This version introduces a switch to nanobind as a backend (160): i.e., the C++ bindings, now use [nanobind](https://nanobind.readthedocs.io/) instead of [pybind11](https://pybind11.readthedocs.io/).
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They have been replaced by a single constructor for each class, along with factory `from_xzy` methods.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`](https://github.com/vinecopulib/vinecopulib), which powers `pyvinecopulib`.
New features
* Use analytical derivatives in discrete pdf/hfuncs ([572](https://github.com/vinecopulib/vinecopulib/pull/572))
* Allow for alternative for `"prim"` vs `"kruskal"` in MST-based model selection ([577](https://github.com/vinecopulib/vinecopulib/pull/577))
* Improve the dependencies install script to use it in other projects ([576](https://github.com/vinecopulib/vinecopulib/pull/576))
* Add tawn copula ([579](https://github.com/vinecopulib/vinecopulib/pull/579))
* Improve doc ([580](https://github.com/vinecopulib/vinecopulib/pull/580), [#585](https://github.com/vinecopulib/vinecopulib/pull/585), [#607](https://github.com/vinecopulib/vinecopulib/pull/607))
* Allow for the discrete Rosenblatt transform ([581](https://github.com/vinecopulib/vinecopulib/pull/581))
* Add `Vinecop::fit()` ([584](https://github.com/vinecopulib/vinecopulib/pull/584))
* Improve `Bicop::str()` ([588](https://github.com/vinecopulib/vinecopulib/pull/588)) and `Vinecop::str()` ([#589](https://github.com/vinecopulib/vinecopulib/pull/589))
* Properly handle discrete variables for the TLL family ([597](https://github.com/vinecopulib/vinecopulib/pull/597))
* Weighted pseudo-observations ([602](https://github.com/vinecopulib/vinecopulib/pull/602))
* Cross-platform random numbers and add seeds options to `to_pseudo_obs` ([603](https://github.com/vinecopulib/vinecopulib/pull/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](https://github.com/vinecopulib/vinecopulib/pull/592), [#611](https://github.com/vinecopulib/vinecopulib/pull/611), [#613](https://github.com/vinecopulib/vinecopulib/pull/613)),
* using `Eigen` element-wise operations instead of `boost` whenever possible ([598](https://github.com/vinecopulib/vinecopulib/pull/598), [#612](https://github.com/vinecopulib/vinecopulib/pull/612)),
* using binary search in the TLL for `get_indices` ([613](https://github.com/vinecopulib/vinecopulib/pull/613)).
Bug fixes
* Improve stability in BB7 PDF ([573](https://github.com/vinecopulib/vinecopulib/pull/573))
* Revamped CI/CD pipeline, tests discoverable by CTest, boost version on windows (([66cf8b0](https://github.com/vinecopulib/vinecopulib/commit/66cf8b0)))
* Fix ASAN issues ([583](https://github.com/vinecopulib/vinecopulib/pull/583))
* Fix interface includes and other CMake issue ([586](https://github.com/vinecopulib/vinecopulib/pull/586), [#599](https://github.com/vinecopulib/vinecopulib/pull/599), [#601](https://github.com/vinecopulib/vinecopulib/pull/601), [#608](https://github.com/vinecopulib/vinecopulib/pull/608)), by jschueller