libgeofin

Open-source spatial statistics library for geo-financial analysis · MIT License

libgeofin is the open-source core algorithm library of the GeoFinance Insights project. Financial institutions and academic researchers are free to audit, reproduce, and use the spatial statistics formulae it provides.

Installation

pip install libgeofin
# or install from source
pip install -e .

Quick Start

import numpy as np
from libgeofin import build_weight_matrix, compute_moran_i, lisa_quadrant

# 1. Build a spatial weight matrix
points = [(31.22, 121.47), (31.23, 121.48), (31.21, 121.46)]
W = build_weight_matrix(points, bandwidth_km=2.0)

# 2. Compute Moran's I
values = np.array([10.0, 12.0, 8.0])
moran_i, z_score, p_value = compute_moran_i(values, W)
print(f"Moran's I = {moran_i:.4f}, p = {p_value:.4f}")

# 3. LISA quadrant classification
spatial_lag = float(W[0] @ values)
quadrant = lisa_quadrant(
    local_val=values[0],
    spatial_lag=spatial_lag,
    global_mean=values.mean(),
    p_value=p_value,
)
print(f"LISA quadrant: {quadrant}")  # HH / LL / LH / HL / NS

Modules

Module	Function	Description
libgeofin.weights	haversine_km	Haversine great-circle distance (km)
libgeofin.weights	gaussian_kernel	Gaussian kernel function
libgeofin.weights	build_weight_matrix	Row-standardised spatial weight matrix
libgeofin.autocorrelation	compute_moran_i	Global Moran's I + Z-test
libgeofin.autocorrelation	lisa_quadrant	LISA quadrant classification
libgeofin.normalize	standardize	Z-score standardisation
libgeofin.normalize	coords_to_distance_matrix	Lat/lng coordinates → pairwise distance matrix

Formula Reference

Moran's I:

$$I = \frac{n}{S_0} \cdot \frac{\mathbf{y}^\top W \mathbf{y}}{\mathbf{y}^\top \mathbf{y}}$$

Spatially adjusted rent (implemented in the closed-source GeoFinance Pro layer):

$$R_{adj} = R_{base} \cdot (1 + \rho \cdot Wy)$$

Scope of Open-Source Release

This library contains only the pure mathematical / statistical components. The following belong to the closed-source GeoFinance Pro commercial platform and are not included here:

• Moran's I → rent-growth-rate conversion engine
• Dynamic IRR / NPV financial calculator
• POI data crawler and API integrations
• Automated investment research report generator