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vinecopulib

A C++ library for vine copula models (w/ interfaces to R + Python)

https://github.com/vinecopulib/vinecopulib

Science Score: 36.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ✓
    Academic publication links
    Links to: zenodo.org
  • ○
    Academic email domains
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (10.3%) to scientific vocabulary

Keywords

copula estimation statistics vine
Last synced: 6 months ago · JSON representation

Repository

A C++ library for vine copula models (w/ interfaces to R + Python)

Basic Info
  • Host: GitHub
  • Owner: vinecopulib
  • License: mit
  • Language: C++
  • Default Branch: main
  • Homepage:
  • Size: 14 MB
Statistics
  • Stars: 35
  • Watchers: 5
  • Forks: 12
  • Open Issues: 17
  • Releases: 29
Topics
copula estimation statistics vine
Created about 9 years ago · Last pushed 6 months ago
Metadata Files
Readme Changelog License Zenodo

README.md

vinecopulib

Build Status Coverage Status Codacy Badge License: MIT Documentation DOI

What is vinecopulib?

vinecopulib is a header-only C++ library for vine copula models based on Eigen. It provides high-performance implementations of the core features of the popular VineCopula R library, 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 multiparameter families.

The library also has interfaces for R and Python.

Contact

If you have any questions regarding the library, feel free to open an issue or send a mail to info@vinecopulib.org.

Documentation

For documentation of the library's functionality and instructions how to use it, check out our website or the docs/ folder in this repository.

Owner

  • Name: vinecopulib
  • Login: vinecopulib
  • Kind: organization

GitHub Events

Total
  • Create event: 58
  • Release event: 4
  • Issues event: 15
  • Delete event: 49
  • Issue comment event: 103
  • Push event: 209
  • Pull request review event: 56
  • Pull request review comment event: 55
  • Pull request event: 106
  • Fork event: 3
Last Year
  • Create event: 58
  • Release event: 4
  • Issues event: 15
  • Delete event: 49
  • Issue comment event: 103
  • Push event: 209
  • Pull request review event: 56
  • Pull request review comment event: 55
  • Pull request event: 106
  • Fork event: 3

Issues and Pull Requests

Last synced: 6 months ago

All Time
  • Total issues: 2
  • Total pull requests: 32
  • Average time to close issues: 3 months
  • Average time to close pull requests: 6 days
  • Total issue authors: 2
  • Total pull request authors: 3
  • Average comments per issue: 3.5
  • Average comments per pull request: 0.84
  • Merged pull requests: 18
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 2
  • Pull requests: 31
  • Average time to close issues: 3 months
  • Average time to close pull requests: 6 days
  • Issue authors: 2
  • Pull request authors: 3
  • Average comments per issue: 3.5
  • Average comments per pull request: 0.87
  • Merged pull requests: 17
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • tvatter (4)
  • jschueller (3)
  • tnagler (1)
  • FLBuchner (1)
Pull Request Authors
  • tvatter (41)
  • tnagler (16)
  • jschueller (5)
Top Labels
Issue Labels
Pull Request Labels

Dependencies

.github/workflows/continuous_integration.yml actions
  • actions/checkout v3 composite
  • codecov/codecov-action v3 composite
  • r-lib/actions/setup-r master composite