On Sat, 2 Aug 2008, Wes McKinney apparently wrote:
I am starting to think more big picture about developing a substantial toolkit in numpy/scipy that would be useful for econometricians and financial engineers (among others), and in particular which would replace / complement a lot of the functionality found in R and to some extent in the toolboxes available for MATLAB (I am decidedly anti-matlab).
The pytrix component of econpy is for exactly such things. <URL:http://code.google.com/p/econpy/> I started this awhile back but then largely moved on to other things. You would be welcome to contribute to econpy/pytrix any econometrics related code. If it starts to evolve into an appropriate scikit, I will always be amenable to moving pytrix (or any part) over to the SciPy scikits. (License is MIT, which is SciPy compatible.) Cheers, Alan Isaac
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Alan G Isaac