jacques

Just Another Conditional Quantile Estimator

This Python module provides code to implement Jacques forecasting model.

Setup

Prerequisites

Before setting up this project:
- Python Version: Your machine will need to have an installed version of python that mets the requires-pyhon constraint in pyproject.toml.
- That version of Python should be set as your current Python interpreter.

Setup

Follow the directions below to set this project up on your local machine.

1. Clone this repository to your local computer and navigate to the corresponding directory.

2. Create a Python virtual environment.

python m venv .venv

3. Activate the virual environment.

source .venv/bin/activate

Note: the command above is for Unix-based systems. If you're using Windows, the command is:

.venv\Scripts\activate

4. Install the project's dependencies, which include the jacques dependencies:

# if only need the dependencies necessary to run jacques
pip install -r requirements/requirements.txt && pip install -e .

and the dependencies required for running the demo.ipynb:

# if you'd like to be able to run the demo notebook
pip install -r requirements/requirements-doc.txt && pip install -e .