{"package": "ptree-panel", "summary": "A supervised clustering algorithm for panel data, commonly used in quantitative finance to identify time-varying, cross-sectional predictability regimes.", "pypi_url": "https://pypi.org/project/ptree-panel", "piwheels_url": "https://www.piwheels.org/project/ptree-panel", "releases": {"0.1.0": {"released": "2026-02-27 17:57:24", "prerelease": false, "yanked": false, "skip_reason": "", "files": {"ptree_panel-0.1.0-py3-none-any.whl": {"file_url": "https://archive1.piwheels.org/simple/ptree-panel/ptree_panel-0.1.0-py3-none-any.whl", "filehash": "c30edfe40b2dddd20fa2bbec50a1d9417198e1c59220e7084f0b2e7774ce6a01", "filesize": 27017, "builder_abi": "cp311", "file_abi_tag": "none", "platform": "any", "requires_python": ">=3.10", "apt_dependencies": [], "pip_dependencies": ["numpy", "pandas"]}}}}}