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setup.py
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import setuptools
with open("README.md", "r", encoding="utf-8") as fh:
long_description = fh.read()
setuptools.setup(
name="rie_estimator",
version="v0.0.4-beta",
author="José Antonio Duarte Mendieta",
author_email="jose.duarte@cimat.mx",
description="Function to estimate the oracle RIE corrrelation estimator of a dataset",
long_description=long_description,
long_description_content_type="text/markdown",
url="https://github.com/jduarte00/rie_estimator",
py_modules = ['rie_estimator'],
classifiers=[
"Programming Language :: Python :: 3",
"License :: OSI Approved :: GNU General Public License v3 (GPLv3)",
"Topic :: Software Development :: Libraries :: Python Modules",
"Operating System :: OS Independent",
"Intended Audience :: Science/Research",
'Topic :: Scientific/Engineering :: Mathematics',
'Intended Audience :: Financial and Insurance Industry',
'Topic :: Office/Business :: Financial :: Investment'
],
python_requires=">=3",
install_requires=[
"pandas",
"numpy"
],
keywords = 'applied-mathematics finance portfolio-theory correlation-matrices noise-reduction random-matrix-theory'
)