v0.1.33

Copulas v0.1.33

Diff since v0.1.32

This release notably contain a new and

New features:

• New feature: Fitting procedures for every copula (#302), with confidence intervals (#311)

• New copula: BernsteinCopula (#295)

• New copula: CheckerboardCopula (#295)

• New copula: BetaCopula (#295)

• New copula: EmpiricalGenerator for archimedeans (#295)

• New copula: EmpiricalEvTail for extreme values (#295)

Documentation improvements

• Improve styling (#296, #304)
• Refactor heading (#308)
• Revise introduction (#312)
• Add docs for fitting (#302)

Bug fixes

• SklarDist was being picky (#319)
• A lot of other bug fixes all around...

Internals

• Move back to TaylorSeries.jl instead of TaylorDiff (#312)
• Integrated the old WilliamsonTransforms.jl for better management (#312)

Developement interface

• Fix the DocPreviewCleanup workflow (#303)
• Dont CI is docs only (#309, #315)

Merged pull requests:

• Adding empirical copulas (#295) (@Santymax98)
• [Docs] Add css files (#296) (@lrnv)
• Update Aqua.jl test structure and clarify persistent task handling (#299) (@lrnv)
• Copulas.jl — coherent fit API aligned with StatsBase/Distributions (#302) (@Santymax98)
• Fix conditions for stale PR previews cleanup (#303) (@lrnv)
• [Docs] Styling admonitions (#304) (@lrnv)
• Bump julia-actions/setup-julia from 1 to 2 (#306) (@dependabot[bot])
• Bump actions/checkout from 4 to 5 (#307) (@dependabot[bot])
• [Docs] Refactor the documentation (#308) (@lrnv)
• [Internals] tell ci top skip if docs only (#309) (@lrnv)
• first shot for add vcov (#311) (@Santymax98)
• Revise introduction in documentation for Copulas (#312) (@lrnv)
• [Internals] Back to TaylorSeries.jl (#313) (@lrnv)
• [CI] Reverse ignoring logic (#315) (@lrnv)
• [bug] Sklardist got picky (#319) (@lrnv)
• Bump version from 0.1.32 to 0.1.33 (#320) (@lrnv)

Closed issues:

• [New feature] Plotting / Vizualization (#152)
• Clayton Copula Theta inference error (#301)
• [bug] Sklardist got picky (#318)

v0.1.32

Copulas v0.1.32

Diff since v0.1.31

New features:

• New copulas: BB1 to BB10 Copulas (#269) (#276)
• New copulas: Archimax Copulas (#276)
• New copulas: Add FrailtyGenerator (#263) and TiltedGenerator (#194)
• New features: Implement the rosenblatt transformations and its inverse (#254)
• New features: Implement conditioning and subsetting mechanisms (#194)
• New features: Implement params() and show(à functions (#272)
• New features: Implement Plots.jl package extention (#287)

Documentation improvements

• Move to DocumenterVitepress.jl (#291)
• Improve the quality of illustration of the docs (#290) (#256) (#288) (#264) (#277) (#278)

Bug fixes

• Fix slowness of Extreme values copulas (#255)
• Fix the measure() function (#270)
• Refactor the test suite (#268)

Merged pull requests:

• [Docs] New index page (#293) (@lrnv)
• Bump version from 0.1.31 to 0.1.32 (#294) (@lrnv)

v0.1.31

Copulas v0.1.31

Diff since v0.1.30

Merged pull requests:

• [New feature] Conditionning (#194) (@lrnv)
• Add the rosenblatt transform and its inverse (#254) (@FriesischScott)
• Fix the slowness of extreme values copulas (#255) (@lrnv)
• Documentation proofread (#256) (@lrnv)
• [Internals] Move Pi, M and W out of archimedeans. (#261) (@lrnv)
• [Internals] Add FrailtyGenerator for efficient sampling of c.m. archis (#263) (@lrnv)
• [Docs] Add refs to Rosenblatt (#264) (@lrnv)
• Bump actions/checkout from 4 to 5 (#267) (@dependabot[bot])
• Refactor the test suite (#268) (@lrnv)
• Add BB Archimedean copulas (#269) (@lrnv)
• Fix the measure() function (#270) (@lrnv)
• Fix Archimedean rosenblatt() (#271) (@lrnv)
• Add a few params() and show() functions (#272) (@lrnv)
• Add more show() functions (#273) (@lrnv)
• Fix Tests (#274) (@lrnv)
• typo (#275) (@lrnv)
• Implementing Archimax Copulas API (#276) (@Santymax98)
• [Docs] Add illustrations (#277) (@lrnv)
• [Docs] Add fitting Williamson example (#278) (@lrnv)
• typo in docs (#279) (@lrnv)
• up location again (#280) (@lrnv)
• remove file issue (#281) (@lrnv)
• remove completely the thing (#282) (@lrnv)
• fuu (#283) (@lrnv)
• [New Feature] Plots.jl package extension (#287) (@lrnv)
• Enhance visualizations documentation with examples (#288) (@lrnv)
• [Docs & Viz] Update the docs for clearer illustrations (#290) (@lrnv)
• [Docs] Move to DocumenterVitepress.jl (#291) (@lrnv)
• Bump version from 0.1.30 to 0.1.31 (#292) (@lrnv)

