parmest is included in Pyomo (pyomo/contrib/parmest). To run parmest, you will need Python version 3.x along with various Python package dependencies and the IPOPT software library for non-linear optimization.
numpy
pandas
pyomo
mpisppy (optional)
matplotlib (optional)
scipy.stats (optional)
seaborn (optional)
mpi4py.MPI (optional)
The IPOPT project homepage is https://github.com/coin-or/Ipopt
The following commands can be used to test parmest:
cd pyomo/contrib/parmest/tests python test_parmest.py