update

.github/workflows/tests.yml

@@ -43,7 +43,7 @@ jobs:
           sudo apt-get install
           chmod +x ./run
           uv venv
-          uv sync --group python-dev
+          uv sync --extra python-dev
           uv pip install -U "dbt-core==$DBT_CORE_VERSION" "dbt-${DBT_TARGET}==$DBT_CORE_VERSION"
         env:
           UV_NO_SYNC: true

CHANGELOG.md

@@ -4,6 +4,7 @@
 
 - Official support for Clickhouse!
 - Rename `format=` and `format_options=` to `output=` and `output_options=` to make the API consistent with **dbt_pca**.
+- Allow for setting method and output options globally with `vars:`
 
 ### `0.2.6`
 

README.md

@@ -226,24 +226,38 @@ This has been deprecated to make **dbt_linreg**'s API more consistent with **dbt
 
 ### Options for `output='long'`
 
-- **round** (default = `None`): If not None, round all coefficients to `round` number of digits.
-- **constant_name** (default = `'const'`): String name that refers to constant term.
-- **variable_column_name** (default = `'variable_name'`): Column name storing strings of variable names.
-- **coefficient_column_name** (default = `'coefficient'`): Column name storing model coefficients.
-- **strip_quotes** (default = `True`): If true, strip outer quotes from column names if provided; if false, always use string literals.
+- **round** (`int`; default = `None`): If not None, round all coefficients to `round` number of digits.
+- **constant_name** (`string`; default = `'const'`): String name that refers to constant term.
+- **variable_column_name** (`string`; default = `'variable_name'`): Column name storing strings of variable names.
+- **coefficient_column_name** (`string`; default = `'coefficient'`): Column name storing model coefficients.
+- **strip_quotes** (`bool`; default = `True`): If true, strip outer quotes from column names if provided; if false, always use string literals.
 
 These options are available for `output='long'` only when `method='chol'`:
 
-- **calculate_standard_error** (default = `True if not alpha else False`): If true, provide the standard error in the output.
-- **standard_error_column_name** (default = `'standard_error'`): Column name storing the standard error for the parameter.
-- **t_statistic_column_name** (default = `'t_statistic'`): Column name storing the t-statistic for the parameter.
+- **calculate_standard_error** (`bool`; default = `True if not alpha else False`): If true, provide the standard error in the output.
+- **standard_error_column_name** (`string`; default = `'standard_error'`): Column name storing the standard error for the parameter.
+- **t_statistic_column_name** (`string`; default = `'t_statistic'`): Column name storing the t-statistic for the parameter.
 
 ### Options for `output='wide'`
 
-- **round** (default = `None`): If not None, round all coefficients to `round` number of digits.
-- **constant_name** (default = `'const'`): String name that refers to constant term.
-- **variable_column_prefix** (default = `None`): If not None, prefix all variable columns with this. (Does NOT delimit, so make sure to include your own underscore if you'd want that.)
-- **variable_column_suffix** (default = `None`): If not None, suffix all variable columns with this. (Does NOT delimit, so make sure to include your own underscore if you'd want that.)
+- **round** (`int`; default = `None`): If not None, round all coefficients to `round` number of digits.
+- **constant_name** (`string`; default = `'const'`): String name that refers to constant term.
+- **variable_column_prefix** (`string`; default = `None`): If not None, prefix all variable columns with this. (Does NOT delimit, so make sure to include your own underscore if you'd want that.)
+- **variable_column_suffix** (`string`; default = `None`): If not None, suffix all variable columns with this. (Does NOT delimit, so make sure to include your own underscore if you'd want that.)
+
+## Setting output options globally
+
+Output options can be set globally via `vars`, e.g. in your `dbt_project.yml`:
+
+```yaml
+# dbt_project.yml
+vars:
+  dbt_linreg:
+    output_options:
+      round: 5
+```
+
+Output options pass via args to `ols()` always take precedence over globally set method options.
 
