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Recent Releases of QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v2.2

What's Changed

  • Make sure CI tests failed with detailed error stack when there are testbook failures by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/438
  • Change Lookback to include start price by @fjhickernell in https://github.com/QMCSoftware/QMCSoftware/pull/440
  • Release Documentation by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/439
  • Added Booktests for Windows and combined all tests in 1 workflow by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/444
  • Revert "Speedup" commit from booktests_choi branch by @Copilot in https://github.com/QMCSoftware/QMCSoftware/pull/447
  • Coverage Reports and Badge of CI Tests in GitHub Actions by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/445
  • Add seed values and coverage percentage to 100% by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/448
  • Add and Enhance Test Documenation by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/450
  • Speedup CI Test Workflow with Injection (In-Memory Replacements) by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/452
  • Test Python 3.5 to 3.14 for 3 OS by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/454
  • update license by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/459
  • Add dependent and custom distribution support to SciPyWrapper (issue #406) by @Laasya-73 in https://github.com/QMCSoftware/QMCSoftware/pull/427
  • Clarify unit-test coverage workflow and improve DigitalNetB2 coverage by @algo-hawk in https://github.com/QMCSoftware/QMCSoftware/pull/456
  • Enhance documentation by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/461
  • Add Paper folder with first paper submitted to JOSS by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/460
  • Geometric brownian motion by @larissensium in https://github.com/QMCSoftware/QMCSoftware/pull/477
  • Digital nets with arbitrary bases by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/451
  • QMCPy v2.2 by @rvare in https://github.com/QMCSoftware/QMCSoftware/pull/481

New Contributors

  • @Laasya-73 made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/427
  • @algo-hawk made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/456
  • @rvare made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/481

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v2.1...v2.2

- Python
Published by rvare 5 months ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v2.1

What's Changed

  • QMCPy v2.0 release by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/395
  • sponsor logos by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/396
  • patch GBM docs by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/397
  • patch GBM doctests by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/398
  • rerun JOSS notebook by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/399
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/400
  • update acm toms + contributing by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/401
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/402
  • Overcome cancelation errors by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/414
  • Fix parslfest2025.ipynb test failures and verbose output by @Copilot in https://github.com/QMCSoftware/QMCSoftware/pull/421
  • Parsl presentation from Parslfest 2025 by @zitterbewegung in https://github.com/QMCSoftware/QMCSoftware/pull/419
  • Booktests: Unit tests for Jupiter Notebooks by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/424
  • Class install switch for students and instructors using qmcpy in their classes by @fjhickernell in https://github.com/QMCSoftware/QMCSoftware/pull/426
  • Class install fixing package incompatibilities by @fjhickernell in https://github.com/QMCSoftware/QMCSoftware/pull/429
  • Move demos/parslfest2025/* to demos/ParslFest2025/ by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/428
  • Aleksei thesis by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/423
  • Move demos/parslfest2025/* to demos/Parslfest_2025 by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/430
  • Doc patch for CONTRIBUTING.md by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/432
  • Intermittent Doctest Failures in sidsikernels.py by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/431
  • Geometric brownian motion by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/433
  • Geometric brownian motion by @larissensium in https://github.com/QMCSoftware/QMCSoftware/pull/434
  • Fixing Intermittant CI Test Failures by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/435
  • v2.1 release by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/436

New Contributors

  • @Copilot made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/421

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v2.0...v2.1

- Python
Published by alegresor 6 months ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v2.0

What's Changed

  • Hpc stabilize by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/382
  • Update README.md by @zitterbewegung in https://github.com/QMCSoftware/QMCSoftware/pull/385
  • Geometric brownian motion by @larissensium in https://github.com/QMCSoftware/QMCSoftware/pull/392
  • QMCPy Overhaul by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/391
  • v2.0 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/394

New Contributors

  • @larissensium made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/392

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v1.6.1...v2.0

- Python
Published by alegresor 10 months ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v1.6.1 Patch

