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Releases: DanielBok/copulae

Bump version to 0.7.9 + Python 3.12 builds

12 Mar 08:16
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  • Fixed KMeans (Scikit-learn) algorithm paramter

Add 3.11 builds

14 Jun 05:27
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0.7.8

bump version

Add 3.10 and other minor bug fixes

02 Jan 13:48
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Fixed Frank copula init check and added 3.10 build

Upgrade numpy build version to >= 1.20

03 Oct 01:01
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0.7.6

Upgrade minimum numpy version

Bug fix when DataFrame is put in as fit input

09 May 04:24
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0.7.5

Bump version to 0.7.5

Major bug fix

04 May 14:36
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Fixes a critical issue when data passed into fit method is not a numpy array (i.e. DataFrame)

Fit method changes

29 Apr 04:52
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Enable users to pass in uniform marginals straightaway

Fix Empirical Copula

26 Apr 00:51
06da6f4
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  1. Fixed teething issues in the Empirical Copula
  2. Minor changes to the psuedo_obs function

0.7.1

20 Dec 07:10
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  1. Refactored estimation codebase
  2. Fixed bug when fitting Archimedean copulas without adding initial paramter (Issue #29)
  3. Add python 3.9

Copulae 0.7.0

08 Aug 02:45
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  1. Added MarginalCopula. This enables users to specify different marginal distributions given a single dependency structure
  2. Fixed bug in EmpiricalCopula caused by eager conversion of data to pseudo-observations
  3. Update EllipticalCopula getitem and setitem logic and removed delitem to better handle parameter updates
  4. Convert BaseCopula to a Protocol typing
  5. Introduced 3.8 typings and made it backwards compatible by requiring older versions of python to install typing extensions