Pyvinecopulib

Latest version: v0.6.5

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0.6.4

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

0.6.3

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 `NaN`s in `to_pseudo_obs()` (566)

* Replace calls to `sprintf` in boost libraries (565)

0.6.2

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)

0.6.0

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

0.5.5

Release following the update of vinecopulib to 0.5.5, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

BUG FIXES

* fix little bug in copula selection based on mBIC

* stabilize BB7 copula pdf

* fix threshold selection for (near-)independent data

* fix vine copula selection for 1-dimensional models with discrete variables

* fix user-visible variable types

0.5.4

Version 0.5.4 following the release of vinecopulib 0.5.4.

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