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setup.py
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from setuptools import setup, find_packages
import codecs
import os
here = os.path.abspath(os.path.dirname(__file__))
with codecs.open(os.path.join(here, "README.md"), encoding="utf-8") as fh:
long_description = "\n" + fh.read()
VERSION = '0.2.2'
DESCRIPTION = 'Bayesian Fama-MacBeth Regressions'
# Setting up
setup(
name="bayesfm",
version=VERSION,
author="Svetlana Bryzgalova, Jiantao Huang, Christian Julliard",
maintainer="Gustavo Amarante",
maintainer_email="[email protected]",
description=DESCRIPTION,
long_description_content_type="text/markdown",
long_description=long_description,
packages=find_packages(),
install_requires=[
'pandas',
'scipy',
'numpy',
'matplotlib',
],
keywords=[
'asset pricing',
'factor models',
'risk premia',
'bayesian methods',
],
)