Closed issues:

• [New copulas] Extreme values copulas (#52)
• [Internals] move to FrailtyGenerator (#86)
• [Documentation] Automatized proof reading the docs & docstrings ? (#123)
• [New feature] Conditionning (#150)
• [New feature] Rosenblatt (and inverse) transformations (#151)
• [Docs] up documenter (#184)
• [Docs] Modify CI to check up the docs on PR's (#213)
• Refactor WilliamsonGenerator and add FrailtyGenerator for efficient sampling when possible. (#257)
• Refactor construction default to avoid unstable constructors. (#258)
• [Internals] Move Pi, M and W out of archimedeans. (#259)
• [Internals] Reduce type parametrization of FGmCopula (#262)
• [Plotting] Slights issues (#289)

v0.1.30

Copulas v0.1.30

Diff since v0.1.29

Merged pull requests:

• [Internals] Switch to TaylorDiff.jl for generator derivatives. (#38) (@lrnv)
• CompatHelper: bump compat for TaylorSeries to 0.20, (keep existing compat) (#251) (@github-actions[bot])
• Issue evaluating pdf of JoeCopula at (1,1) (#253) (@lrnv)

Closed issues:

• Issue evaluating pdf of JoeCopula at (1,1) (#252)

v0.1.29

Copulas v0.1.29

Diff since v0.1.28

Merged pull requests:

• CompatHelper: bump compat for ForwardDiff to 1, (keep existing compat) (#248) (@github-actions[bot])
• Up version number (#249) (@lrnv)

v0.1.28

Copulas v0.1.28

Diff since v0.1.27

Merged pull requests:

• [bugfix] Gumbel pdf value on hypercubes boundary was NaN (#245) (@lrnv)
• Up version number (#246) (@lrnv)

Closed issues:

• [bug] biv gumbel density returns nan on boundary. (#244)

v0.1.27

Copulas v0.1.27

Diff since v0.1.26

Merged pull requests:

• Bump codecov/codecov-action from 4 to 5 (#239) (@dependabot[bot])
• [bugfix] Correct _logpdf for Archimdeans on corners (#242) (@lrnv)
• Change version to 0.1.27 (#243) (@lrnv)

Closed issues:

• [bug] wrong values of archimedean pdf on border. (#241)

v0.1.26

Copulas v0.1.26

Diff since v0.1.25

Merged pull requests:

• Formalize Kendall Tau and Spearman Rho Interfaces (#222) (@lrnv)
• Fix Kendall tau's of Gaussian and Student copula (#224) (@lrnv)
• Formalize Kendall's tau (#225) (@lrnv)
• Fix Extreme Values Copulas (#226) (@lrnv)
• Fix WCopula sampling issue (#227) (@lrnv)
• refactor: Clean up constructor and fix the sampling via stochastic representation for FGMCopula (#228) (@lrnv)
• feat: Refactor SubsetCopula constructors for better readability and consistency (#229) (@lrnv)
• Fix WilliamsonGenerator Kendall's tau (#230) (@lrnv)
• Formalize Kendall's tau (#231) (@lrnv)
• [Tests] Large refactor and upgrade of the testing framework. (#232) (@lrnv)
• [docs] Rewrite dependence measure chapter. (#233) (@lrnv)
• [docs] Housekeeping of the docs (#234) (@lrnv)
• Migrate from Cubature.jl to HCubature.jl (#236) (@DilumAluthge)

Closed issues:

• [API]: Multivariate Kendall tau and Spearman rho. (#134)
• Precompile fails on julia 1.12 (#217)
• Move from Cubature to HCubature to avoid GPL dependency? (#235)

v0.1.25

Copulas v0.1.25

Diff since v0.1.24

Merged pull requests:

• CompatHelper: bump compat for TaylorSeries to 0.18 and remove old compat <0.15 (#206) (@github-actions[bot])
• Remove overflows for bivariate gumbel density (#218) (@lrnv)
• Fix galambox (#220) (@lrnv)
• Bump Version to 0.1.25 (#221) (@lrnv)

Closed issues:

• LoadError: UndefVarError (in combination with popular CairoMakie?) (#207)
• [FR] : implementing derivatives for the Gumbel Generator (#215)

v0.1.24

Copulas v0.1.24

Diff since v0.1.23

Merged pull requests:

• Bump julia-actions/setup-julia from 1 to 2 (#201) (@dependabot[bot])
• [docs] Remove manifest (#202) (@lrnv)
• Remove url (#203) (@lrnv)
• Bump julia-actions/cache from 1 to 2 (#204) (@dependabot[bot])
• add Bivariate Extreme Value Copulas (#208) (@Santymax98)
• Update README.md (#209) (@lrnv)
• Try to fix docs issue (#212) (@lrnv)
• remove space (#214) (@lrnv)
• Version Bump (#216) (@lrnv)

Closed issues:

• Docs error due to extreme values (#210)