pyvinecopulib v0.6.8

• Vectorize the stats functions properly (#151)

• New Vinecop.str() (#153)

• Add variables names option for vinecop plots (#152)

pyvinecopulib 0.6.7

• Improved documentation (#144, #146)
• Plot functions for bivariate and vine copulas (#143)
• Discrete examples (#140)
• Fit method for vines
• Discrete Rosenblatt transform
• Tawn copulas
• Improvements to MST-based edge selection
• Better stability in BB7 pdf
• Analytical derivatives in discrete pdf/hfuncs

pyvinecopulib 0.6.6

v0.6.6

Release v0.6.6

pyvinecopulib 0.6.5

v0.6.5

Release v0.6.5

pyvinecopulib 0.6.4

• Modernize the package build (e.g., switch to pyproject.toml)
• Add latest versions of Python (3.11 and 3.12)

pyvinecopulib 0.6.3

Release following the updates of vinecopulib to 0.6.2, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

BUG FIXES

• replace bitwise ops on boolean operands (#563)

• handle NaNs in to_pseudo_obs() (#566)

• Replace calls to sprintf in boost libraries (#565)

pyvinecopulib 0.6.2

Release following the updates of vinecopulib to 0.6.2, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

• improved documentation (discrete and missing dat, Rosenblatt transforms)

• better parallelization when there is a small number of edges (#555)

pyvinecopulib v0.6.0

Release following the update of vinecopulib to 0.6.0, see
https://github.com/vinecopulib/vinecopulib/releases.

pyvinecopulib 0.5.5

Release following the update of vinecopulib to 0.5.5, see
https://github.com/vinecopulib/vinecopulib/releases. The most
relevant changes are summarized below.

BUG FIXES

• fix little bug in copula selection based on mBIC

• stabilize BB7 copula pdf

• fix threshold selection for (near-)independent data

• fix vine copula selection for 1-dimensional models with discrete variables

• fix user-visible variable types

pyvinecopulib 0.5.4

Version 0.5.4 following the release of vinecopulib 0.5.4.