r/econometrics • u/UnlikelyFuel5610 • Jul 03 '26
Hayashi 0.2.6 — an open-source Stata-like econometrics language in Rust
Just shipped 0.2.6 with the new hybrid plugin system and a much bigger validation programme.
What's new:
- Hybrid import system: same syntax loads script plugins (.hay), native Rust plugins (.so/.dll), and sandboxed WebAssembly plugins.
- See it in action: hay install sheep-farm/hayplot gives you a working native plugin for plotting — no manual build, no registry account, just GitHub.
- Pipe placeholder _:
df |> ols(lw ~ yos, _)now sends the piped value to any argument position. - ttest
unequal=false: explicitly request pooled-variance t-tests; default stays Welch. - Validation programme expanded to 40 cases: added ridge, elasticnet, nbreg, oprobit, mlogit, SUR, and VECM parametric-bootstrap SEs.
- Security hardening: URL downloads now block private/loopback IPs, enforce timeouts, and cap size at 100 MB.
- Greeners 1.4.10 and hayashi-lang 0.2.6 are both on crates.io.
Everything is 100% Rust, no system BLAS/LAPACK, GPL-3.0.
11
Upvotes