Copulas.jl - 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)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] 11 months ago

Copulas.jl - 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)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 1 year ago

Copulas.jl - 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)

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Published by github-actions[bot] over 1 year ago

Copulas.jl - 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)

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Published by github-actions[bot] over 1 year ago

Copulas.jl - 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)

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Published by github-actions[bot] over 1 year ago

Copulas.jl - 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)

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Published by github-actions[bot] over 1 year ago

Copulas.jl - 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)

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Published by github-actions[bot] almost 2 years ago

Copulas.jl - v0.1.23

Copulas v0.1.23

Diff since v0.1.22

Merged pull requests: - [bug] Change from Id check to diagonal check (#192) (@lrnv) - special case for univariate subsets (#193) (@lrnv) - [Bug] Force elliptical cdf to behave by clamping them (#197) (@lrnv) - [docs] upgrade docs manifest (#198) (@lrnv) - up version (#200) (@lrnv)

Closed issues: - Σ field from ArchimedeanCopula removed in patch release (#186) - [bug] Change from Id check to diagonal check (#190) - Numerically instable Gaussian cdf's - Copulas + Turing (#196)

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Published by github-actions[bot] about 2 years ago

Copulas.jl - v0.1.22

Copulas v0.1.22

Diff since v0.1.21

Merged pull requests: - CompatHelper: bump compat for TaylorSeries to 0.17, (keep existing compat) (#181) (@github-actions[bot]) - [Paper] Change citations guidelines to take the paper into account. (#182) (@lrnv) - Update README.md (#183) (@lrnv) - Update README.md (#185) (@lrnv) - Add new subsetdims method (#187) (@lrnv) - Up version (#188) (@lrnv) - docs for subsetdims (#189) (@lrnv)

Closed issues: - [Paper] JOSS review checklist (#114) - [Paper] Publish a new version before JOSS paper with all changes from the review. (#129) - [After Paper] Update citations guidelines (#163) - Something wrong with this reference? (#176)

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Published by github-actions[bot] about 2 years ago

Copulas.jl - v0.1.21

Copulas v0.1.21

Diff since v0.1.20

Merged pull requests: - Design automatic tests (#93) (@lrnv) - Bump actions/upload-artifact from 1 to 3 (#95) (@dependabot[bot]) - Add a comprehensive precompile workflow (#97) (@lrnv) - Update margins_uniformity.jl (#99) (@lrnv) - fix typo in docstring (#101) (@szcf-weiya) - fix typo in formula (#102) (@szcf-weiya) - Update README.md (#104) (@lrnv) - Empirical Copula (#106) (@lrnv) - Bump actions/upload-artifact from 3 to 4 (#107) (@dependabot[bot]) - Add logo files. (#109) (@lmiq) - Update README.md (#110) (@lrnv) - CompatHelper: bump compat for TaylorSeries to 0.16, (keep existing compat) (#111) (@github-actions[bot]) - Bump codecov/codecov-action from 3 to 4 (#112) (@dependabot[bot]) - Fix typo -- IndependentCopula (#113) (@pdeffebach) - Adding references (#122) (@lrnv) - Fixes a few typos (#124) (@lrnv) - Add link to colprac (#125) (@lrnv) - Move to JuliaMono Font for the paper (#126) (@lrnv) - [Paper] add comparison tables and benchmark (#127) (@Santymax98) - Rewrite Turing.jl example (#128) (@lrnv) - Added wontfix and comment in docstring (#130) (@lrnv) - Convert docstring references to the right format and add a few more (#131) (@lrnv) - Add a doc page about other usecases. (#132) (@lrnv) - Fix generics for cdf, \tau and \rho (#133) (@lrnv) - Correct table. (#136) (@lrnv) - [Bug] RafteryCopula fixes. (#137) (@lrnv) - [Paper] Fixing a few issues (#153) (@lrnv) - [Docs] Proof-reading (#154) (@lrnv) - Correct fitting for DatagenCopulaBased (#155) (@lrnv) - [Docs] Add examples. (#156) (@lrnv) - [Docs] Reorganize the docs (#158) (@lrnv) - [Docs] proofreading (#159) (@lrnv) - [Docs] Update generalities.md (#160) (@lrnv) - [Docs] Proofreading (#161) (@lrnv) - Adding a loss-alae example (#164) (@lrnv) - [Docs] add precision on survival (#165) (@lrnv) - [CI] Change CI policy (#166) (@lrnv) - [Docs] Add kendall function example (#167) (@lrnv) - [Docs] Proofreading (#168) (@lrnv) - [Docs] Add imf1/ifm2 example (#169) (@lrnv) - Remove parentheses in citation (#172) (@osorensen) - Small typo (#173) (@osorensen) - Small typo (#174) (@osorensen) - Protect uppercase in BibTeX source (#175) (@osorensen) - Remove pun in paper (keep in docs) (#178) (@lrnv) - Update Project.toml (new version) (#179) (@lrnv)

