record.txt --single-version-externally-managed --compile" failed with error code 1 in /private/var/folders/17/gfz9lnjs30l_sd0tgn7v1m3m0000gn/T/pip-build-hktpm5i6/pyflux/

For instance, the image at http://www.pyflux.com/welcome_pack/introduction/model_api_1.png is referenced by the docs at https://pyflux.readthedocs.io/en/latest/index.html but not available anymore.

pyflux.com now contains ads for python-related search terms. It it is lost, the images (if still available somehow) should be hosted on readthedocs, I guess.

This is a really early WIP for the Arma Cythonization.

I'm still having a bit of trouble getting the setup.py file sorted out. However my knowledge of Cython isn't great.

You should be able to get some speedups without even writing much Cython code.

Example code:

file issuegithub.py

import numpy as np
import pyflux as pf
import pandas as pd

df = pd.DataFrame(np.linspace(0,100,1000), columns=list('A'))
# Model the data using VAR modeling
model = pf.VAR(data=df, lags=2, integ=1)
# Fit the model
x = model.fit()
# Print the aic
print(x.aic)

Runs:

$ python issuegithub.py
651.7090301513672
$ python issuegithub.py
636.0988006591797
$ python issuegithub.py
-16537352142428.482

I've narrowed it down to a call to var_likelihood, that is defined in pyflux/var/var_recursions.cpython-36m-x86_64-linux-gnu.so.

It's a .so file so I can't debug it but adding a print to the result of the call to that function for each run will show that each time it will return something different.

GP-NARX model

Hi I am using the narx model and the following error is thrown when I try to propose the model.

Traceback (most recent call last):
  File "/home/efkag/Desktop/BTBSimulator/SimulatorPackage/Simulator.py", line 163, in <module>
    model = pf.GPNARX(data=data_arr, ar=2, kernel='RQ', integ=4, target=[0, 1])
  File "/usr/local/lib/python3.5/dist-packages/pyflux/gpnarx/gpnarx.py", line 84, in __init__
    self.kernel.X = self.X().T
AttributeError: 'str' object has no attribute 'X'

I am using Python 3.5. I tried changing the input from NumPy to Pandas Data Frame and changing the type of the kernel but nothing seems to work. The IDE identifies the problem to be in line 84 in the library file gpnarx.py.

Please help I don't know how to fix this.

Hi,

I am getting the following error in trying to replicate the example on http://www.pyflux.com/docs/arimax.html: Traceback (most recent call last):

File "", line 28, in model.plot_predict(h=10, oos_data=data.iloc[-12:], past_values=100, figsize=(15,5))

File "/anaconda/envs/python3/lib/python3.6/site-packages/pyflux/arma/arimax.py", line 778, in plot_predict date_index = self.shift_dates(h)

File "/anaconda/envs/python3/lib/python3.6/site-packages/pyflux/tsm.py", line 537, in shift_dates if isinstance(date_index,pd.tseries.index.DatetimeIndex):

AttributeError: module 'pandas.tseries' has no attribute 'index'

Below is the code, which I have copied verbatim from the page:

import numpy as np import pandas as pd import pyflux as pf from datetime import datetime import matplotlib.pyplot as plt

data = pd.read_csv("https://vincentarelbundock.github.io/Rdatasets/csv/MASS/drivers.csv") data.index = data['time']; data.loc[(data['time']>=1983.05), 'seat_belt'] = 1; data.loc[(data['time']<1983.05), 'seat_belt'] = 0; data.loc[(data['time']>=1974.00), 'oil_crisis'] = 1; data.loc[(data['time']<1974.00), 'oil_crisis'] = 0; plt.figure(figsize=(15,5)); plt.plot(data.index,data['drivers']); plt.ylabel('Driver Deaths'); plt.title('Deaths of Car Drivers in Great Britain 1969-84'); plt.plot();

type(data['drivers'])

model = pf.ARIMAX(data=data, formula='drivers~1+seat_belt+oil_crisis', ar=1, ma=1, family=pf.Normal()) x = model.fit("MLE") x.summary()

model.plot_fit(figsize=(15,10))

model.plot_predict(h=10, oos_data=data.iloc[-12:], past_values=100, figsize=(15,5))

When I try to import pyflux I get this error

python -c 'import pyflux'
Traceback (most recent call last):
  File "<string>", line 1, in <module>
  File "/Users/pablo/.envs/pyflux/lib/python3.5/site-packages/pyflux/__init__.py", line 17, in <module>
    from .other import *
ImportError: No module named 'pyflux.other'

Other info

$ pip list | grep pyflux
pyflux (0.4.13)