What's Changed

  • v1.6.1 setup.py patch by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/381

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v1.6...v1.6.1

- Python
Published by alegresor over 1 year ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v1.6

What's Changed

  • Update gaussian.py to allow for singular matricies. by @zitterbewegung in https://github.com/QMCSoftware/QMCSoftware/pull/369
  • QMCToolsCL integration by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/362
  • Modify plot proj by @fjhickernell in https://github.com/QMCSoftware/QMCSoftware/pull/374
  • Update .readthedocs.yaml by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/375
  • Remove mplstyle and add colab compatibility , set output of figures to the current working directory and also add missing scikit-learn dependancies. by @zitterbewegung in https://github.com/QMCSoftware/QMCSoftware/pull/377
  • new default lattice generating vector by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/376
  • v1.6 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/379

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v1.5...v1.6

- Python
Published by alegresor over 1 year ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v1.5

What's Changed

  • Youtube link added by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/322
  • Update community.md by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/321
  • Plot methods by @aaditj1962161 in https://github.com/QMCSoftware/QMCSoftware/pull/323
  • Fast lattice by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/327
  • Matern kernel extension of Gaussian true measure by @thegman108 in https://github.com/QMCSoftware/QMCSoftware/pull/324
  • Fast lattice by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/331
  • Probability of Failure with Gaussian Processes with Credible Intervals by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/332
  • Doc.narges by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/336
  • Cub mcclt vec by @aaditj1962161 in https://github.com/QMCSoftware/QMCSoftware/pull/337
  • Plot methods by @aaditj1962161 in https://github.com/QMCSoftware/QMCSoftware/pull/338
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/339
  • Linear scrambled halton by @aaditj1962161 in https://github.com/QMCSoftware/QMCSoftware/pull/340
  • Owen scrambling by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/343
  • Barrier option by @aaditj1962161 in https://github.com/QMCSoftware/QMCSoftware/pull/348
  • Sphinx by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/353
  • Fix occasional fasttests faiilures by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/354
  • Fix Sphinx issues and warnings by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/355
  • Fix readthedocs failure on Linux by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/356
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/359
  • v1.5 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/360

New Contributors

  • @aaditj1962161 made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/323
  • @thegman108 made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/324

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v1.4...v1.5

- Python
Published by alegresor almost 2 years ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v1.4

What's Changed

  • v1.3.2 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/307
  • Total random generator by @galois777 in https://github.com/QMCSoftware/QMCSoftware/pull/310
  • Community structure by @sou-cheng-choi in https://github.com/QMCSoftware/QMCSoftware/pull/313
  • Purdue2023 talk by @fjhickernell in https://github.com/QMCSoftware/QMCSoftware/pull/315
  • Updated plot method by @Baronlegend27 in https://github.com/QMCSoftware/QMCSoftware/pull/308
  • Master -> Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/316
  • Pydata.chi.2023 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/318
  • Dakota genz by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/319
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/320

New Contributors

  • @galois777 made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/310
  • @Baronlegend27 made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/308

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v1.3.2...v1.4

- Python
Published by alegresor about 3 years ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v1.3.2

What's Changed

  • qmcpy v1.1 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/271
  • qmcpy v1.2 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/272
  • Bump babel from 2.8.0 to 2.9.1 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/276
  • Mp parallel by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/277
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/278
  • Alt vectorize sc by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/279
  • Iris by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/283
  • Bump ipython from 7.10.0 to 7.16.3 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/280
  • Feat/cubabyes sobol indices by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/284
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/285
  • adding google colab link as Markdown by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/288
  • Bump ipython from 7.10.0 to 7.16.3 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/286
  • Python39 dev.txt by @zitterbewegung in https://github.com/QMCSoftware/QMCSoftware/pull/291
  • Bump numpy from 1.21.1 to 1.22.0 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/292
  • Doc req updates by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/293
  • Mc vec by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/299
  • UM-Bridge integration by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/300
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/301
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/302
  • test cubBayes algos for vectorized input output by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/305
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/306