 # Methods and method options
 
@@ -262,8 +276,9 @@ This method calculates regression coefficients using the Moore-Penrose pseudo-in
 
 Specify these in a dict using the `method_options=` kwarg:
 
-- **safe** (default = `True`): If True, returns null coefficients instead of an error when X is perfectly multicollinear. If False, a negative value will be passed into a SQRT(), and most SQL engines will raise an error when this happens.
-- **subquery_optimization** (default: `True`): If True, nested subqueries are used during some of the steps to optimize the query speed. If false, the query is flattened.
+- **safe** (`bool`; default: `True`): If True, returns null coefficients instead of an error when X is perfectly multicollinear. If False, a negative value will be passed into a SQRT(), and most SQL engines will raise an error when this happens.
+- **subquery_optimization** (`bool`; default = `True`): If True, nested subqueries are used during some of the steps to optimize the query speed. If false, the query is flattened.
+- **intra_select_aliasing** (`bool`; default = `[depends on db]`): If True, within a single select statement, column aliases are used to refer to other columns created during that select. This can significantly reduce the text of a SQL query, but not all SQL engines support this. By default, for supported databases,
 
 ## `fwl` method
 
@@ -299,7 +314,22 @@ So when should you use `fwl`? The main use case is in OLTP systems (e.g. Postgre
 
 - Regression coefficients in Postgres are always `numeric` types.
 
-### Possible future features
+## Setting method options globally
+
+Method options can be set globally via `vars`, e.g. in your `dbt_project.yml`. Each `method` gets its own config, e.g. `dbt_linreg: chol: ...`. Here is an example:
+
+```yaml
+# dbt_project.yml
+vars:
+  dbt_linreg:
+    method_options:
+      chol:
+        intra_select_aliasing: true
+```
+
+Method options pass via args to `ols()` always take precedence over globally set output options.
+
+# Possible future features
 
 Some things that could happen in the future:
 

integration_tests/tests/test_long_format_options.sql

@@ -3,7 +3,7 @@ with
 base as (
 
   select strip_quotes, vname, co
-  from {{ ref("long_output_options") }}
+  from {{ ref("long_format_options") }}
 
 ),
 

integration_tests/tests/test_wide_format_options.sql

@@ -5,7 +5,7 @@ with base as (
     "fooxa_bar",
     fooxb_bar
   from
-    {{ ref("wide_output_options") }}
+    {{ ref("wide_format_options") }}
 
 )
 

macros/linear_regression/ols_impl_chol/_ols_impl_chol.sql

@@ -2,26 +2,33 @@
    in the query you wrote.
    If that's not available, the previous calc will be in the dict. #}
 
-{% macro _cell_or_alias(i, j, d, prefix=none) %}
+{% macro _cell_or_alias(i, j, d, prefix=none, isa=none) %}
+  {% if isa is not none %}
+    {% if isa %}
+      {{ return((prefix if prefix is not none else '') ~ 'i' ~ i ~ 'j' ~ j) }}
+    {% else %}
+      {{ return(d[(i, j)]) }}
+    {% endif %}
+  {% endif %}
   {{ return(
     adapter.dispatch('_cell_or_alias', 'dbt_linreg')
-    (i, j, d, prefix)
+    (i, j, d, prefix, isa)
   ) }}
 {% endmacro %}
 
-{% macro default___cell_or_alias(i, j, d, prefix=none) %}
+{% macro default___cell_or_alias(i, j, d, prefix=none, isa=none) %}
   {{ return(d[(i, j)]) }}
 {% endmacro %}
 
-{% macro snowflake___cell_or_alias(i, j, d, prefix=none) %}
+{% macro snowflake___cell_or_alias(i, j, d, prefix=none, isa=none) %}
   {{ return((prefix if prefix is not none else '') ~ 'i' ~ i ~ 'j' ~ j) }}
 {% endmacro %}
 
-{% macro duckdb___cell_or_alias(i, j, d, prefix=none) %}
+{% macro duckdb___cell_or_alias(i, j, d, prefix=none, isa=none) %}
   {{ return((prefix if prefix is not none else '') ~ 'i' ~ i ~ 'j' ~ j) }}
 {% endmacro %}
 
-{% macro clickhouse___cell_or_alias(i, j, d, prefix=none) %}
+{% macro clickhouse___cell_or_alias(i, j, d, prefix=none, isa=none) %}
   {{ return((prefix if prefix is not none else '') ~ 'i' ~ i ~ 'j' ~ j) }}
 {% endmacro %}
 
