v0.5.0 - 2021-01-24¶
This release introduces conditional sampling for the GaussianMultivariate modeling. The new conditioning feature allows passing a dictionary with the values to use to condition the rest of the columns.
It also fixes a bug that prevented constant distributions to be restored from a dictionary and updates some dependencies.
v0.4.0 - 2021-01-27¶
This release introduces a few changes to optimize processing speed by re-implementing the Gaussian KDE pdf to use vectorized root finding methods and also adding the option to subsample the data during univariate selection.
v0.3.3 - 2020-09-18¶
v0.3.2 - 2020-08-08¶
v0.3.1 - 2020-07-09¶
v0.3.0 - 2020-03-27¶
Important revamp of the internal implementation of the project, the testing infrastructure and the documentation by Kevin Alex Zhang @k15z, Carles Sala @csala and Kalyan Veeramachaneni @kveerama
Reimplementation of the existing Univariate distributions.
Addition of new Beta and Gamma Univariates.
New Univariate API with automatic selection of the optimal distribution.
Several improvements and fixes on the Bivariate and Multivariate Copulas implementation.
New visualization module with simple plotting patterns to visualize probability distributions.
New datasets module with toy datasets sampling functions.
New testing infrastructure with end-to-end, numerical and large scale testing.
Improved tutorials and documentation.
v0.2.5 - 2020-01-17¶
v0.2.4 - 2019-12-23¶
v0.2.3 - 2019-09-17¶
v0.2.2 - 2019-07-31¶
truncnormdistribution and a generic wrapper for
scipy.rv_continousdistributions - Issue #27 by @amontanez, @csala and @ManuelAlvarezC
Independencebivariate copulas - Issue #46 by @aliciasun, @csala and @ManuelAlvarezC
Option to select seed on random number generator - Issue #63 by @echo66 and @ManuelAlvarezC
Option on Vine copulas to select number of rows to sample - Issue #77 by @ManuelAlvarezC
v0.2.1 - Vine serialization¶
Add serialization to Vine copulas.
distributionas argument for the Gaussian Copula.
Improve Bivariate Copulas code structure to remove code duplication.
Fix bug in Vine Copulas sampling: ‘Edge’ object has no attribute ‘index’
Improve code documentation.
Improve code style and linting tools configuration.
v0.2.0 - Unified API¶
New API for stats methods.
Standarize input and output to
Increase unittest coverage to 90%.
Add methods to load/save copulas.
Improve Gaussian copula sampling accuracy.
v0.1.1 - Minor Improvements¶
Different Copula types separated in subclasses
Extensive Unit Testing
More pythonic names in the public API.
Stop using third party elements that will be deprected soon.
Add methods to sample new data on bivariate copulas.
New KDE Univariate copula
Improved examples with additional demo data.
v0.1.0 - First Release¶
First release on PyPI.