Bug fixes in pyvinecopulib

• Upgrade nanobind to allow for single row matrices (fix #169 and #170)

New features in pyvinecopulib

• Add pickle support for all classes (#168)
• Add allow_rotation option to FitControlsBicop and FitControlsVinecop (#168)

Changes in vinecopulib version 0.7.1

These changes originate from the latest release of vinecopulib, the C++ library which powers pyvinecopulib.

NEW FEATURES

• add allow_rotation option to FitControlsBicop and FitControlsVinecop
  to allow for the rotation of the pair copulas (#628).
• add a FitControlsConfig struct to create flexible and yet safe constructors
  for FitControlsBicop and FitControlsVinecop (#629).

BUG FIXES

• restrict parameter range for fitting Tawn copulas; fix handling of their
  shape/argument order (#620).
• compute and save loglik/nobs in Vinecop::fit() (#623)
• disable unwanted compiler output related to BOOST_CONCEPT checks (#624)

This version introduces a switch to nanobind as a backend (#160): i.e., the C++ bindings, now use nanobind instead of pybind11.
It allows for considerable performance improvements (~8x speedup in our latest benchmarks) and smaller binaries.

Breaking API changes in pyvinecopulib

• Removal of the overloaded constructors:
  • For all classes, only one constructor is now available.
    The reason is that the overloaded constructors were un-Pythonic, error-prone, and could not be properly documented with Sphinx.
    They have been replaced by a single constructor for each class, along with factory from_xzy methods.
  • For the Bicop class:
    • Bicop.from_family(): Instantiate from a family, rotation, parameters, and variable types.
    • Bicop.from_data(): Instantiate from data, as well as optional controls and variable types.
    • Bicop.from_file(): Instantiate from a file.
    • Bicop.from_json(): Instantiate from a JSON-like string.
  • For the Vinecop class:
    • Vinecop.from_dimension(): Instantiate an empty vine copula of a given dimension.
    • Vinecop.from_data(): Instantiate from data, as well as an optional FitControlsVinecop, an RVineStructure or matrix, and variable types.
    • Vinecop.from_structure(): Instantiate from an RVineStructure or matrix, as well as optional pair-copulas and variable types.
    • Vinecop.from_file(): Instantiate from a file.
    • Vinecop.from_json(): Instantiate from a JSON-like string.
  • For the RVineStructure class:
    • RVineStructure.from_dimension(): Instantiate a default structure of a given dimension and truncation level.
    • RVineStructure.from_order(): Instantiate from an order vector.
    • RVineStructure.from_matrix(): Instantiate from a matrix.
    • RVineStructure.from_file(): Instantiate from a file.
    • RVineStructure.from_json(): Instantiate from a JSON-like string.

New features in pyvinecopulib

• Expose more structure methods to python (#157)
• Switch to nanobind as a backend (#160)
• New IO methods for Bicop and Vinecop classes to use JSON-like strings (#160)
• Extensive documentation revamp (#160)
• Adding a benchmark example (#160)
• Convertion of all examples to Jupyter notebooks (#160)

Bug fixes in pyvinecopulib

• Install and test source distribution (#164)

Changes in vinecopulib

These changes originate from the underlying C++ library, vinecopulib, which powers pyvinecopulib.

New features

• Use analytical derivatives in discrete pdf/hfuncs (#572)
• Allow for alternative for "prim" vs "kruskal" in MST-based model selection (#577)
• Improve the dependencies install script to use it in other projects (#576)
• Add tawn copula (#579)
• Improve doc (#580, #585, #607)
• Allow for the discrete Rosenblatt transform (#581)
• Add Vinecop::fit() (#584)
• Improve Bicop::str() (#588) and Vinecop::str() (#589)
• Properly handle discrete variables for the TLL family (#597)
• Weighted pseudo-observations (#602)
• Cross-platform random numbers and add seeds options to to_pseudo_obs (#603)
• Improve performance by
  • aligning with the R defaults (e.g., BOOST_NO_AUTO_PTR, BOOST_ALLOW_DEPRECATED_HEADERS, BOOST_MATH_PROMOTE_DOUBLE_POLICY=false, std::string nonparametric_method = "constant" for the TLL instead of "quadratic", -O3 -march=native compiler flags) and add benchmarking example (#592, #611, #613),
  • using Eigen element-wise operations instead of boost whenever possible (#598, #612),
  • using binary search in the TLL for get_indices (#613).

Bug fixes

• Improve stability in BB7 PDF (#573)
• Revamped CI/CD pipeline, tests discoverable by CTest, boost version on windows ((66cf8b0))
• Fix ASAN issues (#583)
• Fix interface includes and other CMake issue (#586, #599, #601, #608), by @jschueller

• Vectorize the stats functions properly (#151)

• New Vinecop.str() (#153)

• Add variables names option for vinecop plots (#152)

• Improved documentation (#144, #146)
• Plot functions for bivariate and vine copulas (#143)
• Discrete examples (#140)
• Fit method for vines
• Discrete Rosenblatt transform
• Tawn copulas
• Improvements to MST-based edge selection
• Better stability in BB7 pdf
• Analytical derivatives in discrete pdf/hfuncs

• Modernize the package build (e.g., switch to pyproject.toml)
• Add latest versions of Python (3.11 and 3.12)

Release following the updates of vinecopulib to 0.6.2, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

BUG FIXES

• replace bitwise ops on boolean operands (#563)

• handle NaNs in to_pseudo_obs() (#566)

• Replace calls to sprintf in boost libraries (#565)

Release following the updates of vinecopulib to 0.6.2, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

• improved documentation (discrete and missing dat, Rosenblatt transforms)

• better parallelization when there is a small number of edges (#555)

Release following the update of vinecopulib to 0.6.0, see
https://github.com/vinecopulib/vinecopulib/releases.