Version 0.7.1 (#172)

* Add pickling feature (#168) * Add pickling feature * Small typo * modify tests * Make pickling safer with new FitControlsConfig * bump version number * upgrade nanobind (#171) * upgrade nanobind * unit test * upgrade changelog * correct unit tests * Upgrade to vinecopulib 0.7.1 (#173) * Remove codacy (#174) * Update changelog
vinecopulib · Feb 9, 2025 · d3b3151 · d3b3151
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,5 +1,34 @@
 # Changelog
 
+## 0.7.1
+
+## Bug fixes in `pyvinecopulib`
+
+* Upgrade nanobind to allow for single row matrices (fix #169 and #170)
+
+## New features in `pyvinecopulib`
+
+* Add pickle support for all classes (#168)
+* Add `allow_rotation` option to `FitControlsBicop` and `FitControlsVinecop` (#168)
+
+## Changes in `vinecopulib` version 0.7.1
+
+These changes originate from the latest release of [`vinecopulib`](https://github.com/vinecopulib/vinecopulib/releases/tag/v0.7.1), the C++ library which powers `pyvinecopulib`.
+
+### NEW FEATURES
+
+* add `allow_rotation` option to `FitControlsBicop` and `FitControlsVinecop`
+  to allow for the rotation of the pair copulas ([#628](https://github.com/vinecopulib/vinecopulib/pull/628)).
+* add a `FitControlsConfig` struct to create flexible and yet safe constructors
+  for `FitControlsBicop` and `FitControlsVinecop` ([#629](https://github.com/vinecopulib/vinecopulib/pull/629)).
+
+### BUG FIXES
+
+* restrict parameter range for fitting Tawn copulas; fix handling of their
+  shape/argument order ([#620](https://github.com/vinecopulib/vinecopulib/pull/620)).
+* compute and save loglik/nobs in `Vinecop::fit()` ([#623](https://github.com/vinecopulib/vinecopulib/pull/623))
+* disable unwanted compiler output related to BOOST_CONCEPT checks ([#624](https://github.com/vinecopulib/vinecopulib/pull/624))
+
 ## 0.7.0
 
 This version introduces a switch to nanobind as a backend (#160): i.e., the C++ bindings, now use [nanobind](https://nanobind.readthedocs.io/) instead of [pybind11](https://pybind11.readthedocs.io/).

diff --git a/README.md b/README.md
@@ -3,7 +3,6 @@
 [![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)
-[![Codacy Badge](https://api.codacy.com/project/badge/Grade/3c0056d3ca5244a5ba6a2b32f87be4cf)](https://www.codacy.com/gh/vinecopulib/pyvinecopulib?utm_source=github.com&amp;utm_medium=referral&amp;utm_content=vinecopulib/pyvinecopulib&amp;utm_campaign=Badge_Grade)
 [![DOI](https://zenodo.org/badge/196999069.svg)](https://zenodo.org/badge/latestdoi/196999069)
 
 ## Introduction
@@ -71,7 +70,7 @@ mamba install conda-forge::pyvinecopulib
 The main build time prerequisites are:
 
 * scikit-build-core (>=0.4.3),
-* nanobind (>=1.3.2),
+* 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.

diff --git a/docs/index.rst b/docs/index.rst
@@ -15,10 +15,6 @@ pyvinecopulib
    :target: https://github.com/vinecopulib/pyvinecopulib/actions/workflows/pypi.yml
    :alt: Build Status
 
-.. image:: https://api.codacy.com/project/badge/Grade/3c0056d3ca5244a5ba6a2b32f87be4cf
-   :target: https://www.codacy.com/gh/vinecopulib/pyvinecopulib?utm_source=github.com&utm_medium=referral&utm_content=vinecopulib/pyvinecopulib&utm_campaign=Badge_Grade
-   :alt: Codacy Badge
-
 .. image:: https://zenodo.org/badge/196999069.svg
    :target: https://zenodo.org/badge/latestdoi/196999069
    :alt: DOI

diff --git a/lib/vinecopulib b/lib/vinecopulib
diff --git a/pyproject.toml b/pyproject.toml
@@ -1,10 +1,10 @@
 [build-system]
-requires = ["scikit-build-core >=0.4.3", "nanobind >=1.3.2"]
+requires = ["scikit-build-core >=0.4.3", "nanobind >=2.5.0"]
 build-backend = "scikit_build_core.build"
 
