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)

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)

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)

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)

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)

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)

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)

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)

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)

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)