@@ -46,7 +53,7 @@
   {{ return('sqrt('~x~')') }}
 {% endmacro %}
 
-{% macro _cholesky_decomposition(li, subquery_optimization=True, safe=True) %}
+{% macro _cholesky_decomposition(li, subquery_optimization=true, safe=true, isa=none) %}
   {% set d = {} %}
   {% for i in li %}
     {% for j in range(li[0], i + 1) %}
@@ -57,18 +64,18 @@
         {% set ns.s = 'x'~j~'x'~i %}
         {% for k in range(li[0], j) %}
           {% if subquery_optimization and i != j %}
-            {% set ns.s = ns.s~'-'~dbt_linreg._cell_or_alias(i=i, j=k, d=d)~'*i'~j~'j'~k %}
+            {% set ns.s = ns.s~'-'~dbt_linreg._cell_or_alias(i=i, j=k, d=d, isa=isa)~'*i'~j~'j'~k %}
           {% else %}
-            {% set ns.s = ns.s~'-'~dbt_linreg._cell_or_alias(i=i, j=k, d=d)~'*'~dbt_linreg._cell_or_alias(i=j, j=k, d=d) %}
+            {% set ns.s = ns.s~'-'~dbt_linreg._cell_or_alias(i=i, j=k, d=d, isa=isa)~'*'~dbt_linreg._cell_or_alias(i=j, j=k, d=d, isa=isa) %}
           {% endif %}
         {% endfor %}
         {% if i == j %}
           {% do d.update({(i, j): dbt_linreg._safe_sqrt(x=ns.s, safe=safe)}) %}
         {% else %}
-          {% if adapter.type() == "postgres" %}
-            {% do d.update({(i, j): '('~ns.s~')/nullif('~dbt_linreg._cell_or_alias(i=j, j=j, d=d) ~ ', 0)'}) %}
+          {% if safe %}
+            {% do d.update({(i, j): '('~ns.s~')/nullif('~dbt_linreg._cell_or_alias(i=j, j=j, d=d, isa=isa) ~ ', 0)'}) %}
           {% else %}
-            {% do d.update({(i, j): '('~ns.s~')/'~dbt_linreg._cell_or_alias(i=j, j=j, d=d)}) %}
+            {% do d.update({(i, j): '('~ns.s~')/'~dbt_linreg._cell_or_alias(i=j, j=j, d=d, isa=isa)}) %}
           {% endif %}
         {% endif %}
       {% endif %}
@@ -77,7 +84,7 @@
   {{ return(d) }}
 {% endmacro %}
 
-{% macro _forward_substitution(li, safe=true) %}
+{% macro _forward_substitution(li, safe=true, isa=none) %}
   {% set d = {} %}
   {% for i, j in modules.itertools.combinations_with_replacement(li, 2) %}
     {% set ns = namespace() %}
@@ -86,7 +93,7 @@
     {% else %}
       {% set ns.numerator = '(' %}
       {% for k in range(i, j) %}
-        {% set ns.numerator = ns.numerator~'-i'~j~'j'~k~'*'~dbt_linreg._cell_or_alias(i=i, j=k, d=d, prefix="inv_") %}
+        {% set ns.numerator = ns.numerator~'-i'~j~'j'~k~'*'~dbt_linreg._cell_or_alias(i=i, j=k, d=d, prefix="inv_", isa=isa) %}
       {% endfor %}
       {% set ns.numerator = ns.numerator~')' %}
     {% endif %}
@@ -121,9 +128,10 @@
     alpha=alpha
   )) }}
 {%- endif %}
-{%- set subquery_optimization = method_options.get('subquery_optimization', True) %}
-{%- set safe_mode = method_options.get('safe', True) %}
-{%- set calculate_standard_error = output_options.get('calculate_standard_error', (not alpha)) and output == 'long' %}
+{%- set subquery_optimization = dbt_linreg._get_method_option('chol', 'subquery_optimization', method_options, true) %}
+{%- set safe_mode = dbt_linreg._get_method_option('chol', 'safe', method_options, true) %}
+{% set isa = dbt_linreg._get_method_option('chol', 'intra_select_aliasing', method_options) %}
+{%- set calculate_standard_error =  dbt_linreg._get_output_option('calculate_standard_error', output_options, (not alpha) and output == 'long') %}
 {%- if alpha and calculate_standard_error %}
   {% do log(
     'Warning: Standard errors are NOT designed to take into account ridge regression regularization.'
@@ -175,7 +183,7 @@ _dbt_linreg_xtx as (
 ),
 _dbt_linreg_chol as (
 