 [project]
 name = "pyvinecopulib"
-version = "0.7.0"
+version = "0.7.1"
 authors = [
   { name="Thibault Vatter", email="info@vinecopulib.com" },
   { name="Thomas Nagler", email="info@vinecopulib.com" },

diff --git a/scripts/process_changelog.py b/scripts/process_changelog.py
@@ -36,30 +36,22 @@ def replace_commit(match):
 
 # Example changelog
 changelog_text = """
-#### New features
-
-* Use analytical derivatives in discrete pdf/hfuncs (#572)
-* Allow for alternative for `"prim"` vs `"kruskal"` in MST-based model selection (#577)
-* Improve the dependencies install script to use it in other projects (#576)
-* Add tawn copula (#579)
-* Improve doc (#580, #585, #607)
-* Allow for the discrete Rosenblatt transform (#581)
-* Add `Vinecop::fit()` (#584)
-* Improve `Bicop::str()` (#588) and `Vinecop::str()` (#589)
-* Properly handle discrete variables for the TLL family (#597)
-* Weighted pseudo-observations (#602)
-* Cross-platform random numbers and add seeds options to `to_pseudo_obs` (#603)
-* Improve performance by
-    * aligning with the `R` defaults (e.g., `BOOST_NO_AUTO_PTR`, `BOOST_ALLOW_DEPRECATED_HEADERS`, `BOOST_MATH_PROMOTE_DOUBLE_POLICY=false`, `std::string nonparametric_method = "constant"` for the TLL instead of `"quadratic"`, `-O3 -march=native` compiler flags) and add benchmarking example (#592, #611, #613),
-    * using `Eigen` element-wise operations instead of `boost` whenever possible (#598, #612),
-    * using binary search in the TLL for `get_indices` (#613).
-
-#### Bug fixes
-
-* Improve stability in BB7 PDF (#573)
-* Revamped CI/CD pipeline, tests discoverable by CTest, boost version on windows (66cf8b0)
-* Fix ASAN issues (#583)
-* Fix interface includes and other CMake issue (#586, #599, #601, #608), by @jschueller
+### NEW FEATURES
+
+* add `allow_rotation` option to `FitControlsBicop` and `FitControlsVinecop`
+  to allow for the rotation of the pair copulas (#628).
+
+* add a `FitControlsConfig` struct to create flexible and yet safe constructors
+  for `FitControlsBicop` and `FitControlsVinecop` (#629).
+
+### BUG FIXES
+
+* restrict parameter range for fitting Tawn copulas; fix handling of their 
+  shape/argument order (#620).
+
+* compute and save loglik/nobs in `Vinecop::fit()` (#623)
+
+* disable unwanted compiler output related to BOOST_CONCEPT checks (#624)
 """
 
 # Repository URL

diff --git a/src/include/bicop/class.hpp b/src/include/bicop/class.hpp
@@ -3,6 +3,7 @@
 #include "docstr.hpp"
 #include <nanobind/eigen/dense.h>
 #include <nanobind/nanobind.h>
+#include <nanobind/stl/tuple.h>
 #include <vinecopulib.hpp>
 
