Merge pull request #650 from bashtage/update-setup-and-req

MAINT: Bump minimum versions

.coveragerc

@@ -5,7 +5,6 @@ branch = True
 omit =
     */_version.py
     */compat/*
-    */vendor/*
 plugins = Cython.Coverage
 
 [report]

README.md

@@ -200,11 +200,11 @@ cov_est.cov.long_run
 These requirements reflect the testing environment. It is possible
 that arch will work with older versions.
 
-- Python (3.7+)
-- NumPy (1.17+)
-- SciPy (1.3+)
-- Pandas (1.0+)
-- statsmodels (0.11+)
+- Python (3.8+)
+- NumPy (1.19+)
+- SciPy (1.5+)
+- Pandas (1.1+)
+- statsmodels (0.12+)
 - matplotlib (3+), optional
 - property-cached (1.6.4+), optional
 
@@ -263,7 +263,7 @@ conda install arch-py -c conda-forge
 ### Windows
 
 Building extension using the community edition of Visual Studio is
-simple when using Python 3.7 or later. Building is not necessary when numba
+simple when using Python 3.8 or later. Building is not necessary when numba
 is installed since just-in-time compiled code (numba) runs as fast as
 ahead-of-time compiled extensions.
 

arch/bootstrap/_samplers.pyx

@@ -1,5 +1,5 @@
 #!python
-#cython: language_level=3, boundscheck=False, wraparound=False, cdivision=True, binding=True
+
 
 import numpy as np
 

arch/covariance/kernel.py

@@ -1,6 +1,7 @@
 from __future__ import annotations
 
 from abc import ABC, abstractmethod
+from functools import cached_property
 from typing import SupportsInt, cast
 
 import numpy as np
@@ -9,7 +10,6 @@
 
 from arch.typing import ArrayLike, Float64Array
 from arch.utility.array import AbstractDocStringInheritor, ensure1d, ensure2d
-from arch.vendor import cached_property
 
 __all__ = [
     "Bartlett",

arch/unitroot/cointegration.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+from functools import cached_property
 from typing import Sequence
 
 import numpy as np
@@ -29,7 +30,6 @@
 from arch.utility.array import ensure2d
 from arch.utility.io import pval_format, str_format
 from arch.utility.timeseries import add_trend
-from arch.vendor import cached_property
 
 __all__ = [
     "engle_granger",

arch/univariate/base.py

@@ -6,6 +6,7 @@
 from abc import ABCMeta, abstractmethod
 from copy import deepcopy
 import datetime as dt
+from functools import cached_property
 from typing import Any, Callable, Sequence, cast
 import warnings
 
@@ -44,7 +45,6 @@
     starting_value_warning,
 )
 from arch.utility.testing import WaldTestStatistic
-from arch.vendor import cached_property
 
 try:
     from matplotlib.figure import Figure

arch/univariate/mean.py

@@ -52,6 +52,8 @@
             VolatilityUpdater,
         )
 
+from functools import cached_property
+
 from arch.typing import Literal
 from arch.univariate.volatility import (
     APARCH,
@@ -69,7 +71,6 @@
     ensure1d,
     parse_dataframe,
 )
-from arch.vendor import cached_property
 
 __all__ = ["HARX", "ConstantMean", "ZeroMean", "ARX", "arch_model", "LS", "ARCHInMean"]
 

arch/univariate/recursions.pyx

@@ -1,13 +1,15 @@
 #!python
-#cython: language_level=3, boundscheck=False, wraparound=False, cdivision=True, binding=True
+
 
 import numpy as np
 
 cimport numpy as np
 from libc.float cimport DBL_MAX
 from libc.math cimport exp, fabs, lgamma, log, sqrt
 
-DEF SQRT2_OV_PI = 0.79788456080286535587989211
+cdef:
+    double SQRT2_OV_PI = 0.79788456080286535587989211
+
 
 __all__ = [
     "harch_recursion",
@@ -34,7 +36,7 @@ cdef double LNSIGMA_MAX = log(DBL_MAX)
 
 np.import_array()
 
-cdef inline void bounds_check(double* sigma2, double* var_bounds):
+cdef inline void bounds_check(double* sigma2, const double* var_bounds):
     if sigma2[0] < var_bounds[0]:
         sigma2[0] = var_bounds[0]
     elif sigma2[0] > var_bounds[1]:

arch/utility/array.py

@@ -7,13 +7,13 @@
 
 from abc import ABCMeta
 import datetime as dt
+from functools import cached_property
 from typing import Any, Hashable, Literal, Sequence, overload
 
 import numpy as np
 from pandas import DataFrame, DatetimeIndex, Index, NaT, Series, Timestamp, to_datetime
 
 from arch.typing import AnyPandas, ArrayLike, DateLike, NDArray
-from arch.vendor import cached_property
 
 __all__ = [
     "ensure1d",

arch/utility/testing.py

@@ -1,8 +1,8 @@
 from __future__ import annotations
 
-from scipy.stats import chi2
+from functools import cached_property
 
-from arch.vendor import cached_property
+from scipy.stats import chi2
 
 __all__ = ["WaldTestStatistic"]
 

doc/source/changes/5.0.txt

@@ -2,6 +2,12 @@
 Version 5
 =========
 
+Changes Since 5.5
+=================
+- Removed dependence on property-cached
+- Bumped minimum NumPy, SciPy, pandas, statsmodels and Cython
+- Added compatability with Cython 3
+
 Release 5.5
 ===========
 - NumPy 1.25 fixes

pyproject.toml

@@ -5,7 +5,7 @@ requires = [
   "setuptools_scm[toml]>=7,<8",
   "oldest-supported-numpy",
   "numpy; python_version>='3.12'",
-  "Cython>=0.29.32"
+  "cython>=3.0.0b2"
 ]
 build-backend = "setuptools.build_meta"