$ python --version
Python 3.5.1

Problem

On aarch64, ‘pip install pyflux’ is giving the below error -

pyflux/arma/arma_recursions.c: In function ‘__Pyx__ExceptionSave’:
    pyflux/arma/arma_recursions.c:19331:21: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19331 |     *type = tstate->exc_type;
          |                     ^~~~~~~~
          |                     curexc_type
    pyflux/arma/arma_recursions.c:19332:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19332 |     *value = tstate->exc_value;
          |                      ^~~~~~~~~
          |                      curexc_value
    pyflux/arma/arma_recursions.c:19333:19: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19333 |     *tb = tstate->exc_traceback;
          |                   ^~~~~~~~~~~~~
          |                   curexc_traceback
    pyflux/arma/arma_recursions.c: In function ‘__Pyx__ExceptionReset’:
    pyflux/arma/arma_recursions.c:19340:24: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19340 |     tmp_type = tstate->exc_type;
          |                        ^~~~~~~~
          |                        curexc_type
    pyflux/arma/arma_recursions.c:19341:25: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19341 |     tmp_value = tstate->exc_value;
          |                         ^~~~~~~~~
          |                         curexc_value
    pyflux/arma/arma_recursions.c:19342:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19342 |     tmp_tb = tstate->exc_traceback;
          |                      ^~~~~~~~~~~~~
          |                      curexc_traceback
    pyflux/arma/arma_recursions.c:19343:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19343 |     tstate->exc_type = type;
          |             ^~~~~~~~
          |             curexc_type
    pyflux/arma/arma_recursions.c:19344:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19344 |     tstate->exc_value = value;
          |             ^~~~~~~~~
          |             curexc_value
    pyflux/arma/arma_recursions.c:19345:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19345 |     tstate->exc_traceback = tb;
          |             ^~~~~~~~~~~~~
          |             curexc_traceback
    pyflux/arma/arma_recursions.c: In function ‘__Pyx__GetException’:
    pyflux/arma/arma_recursions.c:19400:24: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19400 |     tmp_type = tstate->exc_type;
          |                        ^~~~~~~~
          |                        curexc_type
    pyflux/arma/arma_recursions.c:19401:25: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19401 |     tmp_value = tstate->exc_value;
          |                         ^~~~~~~~~
          |                         curexc_value
    pyflux/arma/arma_recursions.c:19402:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19402 |     tmp_tb = tstate->exc_traceback;
          |                      ^~~~~~~~~~~~~
          |                      curexc_traceback
    pyflux/arma/arma_recursions.c:19403:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19403 |     tstate->exc_type = local_type;
          |             ^~~~~~~~
          |             curexc_type
    pyflux/arma/arma_recursions.c:19404:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19404 |     tstate->exc_value = local_value;
          |             ^~~~~~~~~
          |             curexc_value
    pyflux/arma/arma_recursions.c:19405:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19405 |     tstate->exc_traceback = local_tb;
          |             ^~~~~~~~~~~~~
          |             curexc_traceback
    pyflux/arma/arma_recursions.c: In function ‘__Pyx__ExceptionSwap’:
    pyflux/arma/arma_recursions.c:19427:24: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19427 |     tmp_type = tstate->exc_type;
          |                        ^~~~~~~~
          |                        curexc_type
    pyflux/arma/arma_recursions.c:19428:25: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19428 |     tmp_value = tstate->exc_value;
          |                         ^~~~~~~~~
          |                         curexc_value
    pyflux/arma/arma_recursions.c:19429:22: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19429 |     tmp_tb = tstate->exc_traceback;
          |                      ^~~~~~~~~~~~~
          |                      curexc_traceback
    pyflux/arma/arma_recursions.c:19430:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_type’; did you mean ‘curexc_type’?
    19430 |     tstate->exc_type = *type;
          |             ^~~~~~~~
          |             curexc_type
    pyflux/arma/arma_recursions.c:19431:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_value’; did you mean ‘curexc_value’?
    19431 |     tstate->exc_value = *value;
          |             ^~~~~~~~~
          |             curexc_value
    pyflux/arma/arma_recursions.c:19432:13: error: ‘PyThreadState’ {aka ‘struct _ts’} has no member named ‘exc_traceback’; did you mean ‘curexc_traceback’?
    19432 |     tstate->exc_traceback = *tb;
          |             ^~~~~~~~~~~~~
          |             curexc_traceback
    In file included from /usr/local/lib/python3.8/dist-packages/numpy/core/include/numpy/ndarrayobject.h:21,
                     from /usr/local/lib/python3.8/dist-packages/numpy/core/include/numpy/arrayobject.h:5,
                     from pyflux/arma/arma_recursions.c:274:
    At top level:
    /usr/local/lib/python3.8/dist-packages/numpy/core/include/numpy/__multiarray_api.h:1477:1: warning: ‘_import_array’ defined but not used [-Wunused-function]
     1477 | _import_array(void)
          | ^~~~~~~~~~~~~
    error: Command "aarch64-linux-gnu-gcc -pthread -Wno-unused-result -Wsign-compare -DNDEBUG -g -fwrapv -O2 -Wall -g -fstack-protector-strong -Wformat -Werror=format-security -g -fwrapv -O2 -g -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -I/usr/local/lib/python3.8/dist-packages/numpy/core/include -Ibuild/src.linux-aarch64-3.8/numpy/distutils/include -I/usr/include/python3.8 -c pyflux/arma/arma_recursions.c -o build/temp.linux-aarch64-3.8/pyflux/arma/arma_recursions.o -MMD -MF build/temp.linux-aarch64-3.8/pyflux/arma/arma_recursions.o.d" failed with exit status 1

Resolution

On aarch64, ‘pip install pyflux’ should download the wheels from PyPI.