 namespace nb = nanobind;
@@ -208,5 +209,23 @@ Alternatives to instantiate bivariate copulas are:
       nb::cast<std::string>(
         nb::module_::import_("pyvinecopulib._python_helpers.bicop")
           .attr("BICOP_PLOT_DOC"))
-        .c_str());
+        .c_str())
+    .def("__getstate__",
+         [](const Bicop& cop) {
+           return std::make_tuple(cop.get_family(),
+                                  cop.get_rotation(),
+                                  cop.get_parameters(),
+                                  cop.get_var_types());
+         })
+    .def("__setstate__",
+         [](Bicop& cop,
+            std::tuple<BicopFamily,
+                       int,
+                       const Eigen::MatrixXd&,
+                       std::vector<std::string>> state) {
+           new (&cop) Bicop(std::get<0>(state),
+                            std::get<1>(state),
+                            std::get<2>(state),
+                            std::get<3>(state));
+         });
 }
diff --git a/src/include/bicop/family.hpp b/src/include/bicop/family.hpp
@@ -46,8 +46,6 @@ init_bicop_family(nb::module_& module)
      ``bb1``, ``bb7``,  ``tawn``),
    - ``ut`` contains the families that are upper-tail dependent (``gumbel``,
      ``joe``, ``bb1``, ``bb6``, ``bb7``, ``bb8``, ``tawn``),
-   - ``flip_by_rotation`` contains families that can be flipped by rotation 
-     (``clayton``, ``gumbel``, ``frank`` , ``joe``, ``bb1``, ``bb6``, ``bb7``, ``bb8``, ``tawn``),
    - ``rotationless`` contains families that don't have a rotation 
      because they already cover positive and negative dependence (``indep``, ``gaussian``, ``student``, ``frank``, ``tll``).
    )pbdoc")
@@ -80,5 +78,4 @@ init_bicop_family(nb::module_& module)
   module.attr("lt") = bicop_families::lt;
   module.attr("ut") = bicop_families::ut;
   module.attr("itau") = bicop_families::itau;
-  module.attr("flip_by_rotation") = bicop_families::flip_by_rotation;
 }
diff --git a/src/include/bicop/fit_controls.hpp b/src/include/bicop/fit_controls.hpp
@@ -4,6 +4,7 @@
 #include <nanobind/eigen/dense.h>
 #include <nanobind/nanobind.h>
 #include <nanobind/stl/string.h>
+#include <nanobind/stl/tuple.h>
 #include <nanobind/stl/vector.h>
 #include <vinecopulib.hpp>
 
@@ -28,6 +29,7 @@ init_bicop_fit_controls(nb::module_& module)
                   const Eigen::VectorXd&,
                   double,
                   bool,
+                  bool,
                   size_t>(),
          fitcontrolsbicop_doc.ctor.doc_9args,
          "family_set"_a = bicop_families::all,
@@ -38,6 +40,7 @@ init_bicop_fit_controls(nb::module_& module)
          "weights"_a = Eigen::VectorXd(),
          "psi0"_a = 0.9,
          "preselect_families"_a = true,
+         "allow_rotations"_a = true,
          "num_threads"_a = 1)
     /*      .def(nb::init<std::string>(), */
     //      "creates default controls except for the parameteric method.",
@@ -78,6 +81,10 @@ init_bicop_fit_controls(nb::module_& module)
                  &FitControlsBicop::set_preselect_families,
                  "Whether to exclude families based on symmetry properties "
                  "of the data.")
+    .def_prop_rw("allow_rotations",
+                 &FitControlsBicop::get_allow_rotations,
+                 &FitControlsBicop::set_allow_rotations,
+                 "Whether to allow rotations for the families.")
     .def_prop_rw("num_threads",
                  &FitControlsBicop::get_num_threads,
                  &FitControlsBicop::set_num_threads,
@@ -86,5 +93,44 @@ init_bicop_fit_controls(nb::module_& module)
          [](const FitControlsBicop& controls) {
            return "<pyvinecopulib.FitControlsBicop>\n" + controls.str();
          })
-    .def("str", &FitControlsBicop::str, fitcontrolsbicop_doc.str.doc);
+    .def("str", &FitControlsBicop::str, fitcontrolsbicop_doc.str.doc)
+    .def("__getstate__",
+         [](const FitControlsBicop& controls) {
+           return std::make_tuple(controls.get_family_set(),
+                                  controls.get_parametric_method(),
+                                  controls.get_nonparametric_method(),
+                                  controls.get_nonparametric_mult(),
+                                  controls.get_selection_criterion(),
+                                  controls.get_weights(),
+                                  controls.get_psi0(),
+                                  controls.get_preselect_families(),
+                                  controls.get_allow_rotations(),
+                                  controls.get_num_threads());
+         })
+    .def("__setstate__",
+         [](FitControlsBicop& controls,
+            std::tuple<std::vector<BicopFamily>,
+                       std::string,
+                       std::string,
+                       double,
+                       std::string,
+                       const Eigen::VectorXd&,
+                       double,
+                       bool,
+                       bool,
+                       size_t> state) {
+           FitControlsConfig config;
+           config.family_set = std::get<0>(state);
+           config.parametric_method = std::get<1>(state);
+           config.nonparametric_method = std::get<2>(state);
+           config.nonparametric_mult = std::get<3>(state);
+           config.selection_criterion = std::get<4>(state);
+           config.weights = std::get<5>(state);
+           config.psi0 = std::get<6>(state);
+           config.preselect_families = std::get<7>(state);
+           config.allow_rotations = std::get<8>(state);
+           config.num_threads = std::get<9>(state);
+
+           new (&controls) FitControlsBicop(config);
+         });
 }
diff --git a/src/include/vinecop/class.hpp b/src/include/vinecop/class.hpp
@@ -330,5 +330,21 @@ empty vine copula of a given dimension. It can then be used to select a model fr
       nb::cast<std::string>(
         nb::module_::import_("pyvinecopulib._python_helpers.vinecop")
           .attr("VINECOP_PLOT_DOC"))
-        .c_str());
+        .c_str())
+    .def("__getstate__",
+         [](const Vinecop& cop) {
+           return std::make_tuple(cop.get_rvine_structure().to_json().dump(),
+                                  cop.get_all_pair_copulas(),
+                                  cop.get_var_types());
+         })
+    .def("__setstate__",
+         [](Vinecop& cop,
+            std::tuple<std::string,
+                       std::vector<std::vector<Bicop>>,
+                       std::vector<std::string>> state) {
+           nlohmann::json json_obj = nlohmann::json::parse(std::get<0>(state));
+           RVineStructure structure = RVineStructure(json_obj);
+           new (&cop)
+             Vinecop(structure, std::get<1>(state), std::get<2>(state));
+         });
 }
diff --git a/src/include/vinecop/fit_controls.hpp b/src/include/vinecop/fit_controls.hpp
@@ -4,6 +4,7 @@
 #include <nanobind/eigen/dense.h>
 #include <nanobind/nanobind.h>
 #include <nanobind/stl/string.h>
+#include <nanobind/stl/tuple.h>
 #include <nanobind/stl/vector.h>
 #include <vinecopulib.hpp>
 
