Add RotatedCopula

Author: jschueller

.ci_support/run_docker_linux.sh

@@ -0,0 +1,28 @@
+#!/bin/sh
+
+set -xe
+
+cd /tmp
+cmake -DCMAKE_INSTALL_PREFIX=${HOME}/.local \
+      -DCMAKE_UNITY_BUILD=ON \
+      -DCMAKE_CXX_FLAGS="-Wall -Wextra -Wpedantic -Wshadow -Wsuggest-override -Werror -D_GLIBCXX_ASSERTIONS --coverage" \
+      -DSWIG_COMPILE_FLAGS="-O1 -Wno-unused-parameter" \
+      -DUSE_SPHINX=ON -DSPHINX_FLAGS="-W -T -j4" \
+      -B build /io
+cd build
+make install
+make tests
+ctest --output-on-failure --timeout 100 ${MAKEFLAGS}
+
+# coverage
+gcov `find lib/src/ -name "*.gcno"`
+lcov --capture --directory . --output-file coverage.info --include "*.cxx"
+genhtml --output-directory coverage coverage.info
+cp -v coverage.info coverage
+
+UID_GID=$1
+if test -n "${UID_GID}"
+then
+  sudo chown -R ${UID_GID} ~/.local/share/doc/*/html
+  sudo cp -pr ~/.local/share/doc/*/html /io
+fi

.ci_support/run_docker_mingw.sh

@@ -0,0 +1,21 @@
+#!/bin/sh
+
+set -xe
+
+cd /tmp
+mkdir build && cd build
+
+PREFIX=${PWD}/install
+CXXFLAGS="-Wall -Wextra -D_GLIBCXX_ASSERTIONS" ${ARCH}-w64-mingw32-cmake \
+  -DCMAKE_INSTALL_PREFIX=${PREFIX} \
+  -DCMAKE_UNITY_BUILD=ON \
+  -DPython_INCLUDE_DIR=${MINGW_PREFIX}/include/python${PYMAJMIN} \
+  -DPython_LIBRARY=${MINGW_PREFIX}/lib/libpython${PYMAJMIN}.dll.a \
+  -DPython_EXECUTABLE=/usr/bin/${ARCH}-w64-mingw32-python${PYMAJMIN}-bin \
+  /io
+make install
+${ARCH}-w64-mingw32-strip --strip-unneeded ${PREFIX}/bin/*.dll ${PREFIX}/Lib/site-packages/*/*.pyd
+echo lib/test ${PREFIX}/Lib/site-packages/* | xargs -n 1 cp ${PREFIX}/bin/*.dll
+OPENTURNS_NUM_THREADS=2 ctest -R pyinstallcheck --output-on-failure --timeout 1000 --schedule-random ${MAKEFLAGS}
+make tests
+OPENTURNS_NUM_THREADS=2 ctest -R cppcheck --output-on-failure --timeout 1000 --schedule-random ${MAKEFLAGS}

.github/workflows/build.yml

@@ -0,0 +1,36 @@
+name: Build
+on:
+  push:
+    branches: [ master ]
+  pull_request:
+jobs:
+  linux:
+    runs-on: ubuntu-latest
+    env:
+      MAKEFLAGS: -j4
+    steps:
+      - uses: actions/checkout@v4
+      - name: Build
+        run: ./utils/build_locally.sh linux
+      - name: Upload
+        if: ${{ github.ref == 'refs/heads/master' }}
+        run: |
+          git clone --depth 1 https://${{ secrets.GH_TOKEN }}@github.com/openturns/openturns.github.io.git /tmp/io
+          mkdir -p /tmp/io/otvine/master
+          cp -r html/* /tmp/io/otvine/master
+          cd /tmp/io
+          touch .nojekyll
+          git config user.email "support@gh.com"
+          git config user.name "GitHub Actions"
+          git add -A .
+          git commit -a -m "GitHub Actions build ${GITHUB_REPOSITORY} ${GITHUB_RUN_ID}" || exit 0
+          git push --quiet origin master > /dev/null 2>&1
+
+  mingw:
+    runs-on: ubuntu-latest
+    env:
+      MAKEFLAGS: -j4
+    steps:
+      - uses: actions/checkout@v4
+      - name: Build
+        run: ./utils/build_locally.sh mingw

.github/workflows/lint.yml

@@ -0,0 +1,19 @@
+name: Lint source code
+
+on: [push, pull_request]
+
+permissions:
+  contents: read
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v4
+    - name: Install
+      run: |
+        sudo apt-get install python3-pip
+        pip3 install flake8
+    - name: Run linter 
+      run: ./utils/lint.sh
+

