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@github-actions github-actions released this 14 Nov 08:03
· 1 commit to main since this release
ff7585c

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)