New Contributors

  • @zitterbewegung made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/291

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v1.2...v1.3.2

- Python
Published by alegresor over 3 years ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v1.2

What's Changed

  • Plots & vectorized sc by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/158
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/181
  • remove duplicate plot from discrete distrib by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/182
  • move citations to seperate md file by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/183
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/184
  • Bayes cubature by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/160
  • fix failing doctest by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/185
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/186
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/187
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/188
  • Custom sobol' with multiple randomizations by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/190
  • Feat/windows build by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/191
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/193
  • Bump cryptography from 2.9.2 to 3.2 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/195
  • Fix for #197 by @PieterjanRobbe in https://github.com/QMCSoftware/QMCSoftware/pull/198
  • Feat/cubbayesnet by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/200
  • Bump notebook from 6.0.3 to 6.1.5 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/201
  • Feat/cubbayesnet by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/202
  • Is & transforms 2 by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/205
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/212
  • Bump cryptography from 2.9.2 to 3.2 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/214
  • Bump notebook from 6.0.3 to 6.1.5 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/213
  • update develop from master by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/215
  • Small docs update by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/216
  • ML(Q)MC update by @PieterjanRobbe in https://github.com/QMCSoftware/QMCSoftware/pull/219
  • Added continuation MLMC and MLQMC by @PieterjanRobbe in https://github.com/QMCSoftware/QMCSoftware/pull/221
  • fix cubBayes algorithm failures at higher dimensions by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/224
  • not fixing a seed globally by @jungtaekkim in https://github.com/QMCSoftware/QMCSoftware/pull/223
  • Feat/cubbayesnet by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/225
  • Added continuation ML(Q)MC files by @PieterjanRobbe in https://github.com/QMCSoftware/QMCSoftware/pull/226
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/228
  • Bump cryptography from 3.2 to 3.3.2 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/230
  • Bump bleach from 3.1.5 to 3.3.0 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/229
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/231
  • Feat/cubbayesnet by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/237
  • upload to codecov without token by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/238
  • Control variates by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/240
  • Bump jinja2 from 2.11.2 to 2.11.3 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/241
  • Bump pygments from 2.6.1 to 2.7.4 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/242
  • Bump py from 1.8.2 to 1.10.0 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/246
  • Update issue templates by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/249
  • Bump urllib3 from 1.25.9 to 1.26.5 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/248
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/250
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/251
  • Scipy sobol by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/255
  • Vectorized stopping crit by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/259
  • Bump notebook from 6.1.5 to 6.4.1 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/264
  • Feat/cubbayesnet by @jagadeesr in https://github.com/QMCSoftware/QMCSoftware/pull/262
  • RNG Overhaul by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/265
  • Error criteria by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/266
  • Develop by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/268
  • Sobol indices by @alegresor in https://github.com/QMCSoftware/QMCSoftware/pull/270
  • Bump notebook from 6.1.5 to 6.4.1 in /requirements by @dependabot in https://github.com/QMCSoftware/QMCSoftware/pull/269

New Contributors

  • @jagadeesr made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/160
  • @dependabot made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/195
  • @PieterjanRobbe made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/198
  • @jungtaekkim made their first contribution in https://github.com/QMCSoftware/QMCSoftware/pull/223

Full Changelog: https://github.com/QMCSoftware/QMCSoftware/compare/v0.3.2-alpha...v1.2

- Python
Published by alegresor over 4 years ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v1.0

- Python
Published by alegresor over 5 years ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v0.7

- Python
Published by alegresor over 5 years ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy v0.4

- Python
Published by alegresor almost 6 years ago

QMCPy: A Python Framework for (Quasi-)Monte Carlo Algorithms - QMCPy First Release

- Python
Published by alegresor almost 6 years ago