mtd_kde default tll; fastkde==2.1.3

Author: TY-Cheng

.gitignore

@@ -11,6 +11,8 @@ MNIST/
 logs/
 examples/MNIST
 examples/logs
+examples/**/*.gz
+examples/**/*.ipynb
 
 # Python-generated files
 __pycache__/

pyproject.toml

@@ -25,13 +25,7 @@ maintainers = [
 ]
 description = "yet another vine copula library, using PyTorch."
 readme = "README.md"
-keywords = [
-    "vine copula",
-    "copula",
-    "torch",
-    "conditional simulation",
-    "fastkde",
-]
+keywords = ["vine copula", "copula", "torch", "conditional simulation"]
 classifiers = [
     # "Private :: Do Not Upload",
     "License :: OSI Approved :: MIT License",
@@ -44,10 +38,12 @@ classifiers = [
     "Programming Language :: Python :: 3.13",
     "Topic :: Scientific/Engineering",
 ]
-dependencies = ["numpy>=2", "scipy", "fastkde", "pyvinecopulib"]
+dependencies = ["numpy>=2", "scipy", "fastkde==2.1.3", "pyvinecopulib"]
 
 [dependency-groups]
 dev = [
+    "ccxt",
+    "missingno",
     "blitz-bayesian-pytorch",
     "coverage",
     "datasets",

torchvinecopulib/vinecop/__init__.py

@@ -417,7 +417,7 @@ def fit(
         mtd_vine: str = "rvine",
         mtd_bidep: str = "chatterjee_xi",
         thresh_trunc: None | float = 0.01,
-        mtd_kde: str = "fastKDE",
+        mtd_kde: str = "tll",
         mtd_tll: str = "constant",
         num_iter_max: int = 17,
         is_tau_est: bool = False,
@@ -434,7 +434,7 @@ def fit(
             matrix (torch.Tensor, optional): matrix representation of the vine structure. Defaults to None.
             first_tree_vertex (tuple, optional): vertices of the first tree (set of conditioning variables). Defaults to ().
             mtd_vine (str, optional): method for vine structure. One of "cvine", "dvine", "rvine". Defaults to "rvine".
-            mtd_bidep (str, optional): method for bivariate dependence. One of "chatterjee_xi", "ferreira_tail_dep_coeff", "kendall_tau", "mutual_info", "spearman_rho". Defaults to "chatterjee_xi".
+            mtd_bidep (str, optional): method for bivariate dependence. One of "chatterjee_xi", "ferreira_tail_dep_coeff", "kendall_tau", "mutual_info". Defaults to "chatterjee_xi".
             thresh_trunc (None | float, optional): threshold for truncating bivariate copulas using p-val from Kendall's tau stats test. Defaults to 0.01.
             mtd_kde (str, optional): method for bicop KDE. One of "fastKDE" or "tll". Defaults to "fastKDE".
             mtd_tll (str, optional): fit method for the transformation local-likelihood (TLL) nonparametric family, one of ("constant", "linear", or "quadratic"). Defaults to "constant".