{ "info": { "author": "Thomas Nagler and Thibault Vatter", "author_email": "info@vinecopulib.org", "bugtrack_url": null, "classifiers": [ "Development Status :: 3 - Alpha", "Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Healthcare Industry", "Intended Audience :: Information Technology", "Intended Audience :: Other Audience", "Intended Audience :: Science/Research", "Intended Audience :: Telecommunications Industry", "License :: OSI Approved :: MIT License", "Programming Language :: C++", "Programming Language :: Python :: 2.7", "Programming Language :: Python :: 3.6", "Topic :: Scientific/Engineering", "Topic :: Scientific/Engineering :: Mathematics" ], "description": "# pyvinecopulib\n\n[![Build Status](https://travis-ci.org/vinecopulib/pyvinecopulib.svg?branch=master)](https://travis-ci.org/vinecopulib/pyvinecopulib)\n[![Build status](https://ci.appveyor.com/api/projects/status/2fn1v67sxdrmp2po/branch/master?svg=true)](https://ci.appveyor.com/project/vinecopulib/pyvinecopulib-x6s0i/branch/master)\n[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)\n\n### What are vine copulas?\n\nVine copulas are a flexible class of dependence models consisting of bivariate\nbuilding blocks (see e.g.,\n[Aas et al., 2009](https://mediatum.ub.tum.de/doc/1083600/1083600.pdf)).\nYou can find a comprehensive list of publications and other materials on\n[vine-copula.org](http://www.statistics.ma.tum.de/en/research/vine-copula-models/).\n\n### What is pyvinecopulib?\n\npyvinecopulib is the python interface to vinecopulib, a header-only C++ library for vine copula models based on\n[Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page). It provides\nhigh-performance implementations of the core features of the popular\n[VineCopula R library](https://github.com/tnagler/VineCopula), in particular\ninference algorithms for both vine copula and bivariate copula models.\nAdvantages over VineCopula are \n* a stand-alone C++ library with interfaces to both R and Python,\n* a sleaker and more modern API,\n* shorter runtimes and lower memory consumption, especially in high dimensions,\n* nonparametric and multi-parameter families.\n\n### Prerequisites\n\n* NumPy\n* CMake >= 3.2\n* Eigen3\n* Boost >= 1.56 (1.58 on windows)\n* A compiler with C++11 support (Linux, OS X) or Visual Studio 2015 (required for all Python versions, see notes below)\n\n### Installation\n\nJust clone this repository and pip install.\nNote the `--recursive` option which is needed for the pybind11, vinecopulib and wdm submodules:\n\n```bash\ngit clone --recursive https://github.com/vinecopulib/pyvinecopulib.git\npip install ./pyvinecopulib\n```\n\n### Examples \n\nJupyter notebooks with examples can be found in the examples folder.\n\n### Building the documentation\n\nDocumentation for the example project is generated using Sphinx.\nThe following command generates HTML-based reference documentation; for other\nformats please refer to the Sphinx manual:\n\n - `cd pyvinecopulib/docs`\n - `make html`\n\n### License\n\npyvinecopulib is provided under an MIT license that can be found in the LICENSE\nfile. By using, distributing, or contributing to this project, you agree to the\nterms and conditions of this license.\n\n### Special notes for Windows\n\n**Compiler requirements**\n\nPyvinecopulib requires a C++11 compliant compiler, i.e Visual Studio 2015 on Windows.\nThis applies to all Python versions, including 2.7. Unlike regular C extension\nmodules, it's perfectly fine to compile a pyvinecopulib module with a VS version newer\nthan the target Python's VS version.\n\n**Runtime requirements**\n\nThe Visual C++ 2015 redistributable packages are a runtime requirement for this\nproject. If you use the Anaconda Python\ndistribution, you can add `vs2015_runtime` as a platform-dependent runtime\nrequirement for you package: see the `conda.recipe/meta.yaml` file in this example.\n\n\n### Contact\n\nIf you have any questions regarding the library, feel free to\n[open an issue](https://github.com/pyvinecopulib/pyvinecopulib/issues/new) or\nsend a mail to .", "description_content_type": "text/markdown", "docs_url": null, "download_url": "", "downloads": { "last_day": -1, "last_month": -1, "last_week": -1 }, "home_page": "https://github.com/pyvinecopulib/", "keywords": "copula,vines copulas,pair-copulas constructions", "license": "", "maintainer": "", "maintainer_email": "", "name": "pyvinecopulib", "package_url": "https://pypi.org/project/pyvinecopulib/", "platform": "", "project_url": "https://pypi.org/project/pyvinecopulib/", "project_urls": { "Homepage": "https://github.com/pyvinecopulib/" }, "release_url": "https://pypi.org/project/pyvinecopulib/0.0.1/", "requires_dist": null, "requires_python": "", "summary": "A python interface to vinecopulib", "version": "0.0.1" }, "last_serial": 5881753, "releases": { "0.0.1": [ { "comment_text": "", "digests": { "md5": "194c618565274f85f145d8976c2892de", "sha256": "01cbc61d0d356294f01f2e66f1967038ac05ac92f15f5ef47ea89b8e959c6b13" }, "downloads": -1, "filename": "pyvinecopulib-0.0.1.tar.gz", "has_sig": false, "md5_digest": "194c618565274f85f145d8976c2892de", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 12485894, "upload_time": "2019-09-24T20:40:13", "url": "https://files.pythonhosted.org/packages/60/fe/3813b054e8be3d371106824b6b0fddb8fd62ed7d8e93c97712c1384e8922/pyvinecopulib-0.0.1.tar.gz" } ] }, "urls": [ { "comment_text": "", "digests": { "md5": "194c618565274f85f145d8976c2892de", "sha256": "01cbc61d0d356294f01f2e66f1967038ac05ac92f15f5ef47ea89b8e959c6b13" }, "downloads": -1, "filename": "pyvinecopulib-0.0.1.tar.gz", "has_sig": false, "md5_digest": "194c618565274f85f145d8976c2892de", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 12485894, "upload_time": "2019-09-24T20:40:13", "url": "https://files.pythonhosted.org/packages/60/fe/3813b054e8be3d371106824b6b0fddb8fd62ed7d8e93c97712c1384e8922/pyvinecopulib-0.0.1.tar.gz" } ] }