Metadata-Version: 2.1
Name: pyvinecopulib
Version: 0.7.1
Summary: A python interface to vinecopulib
Keywords: copula,vines copulas,pair-copulas constructions
Author-Email: Thibault Vatter <info@vinecopulib.com>, Thomas Nagler <info@vinecopulib.com>
License: The MIT License (MIT)
        
        Copyright © 2019-2023 Thomas Nagler and Thibault Vatter
        
        Permission is hereby granted, free of charge, to any person obtaining a copy of
        this software and associated documentation files (the “Software”), to deal in
        the Software without restriction, including without limitation the rights to
        use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
        the Software, and to permit persons to whom the Software is furnished to do so,
        subject to the following conditions:
        
        The above copyright notice and this permission notice shall be included in all
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        THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
        IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
        FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
        COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
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Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Healthcare Industry
Classifier: Intended Audience :: Information Technology
Classifier: Intended Audience :: Other Audience
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Telecommunications Industry
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Programming Language :: C++
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: License :: OSI Approved :: MIT License
Project-URL: Homepage, https://github.com/vinecopulib/pyvinecopulib/
Project-URL: Documentation, https://vinecopulib.github.io/pyvinecopulib
Project-URL: Repository, https://github.com/vinecopulib/pyvinecopulib.git
Project-URL: Issues, https://github.com/vinecopulib/pyvinecopulib/issues
Requires-Python: >=3.8
Requires-Dist: numpy>=1.14
Requires-Dist: matplotlib>=3.0
Requires-Dist: networkx>=3.0
Requires-Dist: pydot>=3.0
Requires-Dist: mypy; extra == "dev"
Requires-Dist: ruff; extra == "dev"
Requires-Dist: pytest; extra == "dev"
Provides-Extra: dev
Description-Content-Type: text/markdown

# pyvinecopulib

[![Documentation](https://img.shields.io/website/http/vinecopulib.github.io/pyvinecopulib.svg)](https://vinecopulib.github.io/pyvinecopulib/)
[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
[![Build Status](https://github.com/vinecopulib/pyvinecopulib/actions/workflows/pypi.yml/badge.svg)](https://github.com/vinecopulib/pyvinecopulib/actions/workflows/pypi.yml)
[![DOI](https://zenodo.org/badge/196999069.svg)](https://zenodo.org/badge/latestdoi/196999069)

## Introduction

### What are vine copulas?

Vine copulas are a flexible class of dependence models consisting of bivariate
building blocks (see e.g.,
[Aas et al., 2009](https://mediatum.ub.tum.de/doc/1083600/1083600.pdf)).
You can find a comprehensive list of publications and other materials on
[vine-copula.org](http://vine-copula.org).

### What is pyvinecopulib?

[pyvinecopulib](https://vinecopulib.github.io/pyvinecopulib/) is the python interface to vinecopulib, a header-only C++ library for vine copula models based on
[Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page). It provides
high-performance implementations of the core features of the popular
[VineCopula R library](https://github.com/tnagler/VineCopula), in particular
inference algorithms for both vine copula and bivariate copula models.
Advantages over VineCopula are  

* a stand-alone C++ library with interfaces to both R and Python,
* a sleaker and more modern API,
* shorter runtimes and lower memory consumption, especially in high dimensions,
* nonparametric and multi-parameter families.

### License

pyvinecopulib is provided under an MIT license that can be found in the LICENSE
file. By using, distributing, or contributing to this project, you agree to the
terms and conditions of this license.

### Contact

If you have any questions regarding the library, feel free to
[open an issue](https://github.com/pyvinecopulib/pyvinecopulib/issues/new) or
send a mail to <info@vinecopulib.org>.

## Installation

### With pip

The latest release can be installed using `pip`:

```bash
pip install pyvinecopulib
```

### With conda

Similarly, it can be installed with `conda`:

```bash
conda install conda-forge::pyvinecopulib
```

Or with `mamba`:

```bash
mamba install conda-forge::pyvinecopulib
```

### From source

The main build time prerequisites are:

* scikit-build-core (>=0.4.3),
* nanobind (>=2.5.0),
* a compiler with C++17 support.

To install from source, `Eigen` and `Boost` also need to be available, and CMake will try to find suitable versions automatically.
A reproducible environment, also including requirements for the `pyvinecopulib`'s development and documentation, can be created using:

```bash
mamba create -n pyvinecopulib eigen boost nanobind scikit-build-core numpy pydot networkx matplotlib mypy ruff pytest sphinx-rtd-theme sphinx-autodoc-typehints nbsphinx myst-parser python=3.11
mamba activate pyvinecopulib
```

You can also specify the location if `Eigen` and `Boost` manually using the environment variables `EIGEN3_INCLUDE_DIR` and `Boost_INCLUDE_DIR` respectively.
On Linux, you can install the required packages and set the environment variables as follows:

```bash
sudo apt-get install libeigen3-dev libboost-all-dev
export Boost_INCLUDE_DIR=/usr/include
export EIGEN3_INCLUDE_DIR=/usr/include/eigen3
```

Then, just clone this repository and do `pip install`.
Note the `--recursive` option which is needed for the `vinecopulib` and `wdm` submodules:

```bash
git clone --recursive https://github.com/vinecopulib/pyvinecopulib.git
pip install ./pyvinecopulib
```


### Building the documentation

Documentation for the example project is generated using Sphinx and the "Read the Docs" theme.
The following command generates HTML-based reference documentation; for other
formats please refer to the Sphinx manual:

* `pip install sphinx-rtd-theme sphinx-autodoc-typehints nbsphinx recommonmark`
* `cd pyvinecopulib/docs`
* `python serve_sphinx.py`
