math/py-pyhdfe: New port: High dimensional fixed effect absorption

math/Makefile

@@ -980,6 +980,7 @@
     SUBDIR += py-pycosat
     SUBDIR += py-pygsl
     SUBDIR += py-pygslodeiv2
+    SUBDIR += py-pyhdfe
     SUBDIR += py-pyhull
     SUBDIR += py-pymc3
     SUBDIR += py-pynauty

math/py-pyhdfe/Makefile

@@ -0,0 +1,26 @@
+PORTNAME=	pyhdfe
+PORTVERSION=	0.1.1
+CATEGORIES=	math python # statistics
+MASTER_SITES=	CHEESESHOP
+PKGNAMEPREFIX=	${PYTHON_PKGNAMEPREFIX}
+
+MAINTAINER=	yuri@FreeBSD.org
+COMMENT=	High dimensional fixed effect absorption
+WWW=		https://github.com/jeffgortmaker/pyhdfe
+
+LICENSE=	MIT
+LICENSE_FILE=	${WRKSRC}/LICENSE.txt
+
+PY_DEPENDS=	${PYNUMY} \
+		${PYTHON_PKGNAMEPREFIX}scipy>=1.6:science/py-scipy@${PY_FLAVOR}
+BUILD_DEPENDS=	${PY_DEPENDS}
+RUN_DEPENDS=	${PY_DEPENDS}
+
+USES=		python:3.7+
+USE_PYTHON=	distutils autoplist pytest
+
+NO_ARCH=	yes
+
+TEST_ENV=	${MAKE_ENV} PYTHONPATH=${STAGEDIR}${PYTHONPREFIX_SITELIBDIR}
+
+.include <bsd.port.mk>

math/py-pyhdfe/distinfo

@@ -0,0 +1,3 @@
+TIMESTAMP = 1672266872
+SHA256 (pyhdfe-0.1.1.tar.gz) = 7befabd2ea1f671fb02fe454c843aff96664d874af14ce4c270264c98d4f856c
+SIZE (pyhdfe-0.1.1.tar.gz) = 27477

math/py-pyhdfe/pkg-descr

@@ -0,0 +1,13 @@
+PyHDFE is a Python 3 implementation of algorithms for absorbing high dimensional
+fixed effects. This package was created by Jeff Gortmaker in collaboration with
+Anya Tarascina.
+
+What PyHDFE won't do is provide a convenient interface for running regressions.
+Instead, the package is meant to be incorporated into statistical projects that
+would benefit from performant fixed effect absorption. Another goal is
+facilitating fair comparison of algorithms that have been previously implemented
+in various languages with different convergence criteria.
+
+Development of the package has been guided by code made publicly available by
+many researchers and practitioners. For a full list of papers and software cited
+in this documentation, refer to the references section of the documentation.