Closed issues: - [Bug] Brake ties at random (#11) - [Bug] Frank Copula when parameter is negative (#50) - [Bug] Kendall's tau for TCopula & non-archimedeans more generally (#80) - [Docs] Convert docstring references to the right format (#88) - Design automatic soundness test for all copulas. (#92) - Add a precompile workflow (#96) - [Bug] RafteryCopula broken tests (#98) - [Bug] Empirical Copula (#105) - [Paper] Add reference to DataGenCopulaBased.jl and BivariateCopulas.jl, both have zenodo DOIs. (#115) - [Paper] Add comparison table with BivariateCopulas.jl and DatagenCopulaBased.jl (#116) - [Docs] Detail a bit more the Turing example (add plot). (#118) - [Contrib guideline] Add a sentence mentioning the colprac guide. (#119) - [Paper] Typos to fix + Eventually automatic proof reading ? (#120) - [Paper] Unicode rendering in code blocks is broken. (#121) - [Paper] benchmark session (#135) - [Paper] Bug in example 1 (#139) - [Paper] Failing Generator example. (#140) - [Paper] Few typos and remarks (#141) - [Docs] More code examples are needed all over the docs (#142) - [Docs] Few typos to fix (#143) - [Docs] One typo in getting started. (#144) - [Docs] Clarify the fitting example (#145) - “SUite” -> “Suite” (#146) - [Docs] Typo (#147) - [Docs] Typo (#148) - [Docs] Typo (#149) - [Docs] Reorganize the docs (#157) - Can you recognize this one? (#177)

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Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.20

Copulas v0.1.20

Diff since v0.1.19

Improved documentations, improved test suite, more copulas... see log

Merged pull requests: - Automatic aliasing of archimedeans (#82) (@lrnv) - Update README.md (#85) (@lrnv) - Large documentation uplift (#87) (@lrnv) - Raftery copula (#91) (@Santymax98) - Update Version (#94) (@lrnv)

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Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.19

Copulas v0.1.19

Diff since v0.1.18

• Lot of bug fixes on Archimedeans
• Moved to separate generator classes to allow easier future implementation of Liouville copulas and nested Liouville.
• Largely improved documentation (still a way to go though).

Merged pull requests: - Archimedeans (#73) (@Santymax98) - Update paper.md (#74) (@Santymax98) - Update paper.md (#77) (@lrnv) - Move generators out of archimedeans copulas (#79) (@lrnv) - Large documentation upgrade (#81) (@lrnv)

Closed issues: - Move archimedean generators to their own structs. (#63) - Fix broken kendall tau on GumbelBarnettCopula and InvGaussianCopula (#72)

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Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.18

Copulas v0.1.18

Diff since v0.1.17

A few bugfixes and a few more tests

Merged pull requests: - Frank fix + coherence tests on Archimedeans + marginals tests on all copulas (#65) (@lrnv) - Fix InvGaussianCopula when theta==0 (#67) (@lrnv) - Move to StableRNGs for testing (#69) (@lrnv) - JOSS Paper submission (#70) (@lrnv)

Closed issues: - problem with Copula Frank samples (#64) - Inverse Gaussian Copula (#66) - Gumbel with parameter > 10 (#68)

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Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.17

Copulas v0.1.17

Diff since v0.1.16

New copulas ! Large docs revamp ! More tests !

Merged pull requests: - Farlie - Gumbel - Morgenstern family Copula (FGM) (#57) (@Santymax98) - Add more examples to the docs (#58) (@lrnv) - BugFix on WilliamsonFromFrailty (#59) (@lrnv) - Accelerate and fix docs (#60) (@lrnv) - change codecov behavior (#61) (@lrnv) - Up Version (#62) (@lrnv)

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Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.16

Copulas v0.1.16

Diff since v0.1.15

Faster Matrix samplers Better docs

Merged pull requests: - bugfix (#56) (@lrnv)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.15

Copulas v0.1.15

Diff since v0.1.14

• Two new archimedean copulas ! Thanks @Santymax98 !
• Fixed a lot of bugs
• Added tests

Merged pull requests: - Archimedean news (#53) (@Santymax98) - Add a coherence test and a bugfix (#55) (@lrnv)

Closed issues: - Add generic coherence check for archimedeans (#54)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.14

Copulas v0.1.14

Diff since v0.1.13

• Largely improved documentation
• Finally moved to williamson sampling to allow generic archimedeans in a unified API.
• Add tests

Merged pull requests: - Plackett copula documentation (#43) (@Santymax98) - enable dependabot for GitHub actions (#47) (@lrnv) - Bump actions/checkout from 2 to 4 (#48) (@dependabot[bot]) - Bump codecov/codecov-action from 2 to 3 (#49) (@dependabot[bot]) - Wiliamson transform sampling v2 (#51) (@lrnv)

Closed issues: - Add sampling possibility for negatively dependent claytons (#39) - Lack of documentation on PlackettCopula (#42)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.13

Copulas v0.1.13

Diff since v0.1.12

Added PlackettCopula and removed useless Base.rand methods.

