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pyvinecopulib v0.7.1

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@tvatter tvatter released this 09 Feb 19:31
d3b3151

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)