-  {%- set d = dbt_linreg._cholesky_decomposition(li=xcols, subquery_optimization=subquery_optimization, safe=safe_mode) %}
+  {%- set d = dbt_linreg._cholesky_decomposition(li=xcols, subquery_optimization=subquery_optimization, safe=safe_mode, isa=isa) %}
   {%- if subquery_optimization %}
   {%- for i in (xcols | reverse) %}
   select
@@ -206,7 +214,7 @@ _dbt_linreg_chol as (
 ),
 _dbt_linreg_inverse_chol as (
   {#- The optimal way to calculate is to do each diagonal at a time. #}
-  {%- set d = dbt_linreg._forward_substitution(li=xcols, safe=safe_mode) %}
+  {%- set d = dbt_linreg._forward_substitution(li=xcols, safe=safe_mode, isa=isa) %}
   {%- if subquery_optimization %}
   {%- for gap in (range(0, upto) | reverse) %}
   select *,

macros/linear_regression/utils/utils.sql

@@ -32,21 +32,21 @@
 {# Every OLS method ends with a "_dbt_linreg_final_coefs" CTE with a common
    interface. This interface can then be transformed in a standard way using the
    final_select() macro, which formats the output for the user. #}
-{% macro final_select(exog=None,
-                      exog_aliased=None,
-                      group_by=None,
-                      add_constant=True,
-                      output=None,
-                      output_options=None,
-                      calculate_standard_error=False) -%}
+{% macro final_select(exog=none,
+                      exog_aliased=none,
+                      group_by=none,
+                      add_constant=true,
+                      output=none,
+                      output_options=none,
+                      calculate_standard_error=false) -%}
 {%- if output == 'long' %}
 {%- if add_constant %}
 select
   {{ dbt_linreg._unalias_gb_cols(group_by, prefix='b') | indent(2) }}
-  {{ dbt.string_literal(output_options.get('constant_name', 'const')) }} as {{ output_options.get('variable_column_name', 'variable_name') }},
-  {{ dbt_linreg._maybe_round('x0_coef', output_options.get('round')) }} as {{ output_options.get('coefficient_column_name', 'coefficient') }}{% if calculate_standard_error %},
-  {{ dbt_linreg._maybe_round('x0_stderr', output_options.get('round')) }} as {{ output_options.get('standard_error_column_name', 'standard_error') }},
-  {{ dbt_linreg._maybe_round('x0_coef/x0_stderr', output_options.get('round')) }} as {{ output_options.get('t_statistic_column_name', 't_statistic') }}
+  {{ dbt.string_literal(dbt_linreg._get_output_option('constant_name', output_options, 'const')) }} as {{ dbt_linreg._get_output_option('variable_column_name', output_options, 'variable_name') }},
+  {{ dbt_linreg._maybe_round('x0_coef', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._get_output_option('coefficient_column_name', output_options, 'coefficient') }}{% if calculate_standard_error %},
+  {{ dbt_linreg._maybe_round('x0_stderr', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._get_output_option('standard_error_column_name', output_options, 'standard_error') }},
+  {{ dbt_linreg._maybe_round('x0_coef/x0_stderr', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._get_output_option('t_statistic_column_name', output_options, 't_statistic') }}
   {%- endif %}
 from _dbt_linreg_final_coefs as b
 {%- if calculate_standard_error %}
@@ -59,10 +59,10 @@ union all
 {%- for i in exog_aliased %}
 select
   {{ dbt_linreg._unalias_gb_cols(group_by, prefix='b') | indent(2) }}
-  {{ dbt.string_literal(dbt_linreg._strip_quotes(exog[loop.index0], output_options)) }} as {{ output_options.get('variable_column_name', 'variable_name') }},
-  {{ dbt_linreg._maybe_round(i~'_coef', output_options.get('round')) }} as {{ output_options.get('coefficient_column_name', 'coefficient') }}{% if calculate_standard_error %},
-  {{ dbt_linreg._maybe_round(i~'_stderr', output_options.get('round')) }} as {{ output_options.get('standard_error_column_name', 'standard_error') }},
-  {{ dbt_linreg._maybe_round(i~'_coef/'~i~'_stderr', output_options.get('round')) }} as {{ output_options.get('t_statistic_column_name', 't_statistic') }}
+  {{ dbt.string_literal(dbt_linreg._strip_quotes(exog[loop.index0], output_options)) }} as {{ dbt_linreg._get_output_option('variable_column_name', output_options, 'variable_name') }},
+  {{ dbt_linreg._maybe_round(i~'_coef', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._get_output_option('coefficient_column_name', output_options, 'coefficient') }}{% if calculate_standard_error %},
+  {{ dbt_linreg._maybe_round(i~'_stderr', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._get_output_option('standard_error_column_name', output_options, 'standard_error') }},
+  {{ dbt_linreg._maybe_round(i~'_coef/'~i~'_stderr', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._get_output_option('t_statistic_column_name', output_options, 't_statistic') }}
   {%- endif %}
 from _dbt_linreg_final_coefs as b
 {%- if calculate_standard_error %}
@@ -76,13 +76,13 @@ union all
 select
   {%- if add_constant -%}
   {{ dbt_linreg._unalias_gb_cols(group_by) | indent(2) }}
-  {{ dbt_linreg._maybe_round('x0_coef', output_options.get('round')) }} as {{ dbt_linreg._format_wide_variable_column(output_options.get('constant_name', 'const'), output_options) }}
+  {{ dbt_linreg._maybe_round('x0_coef', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._format_wide_variable_column(dbt_linreg._get_output_option('constant_name', output_options, 'const'), output_options) }}
   {%- if exog_aliased -%}
   ,
   {%- endif -%}
   {%- endif -%}
   {%- for i in exog_aliased %}
-  {{ dbt_linreg._maybe_round(i~'_coef', output_options.get('round')) }} as {{ dbt_linreg._format_wide_variable_column(exog[loop.index0], output_options) }}
+  {{ dbt_linreg._maybe_round(i~'_coef', dbt_linreg._get_output_option('round', output_options)) }} as {{ dbt_linreg._format_wide_variable_column(exog[loop.index0], output_options) }}
   {%- if not loop.last -%}
   ,
   {%- endif %}
@@ -102,7 +102,7 @@ select * from _dbt_linreg_final_coefs
    In this situation, we want to strip the double quotes when presenting
    outputs in a long format. #}
 {% macro _strip_quotes(x, output_options) -%}
-  {% if output_options.get('strip_quotes') | default(True) %}
+  {% if dbt_linreg._get_output_option('strip_quotes', output_options) | default(True) %}
     {% if x[0] == '"' and x[-1] == '"' and (x | length) > 1 %}
     {{ return(x[1:-1]) }}
     {% endif %}
@@ -117,11 +117,11 @@ select * from _dbt_linreg_final_coefs
   {% else %}
     {% set _add_quotes = False %}
   {% endif %}
-  {% if output_options.get('variable_column_prefix') %}
-    {% set x = output_options.get('variable_column_prefix') ~ x %}
+  {% if dbt_linreg._get_output_option('variable_column_prefix', output_options) %}
+    {% set x = dbt_linreg._get_output_option('variable_column_prefix', output_options) ~ x %}
   {% endif %}
-  {% if output_options.get('variable_column_suffix') %}
-    {% set x = x ~ output_options.get('variable_column_suffix') %}
+  {% if dbt_linreg._get_output_option('variable_column_suffix', output_options) %}
+    {% set x = x ~ dbt_linreg._get_output_option('variable_column_suffix', output_options) %}
   {% endif %}
   {% if _add_quotes %}
     {% set x = '"' ~ x ~ '"' %}
@@ -227,3 +227,11 @@ on
   {%- endfor %}
 {%- endif %}
 {%- endmacro %}
+
+{% macro _get_output_option(field, output_options, default=none) %}
+  {{ return(output_options.get(field, var("dbt_linreg", {}).get("output_options", {}).get(field, default))) }}
+{% endmacro %}
+
+{% macro _get_method_option(method, field, method_options, default=none) %}
+  {{ return(method_options.get(field, var("dbt_linreg", {}).get("method_options", {}).get("method", {}).get(field, default))) }}
+{% endmacro %}