Merged pull requests: - Bivariate Plackett Copula Addition (#40) (@Santymax98) - Removing Base.rand (#41) (@lrnv)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.12

Copulas v0.1.12

Diff since v0.1.11

Removed annoying dependencies and add a small test

Merged pull requests: - Remove precompilation and AlphaStableDistributions.jl dependency (#37) (@lrnv)

Closed issues: - MvNormalCDF 0.3 compatible (#32) - Difficulty generating independent copula samples and also evaluating density and cumulative functions for Fréchet–Hoeffding copula bounds (#35)

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Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.11

Copulas v0.1.11

Diff since v0.1.10

Fixed issues on MiscelaneousCopulas related to issue #35

Merged pull requests: - CompatHelper: bump compat for TaylorSeries to 0.15, (keep existing compat) (#29) (@github-actions[bot]) - CompatHelper: add new compat entry for PrecompileTools at version 1, (keep existing compat) (#33) (@github-actions[bot]) - CompatHelper: bump compat for MvNormalCDF to 0.3, (keep existing compat) (#34) (@github-actions[bot]) - Adding special routes for the independent copulas sampling cdf and pdf, fix a few typos, add a test (#36) (@lrnv)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Copulas.jl - v0.1.10

Copulas v0.1.10

Diff since v0.1.9

Closed issues: - Bug in simulation algorithm (#31)

Merged pull requests: - Fix the AlphaStable issue. (#30) (@lrnv)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 3 years ago

Copulas.jl - v0.1.9

Copulas v0.1.9

Diff since v0.1.8

Closed issues: - example on front page gives error (#26)

Merged pull requests: - CompatHelper: bump compat for StatsBase to 0.34, (keep existing compat) (#28) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 3 years ago

Copulas.jl - v0.1.8

Copulas v0.1.8

Diff since v0.1.7

Merged pull requests: - CompatHelper: bump compat for TaylorSeries to 0.13, (keep existing compat) (#24) (@github-actions[bot]) - CompatHelper: bump compat for TaylorSeries to 0.14, (keep existing compat) (#25) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 3 years ago

Copulas.jl - v0.1.7

Copulas v0.1.7

Diff since v0.1.6

• Changed testing framework
• Greatly improved testing coverage
• Changed citation to a more up to date one
• Corrected clayton's and gumbel's τ and inverse τ to deal correclty with boundary conditions.
• Added the measure(C,u,v) function to measure an hyperrectangle with a copula in any dimension.
• Corrected bug where Elliptical copulas could have non-psd correlation matrices.
• Corrected a typo in SurvivalCopula's rand function.
• Added kendall tau to the frechet-hoeffding bounds.

Closed issues: - H-volume (#12) - Error on non-correlation matrices (#21)

Merged pull requests: - Add a few tests (#18) (@lrnv) - New test framework (#19) (@lrnv) - Adding a check for pos def in constructors. Very very usefull. (#22) (@lrnv)

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Published by github-actions[bot] over 3 years ago

Copulas.jl - v0.1.6

Copulas v0.1.6

Diff since v0.1.5

Fix the gaussian cdf

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 4 years ago

Copulas.jl - v0.1.5

Copulas v0.1.5

Diff since v0.1.4

Added generic CDF and particular cdf for the gaussian case

Closed issues: - Some Questions (#10) - Elliptical CDF (#15) - add Elliptical CDF using MvNormalCDF.jl or something similar (#16)

Merged pull requests: - Adding CDF capacities (#17) (@lrnv)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 4 years ago

Copulas.jl - v0.1.4

Copulas v0.1.4

Diff since v0.1.3

Added pdf for archimedean copulas, so every archimedean can go into turing.

Closed issues: - pdf/logpdf for Archimedean copula (#7)

Merged pull requests: - add functionality for pdf/logpdf of Archimedean copulas (#8) (@mlkrock) - Update README.md (#9) (@herbps10)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 4 years ago

Copulas.jl - v0.1.3

Copulas v0.1.3

Diff since v0.1.2

Still experimental

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 4 years ago

Copulas.jl - v0.1.2

Copulas v0.1.2

Diff since v0.1.1

Still experimental

Merged pull requests: - CompatHelper: add new compat entry for Roots at version 1, (keep existing compat) (#4) (@github-actions[bot]) - CompatHelper: bump compat for Roots to 2, (keep existing compat) (#5) (@github-actions[bot]) - fix Archimedean cdf and some typos (#6) (@mlkrock)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 4 years ago

Copulas.jl - v0.1.1

Copulas v0.1.1

Diff since v0.1.0

A few more Archimedean copulas, some documentations, still no tests!

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 4 years ago

Copulas.jl - v0.1.0

Copulas v0.1.0

Still Experimental !

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 4 years ago