.gitignore

@@ -0,0 +1,2 @@
+build*/
+*~

CMakeLists.txt

@@ -1,11 +1,11 @@
-cmake_minimum_required (VERSION 3.13)
+cmake_minimum_required (VERSION 3.18)
 
 option (BUILD_PYTHON                 "Build the python module for the library"                               ON)
 option (USE_SPHINX                   "Use sphinx for documentation"                                          OFF)
 option (BUILD_SHARED_LIBS            "Build shared libraries"                                                ON)
 
 # By default, build in Release mode. Must appear before project() command
-set( CMAKE_BUILD_TYPE Release CACHE STRING "Build type")
+set (CMAKE_BUILD_TYPE Release CACHE STRING "Build type")
 
 project (otvine)
 
@@ -14,25 +14,11 @@ string (TOLOWER ${CMAKE_PROJECT_NAME} PACKAGE_NAME)
 # set module dir to find custom scripts
 list (APPEND CMAKE_MODULE_PATH ${CMAKE_SOURCE_DIR}/cmake)
 
-if (POLICY CMP0042)
-  # MACOSX_RPATH is enabled by default
-  cmake_policy(SET CMP0042 NEW)
-endif()
-if (POLICY CMP0078)
-  # UseSWIG generates standard target names
-  cmake_policy(SET CMP0078 NEW)
-endif()
-if (POLICY CMP0086)
-  # UseSWIG honors SWIG_MODULE_NAME via -module flag
-  cmake_policy(SET CMP0086 NEW)
-endif()
-
 find_package (OpenTURNS CONFIG REQUIRED)
 message (STATUS "Found OpenTURNS: ${OPENTURNS_ROOT_DIR} (found version \"${OPENTURNS_VERSION_STRING}\")")
 
-find_package (vinecopulib CONFIG REQUIRED)
-
-find_package(Eigen3 CONFIG REQUIRED)
+find_package (vinecopulib 0.7.1 CONFIG REQUIRED)
+message (STATUS "Found vinecopulib: ${vinecopulib_DIR} (found version \"${vinecopulib_VERSION}\")")
 
 if (NOT BUILD_SHARED_LIBS)
   list ( APPEND OTVINE_DEFINITIONS "-DOTVINE_STATIC" )
@@ -54,21 +40,20 @@ set (OTVINE_CONFIG_CMAKE_PATH ${CMAKE_INSTALL_LIBDIR}/cmake/otvine)
 set (OTVINE_DOC_PATH ${CMAKE_INSTALL_DOCDIR})
 
 if (BUILD_PYTHON)
-  find_package (SWIG 3)
+  find_package (SWIG 4)
   include (${SWIG_USE_FILE})
 
-  if (CMAKE_VERSION VERSION_LESS 3.28)
-    find_package (Python 3.6 COMPONENTS Interpreter Development)
+  option (USE_PYTHON_SABI "Use Python stable ABI" OFF)
+  if (USE_PYTHON_SABI AND CMAKE_VERSION VERSION_GREATER_EQUAL 3.26)
+    find_package (Python 3.6 COMPONENTS Interpreter Development.SABIModule)
+    add_library (Python::Module ALIAS Python::SABIModule)
   else ()
-    find_package (Python 3.6 COMPONENTS Interpreter Development.Module Development.SABIModule)
+    find_package (Python 3.6 COMPONENTS Interpreter Development.Module)
   endif ()
 
   if (Python_FOUND)
     include (FindPythonModule)
     find_python_module (matplotlib)
-    if (NOT TARGET Python::Module)
-      include (TargetLinkLibrariesWithDynamicLookup)
-    endif ()
 
     if (USE_SPHINX)
       find_program (SPHINX_EXECUTABLE NAMES sphinx-build DOC "Sphinx Documentation Builder (sphinx-doc.org)")

README.rst

@@ -1,13 +1,18 @@
 .. image:: https://github.com/openturns/otvine/actions/workflows/build.yml/badge.svg?branch=master
     :target: https://github.com/openturns/otvine/actions/workflows/build.yml
 
-otvine Module
-=================
+OTVine module
+=============
 
-otvine is a module for OpenTURNS
+otvine is a module to expose Vine copulas to OpenTURNS
 
-More information can found at http://www.openturns.org
+More resources on Vine copulas
+https://www.math.cit.tum.de/math/forschung/gruppen/statistics/vine-copula-models/
+
+More info on vinecopulib C++ library
+https://vinecopulib.github.io/vinecopulib/
 
+More information can found at http://www.openturns.org
 
 Installation
 ============

cmake/FindPythonModule.cmake

@@ -10,7 +10,7 @@
 #  MODULE_VERSION_STRING - module version, if available through __version__
 #
 #=============================================================================
-# Copyright 2005-2024 Airbus-EDF-IMACS-ONERA-Phimeca
+# Copyright 2005-2026 Airbus-EDF-IMACS-ONERA-Phimeca
 #
 # Distributed under the OSI-approved BSD License (the "License");
 # see accompanying file Copyright.txt for details.