| Name | pyvinecopulib JSON |
| Version |
0.6.5
JSON |
| download |
| home_page | None |
| Summary | A python interface to vinecopulib |
| upload_time | 2024-03-20 09:56:22 |
| maintainer | None |
| docs_url | None |
| author | None |
| requires_python | >=3.8 |
| license | The MIT License (MIT) Copyright © 2019-2023 Thomas Nagler and Thibault Vatter Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. |
| keywords |
copula
vines copulas
pair-copulas constructions
|
| VCS |
 |
| bugtrack_url |
|
| requirements |
No requirements were recorded.
|
| Travis-CI |
No Travis.
|
| coveralls test coverage |
No coveralls.
|
# pyvinecopulib
[](https://github.com/vinecopulib/pyvinecopulib/actions)
[](https://opensource.org/licenses/MIT)
[](https://www.codacy.com/gh/vinecopulib/pyvinecopulib?utm_source=github.com&utm_medium=referral&utm_content=vinecopulib/pyvinecopulib&utm_campaign=Badge_Grade)
[](https://vinecopulib.github.io/pyvinecopulib/)
[](https://zenodo.org/badge/latestdoi/196999069)
### What are vine copulas?
Vine copulas are a flexible class of dependence models consisting of bivariate
building blocks (see e.g.,
[Aas et al., 2009](https://mediatum.ub.tum.de/doc/1083600/1083600.pdf)).
You can find a comprehensive list of publications and other materials on
[vine-copula.org](http://vine-copula.org).
### What is pyvinecopulib?
[pyvinecopulib](https://vinecopulib.github.io/pyvinecopulib/) is the python interface to vinecopulib, a header-only C++ library for vine copula models based on
[Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page). It provides
high-performance implementations of the core features of the popular
[VineCopula R library](https://github.com/tnagler/VineCopula), in particular
inference algorithms for both vine copula and bivariate copula models.
Advantages over VineCopula are
* a stand-alone C++ library with interfaces to both R and Python,
* a sleaker and more modern API,
* shorter runtimes and lower memory consumption, especially in high dimensions,
* nonparametric and multi-parameter families.
### Prerequisites
* numpy (>=1.14)
* pybind11 (>=2.4)
* setuptools (>=30.3.0)
* setuptools_scm (>=2.0.0)
* To install from source: a compiler with C++11 support (Linux, OS X) or Visual Studio 2015 (required for all Python versions, see notes below)
### Installation
The easiest way to install the latest release is to use `pip`:
```
pip install pyvinecopulib
```
To install from source, just clone this repository and do `pip install`.
Note the `--recursive` option which is needed for the `eigen`, `vinecopulib` and `wdm` submodules:
```bash
git clone --recursive https://github.com/vinecopulib/pyvinecopulib.git
pip install ./pyvinecopulib
```
### Examples
Jupyter notebooks with examples can be found in the examples folder.
### Documentation
For documentation of the `pyvinecopulib`'s functionality and
instructions how to use it, check out our
[website](https://vinecopulib.github.io/pyvinecopulib/) or the `docs/` folder
in this repository.
#### Building the documentation
Documentation for the example project is generated using Sphinx and the "Read the Docs" theme.
The following command generates HTML-based reference documentation; for other
formats please refer to the Sphinx manual:
* `pip install sphinx-rtd-theme`
* `cd pyvinecopulib/docs`
* `python3 serve_sphinx.py`
### License
pyvinecopulib is provided under an MIT license that can be found in the LICENSE
file. By using, distributing, or contributing to this project, you agree to the
terms and conditions of this license.
### Special notes for Windows
**Compiler requirements**
This package requires a C++11 compliant compiler, i.e Visual Studio 2015 on Windows.
Unlike regular C extension modules, it's perfectly fine to compile a pyvinecopulib module with a VS version newer than the target Python's VS version.
**Runtime requirements**
The Visual C++ 2015 redistributable packages are a runtime requirement for this
project.
### Contact
If you have any questions regarding the library, feel free to
[open an issue](https://github.com/pyvinecopulib/pyvinecopulib/issues/new) or
send a mail to <info@vinecopulib.org>.
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