pyproject.toml

@@ -6,15 +6,8 @@ version = "0.3.0"
 readme = "README.md"
 authors = ["Daniel Reeves"]
 
-[dependency-groups]
-dbt = [
-    "dbt-clickhouse",
-    "dbt-core<1.9.0",
-    "dbt-duckdb",
-    "dbt-postgres",
-]
+[project.optional-dependencies]
 python-dev = [
-    "duckdb>=1.1.3",
     "pandas>=2.2.3",
     "pre-commit>=4.0.1",
     "pyyaml>=6.0.2",
@@ -23,6 +16,19 @@ python-dev = [
     "statsmodels>=0.14.4",
     "tabulate>=0.9.0",
 ]
+clickhouse = [
+    "dbt-core<1.9.0",
+    "dbt-clickhouse",
+]
+duckdb = [
+    "dbt-core<1.9.0",
+    "dbt-duckdb",
+    "duckdb>=1.1.3",
+]
+postgres = [
+    "dbt-core<1.9.0",
+    "dbt-postgres",
+]
 
 [tool.ruff]
 line-length = 120

run

@@ -16,7 +16,8 @@ function dbt {
 }
 
 function setup {
-  uv sync
+  uv sync --group python-dev
+  uv sync --group dbt
   uvx pre-commit install
 }