Science Score: 46.0%
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 -
✓Committers with academic emails
1 of 4 committers (25.0%) from academic institutions -
○Institutional organization owner
-
○JOSS paper metadata
-
○Scientific vocabulary similarity
Low similarity (16.5%) to scientific vocabulary
Repository
A Python library for vine copula models
Basic Info
Statistics
- Stars: 109
- Watchers: 7
- Forks: 21
- Open Issues: 4
- Releases: 12
Metadata Files
README.md
pyvinecopulib
Introduction
What are vine copulas?
Vine copulas are a flexible class of dependence models consisting of bivariate building blocks (see e.g., Aas et al., 2009). You can find a comprehensive list of publications and other materials on vine-copula.org.
What is pyvinecopulib?
pyvinecopulib is the python interface to vinecopulib, 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 multi-parameter families.
License
pyvinecopulib is provided under an MIT license that can be found in the LICENSE file. By using, distributing, or contributing to this project, you agree to the terms and conditions of this license.
Contact
If you have any questions regarding the library, feel free to open an issue or send a mail to info@vinecopulib.org.
Installation
With pip
The latest release can be installed using pip:
bash
pip install pyvinecopulib
With conda
Similarly, it can be installed with conda:
bash
conda install conda-forge::pyvinecopulib
Or with mamba:
bash
mamba install conda-forge::pyvinecopulib
From source
Start by cloning this repository, noting the --recursive option which is needed for the vinecopulib and wdm submodules:
bash
git clone --recursive https://github.com/vinecopulib/pyvinecopulib.git
cd pyvinecopulib
The main build time prerequisites are:
- scikit-build-core (>=0.4.3),
- nanobind (>=2.7.0),
- a compiler with C++17 support.
To install from source, Eigen and Boost also need to be available, and CMake will try to find suitable versions automatically.
The recommended way to install pyvinecopulib from source is to use conda or mamba.
A reproducible environment, also including requirements for the pyvinecopulib's development and documentation, can be created using:
bash
python scripts/generate_requirements.py --format yml # from pyvinecopulib's root
mamba env create -f environment.yml
mamba activate pyvinecopulib
Alternatively, you can specify manually the location of Eigen and Boost using the environment variables EIGEN3_INCLUDE_DIR and Boost_INCLUDE_DIR respectively.
On Linux, you can install the required packages and set the environment variables as follows:
bash
sudo apt-get install libeigen3-dev libboost-all-dev
export Boost_INCLUDE_DIR=/usr/include
export EIGEN3_INCLUDE_DIR=/usr/include/eigen3
Finally, you can build and install pyvinecopulib using pip:
bash
pip install .
Stubs can then be generated using:
bash
PYTHONPATH=$(python -c "import site; print(site.getsitepackages()[0])") \
python -m nanobind.stubgen \
-m pyvinecopulib.pyvinecopulib_ext \
-o src/pyvinecopulib/__init__.pyi \
-M src/pyvinecopulib/py.typed
Note that the generate_requirements.py script can also be used to generate a requirements.txt file for use with pip via the --format option:
bash
python scripts/generate_requirements.py --format txt
Building the documentation
Documentation for the example project is generated using Sphinx and the "Read the Docs" theme. The following command generates HTML-based reference documentation; for other formats please refer to the Sphinx manual:
bash
cd docs
python serve_sphinx.py
Owner
- Name: vinecopulib
- Login: vinecopulib
- Kind: organization
- Repositories: 5
- Profile: https://github.com/vinecopulib
GitHub Events
Total
- Create event: 43
- Release event: 6
- Issues event: 24
- Watch event: 13
- Delete event: 33
- Issue comment event: 41
- Push event: 118
- Pull request review event: 4
- Pull request review comment event: 5
- Pull request event: 67
Last Year
- Create event: 43
- Release event: 6
- Issues event: 24
- Watch event: 13
- Delete event: 33
- Issue comment event: 41
- Push event: 118
- Pull request review event: 4
- Pull request review comment event: 5
- Pull request event: 67
Committers
Last synced: about 3 years ago
All Time
- Total Commits: 11
- Total Committers: 4
- Avg Commits per committer: 2.75
- Development Distribution Score (DDS): 0.455
Top Committers
| Name | Commits | |
|---|---|---|
| Thomas Nagler | t****r@u****m | 6 |
| Thibault Vatter | t****r@g****m | 3 |
| tnagler | t****r@t****e | 1 |
| dmey | d****y@u****m | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 7 months ago
All Time
- Total issues: 62
- Total pull requests: 148
- Average time to close issues: 7 months
- Average time to close pull requests: 11 days
- Total issue authors: 38
- Total pull request authors: 6
- Average comments per issue: 3.45
- Average comments per pull request: 0.13
- Merged pull requests: 132
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 11
- Pull requests: 55
- Average time to close issues: 12 days
- Average time to close pull requests: 3 days
- Issue authors: 9
- Pull request authors: 1
- Average comments per issue: 3.09
- Average comments per pull request: 0.0
- Merged pull requests: 51
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- tnagler (7)
- tvatter (6)
- dmey (6)
- RihuiAn (2)
- TY-Cheng (2)
- slayoo (2)
- bhiogade (2)
- singledoggy (2)
- mike-mendoza (2)
- junkai2998 (2)
- chienyutseng (2)
- Cherubix (1)
- Vejas04 (1)
- LuigiDarkSimeone (1)
- mjholb (1)
Pull Request Authors
- tvatter (138)
- tnagler (21)
- slayoo (5)
- dmey (3)
- lorepirri (2)
- jondo (2)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 1
-
Total downloads:
- pypi 12,006 last-month
- Total docker downloads: 268
- Total dependent packages: 3
- Total dependent repositories: 9
- Total versions: 17
- Total maintainers: 1
pypi.org: pyvinecopulib
A python interface to vinecopulib
- Homepage: https://github.com/vinecopulib/pyvinecopulib/
- Documentation: https://vinecopulib.github.io/pyvinecopulib
- License: The MIT License (MIT) Copyright © 2019-2023 Thomas Nagler and Thibault Vatter Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
-
Latest release: 0.7.3
published 12 months ago
Rankings
Maintainers (1)
Dependencies
- actions/checkout v1 composite
- actions/download-artifact master composite
- actions/setup-python v1 composite
- actions/upload-artifact v1.0.0 composite
- pypa/gh-action-pypi-publish master composite
- numpy >=1.14
- pybind11 >=2.4
- setuptools >=30.3.0
- setuptools_scm >=2.0.0