@RJT1990 and Team, Please let me know your interest in releasing aarch64 wheels. I can help in this.

Hi, anyone can help how to use predict in EGARCHMReg? I got this error :

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-56-dfcdc33a1b08> in <module>()
----> 1 modelx.predict(180,final_returns, intervals=False)

C:\Users\Owner\Anaconda3\envs\pyflux\lib\site-packages\pyflux\garch\egarchmreg.py in predict(self, h, oos_data, intervals)
    765             X_oos = np.array([X_oos])[0]
    766             X_pred = X_oos[:h]
--> 767             lmda, Y, scores = self._model(self.latent_variables.get_z_values())
    768             date_index = self.shift_dates(h)
    769 

ValueError: too many values to unpack (expected 3)

I used same dataset in example part of documentation.

modelx.predict(180,final_returns, intervals=False)

Thank you

Could you upgrade the package for the newest MacBook pro package installation? It appears that the package will be compiled into an incompatible type for the MacBook pro M1 chip.

I am following the example on PyFlux and I get to the GARCH model and it throws out these errors. Can someone help, please?

In [118]: my_model = pf.GARCH(p = 1, q = 1, data = a_returns)

AttributeError Traceback (most recent call last) in ----> 1 my_model = pf.GARCH(p = 1, q = 1, data = a_returns)

C:\ProgramData\Anaconda3\lib\site-packages\pyflux\garch\garch.py in init(self, data, p, q, target) 53 54 # Format the data ---> 55 self.data, self.data_name, self.is_pandas, self.index = dc.data_check(data,target) 56 self.data_length = self.data.shape[0] 57 self._create_latent_variables()

C:\ProgramData\Anaconda3\lib\site-packages\pyflux\data_check.py in data_check(data, target) 32 data_index = data.index 33 if target is None: ---> 34 transformed_data = data.ix[:,0].values 35 data_name = str(data.columns.values[0]) 36 else:

C:\ProgramData\Anaconda3\lib\site-packages\pandas\core\generic.py in getattr(self, name) 5485 ): 5486 return self[name] -> 5487 return object.getattribute(self, name) 5488 5489 def setattr(self, name: str, value) -> None:

AttributeError: 'DataFrame' object has no attribute 'ix'

Collecting pyflux
  Using cached pyflux-0.4.15.tar.gz (1.3 MB)
Requirement already satisfied: numpy in /usr/local/lib/python3.7/dist-packages (from pyflux) (1.19.5)
Requirement already satisfied: pandas in /usr/local/lib/python3.7/dist-packages (from pyflux) (1.1.5)
Requirement already satisfied: scipy in /usr/local/lib/python3.7/dist-packages (from pyflux) (1.4.1)
Requirement already satisfied: numdifftools in /usr/local/lib/python3.7/dist-packages (from pyflux) (0.9.40)
Requirement already satisfied: patsy in /usr/local/lib/python3.7/dist-packages (from pyflux) (0.5.2)
Requirement already satisfied: algopy>=0.4 in /usr/local/lib/python3.7/dist-packages (from numdifftools->pyflux) (0.5.7)
Requirement already satisfied: statsmodels>=0.6 in /usr/local/lib/python3.7/dist-packages (from numdifftools->pyflux) (0.10.2)
Requirement already satisfied: python-dateutil>=2.7.3 in /usr/local/lib/python3.7/dist-packages (from pandas->pyflux) (2.8.2)
Requirement already satisfied: pytz>=2017.2 in /usr/local/lib/python3.7/dist-packages (from pandas->pyflux) (2018.9)
Requirement already satisfied: six in /usr/local/lib/python3.7/dist-packages (from patsy->pyflux) (1.15.0)
Building wheels for collected packages: pyflux
  Building wheel for pyflux (setup.py) ... error
  ERROR: Failed building wheel for pyflux
  Running setup.py clean for pyflux
Failed to build pyflux
Installing collected packages: pyflux
    Running setup.py install for pyflux ... error
ERROR: Command errored out with exit status 1: /usr/bin/python3 -u -c 'import io, os, sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-55kchscf/pyflux_5882bd81dcd145dbaf93bfa838249a71/setup.py'"'"'; __file__='"'"'/tmp/pip-install-55kchscf/pyflux_5882bd81dcd145dbaf93bfa838249a71/setup.py'"'"';f = getattr(tokenize, '"'"'open'"'"', open)(__file__) if os.path.exists(__file__) else io.StringIO('"'"'from setuptools import setup; setup()'"'"');code = f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-bvd4wquf/install-record.txt --single-version-externally-managed --compile --install-headers /usr/local/include/python3.7/pyflux Check the logs for full command output.