@@ -36,7 +37,8 @@ init_vinecop_fit_controls(nb::module_& module)
                   bool,
                   bool,
                   size_t,
-                  std::string>(),
+                  std::string,
+                  bool>(),
          "family_set"_a = bicop_families::all,
          "parametric_method"_a = "mle",
          "nonparametric_method"_a = "constant",
@@ -54,6 +56,7 @@ init_vinecop_fit_controls(nb::module_& module)
          "show_trace"_a = false,
          "num_threads"_a = 1,
          "mst_algorithm"_a = "prim",
+         "allow_rotations"_a = true,
          fitcontrolsvinecop_doc.ctor.doc_17args)
     .def_prop_rw("family_set",
                  &FitControlsVinecop::get_family_set,
@@ -120,9 +123,80 @@ init_vinecop_fit_controls(nb::module_& module)
                  &FitControlsVinecop::get_num_threads,
                  &FitControlsVinecop::set_num_threads,
                  "The number of threads.")
+    .def_prop_rw("mst_algorithm",
+                 &FitControlsVinecop::get_mst_algorithm,
+                 &FitControlsVinecop::set_mst_algorithm,
+                 "The minimum spanning tree algorithm.")
+    .def_prop_rw("allow_rotations",
+                 &FitControlsVinecop::get_allow_rotations,
+                 &FitControlsVinecop::set_allow_rotations,
+                 "Whether to allow rotations for the families.")
     .def("__repr__",
          [](const FitControlsVinecop& controls) {
            return "<pyvinecopulib.FitControlsVinecop>\n" + controls.str();
          })
-    .def("str", &FitControlsVinecop::str, fitcontrolsvinecop_doc.str.doc);
+    .def("str", &FitControlsVinecop::str, fitcontrolsvinecop_doc.str.doc)
+    .def("__getstate__",
+         [](const FitControlsVinecop& controls) {
+           return std::make_tuple(controls.get_family_set(),
+                                  controls.get_parametric_method(),
+                                  controls.get_nonparametric_method(),
+                                  controls.get_nonparametric_mult(),
+                                  controls.get_trunc_lvl(),
+                                  controls.get_tree_criterion(),
+                                  controls.get_threshold(),
+                                  controls.get_selection_criterion(),
+                                  controls.get_weights(),
+                                  controls.get_psi0(),
+                                  controls.get_preselect_families(),
+                                  controls.get_select_trunc_lvl(),
+                                  controls.get_select_threshold(),
+                                  controls.get_select_families(),
+                                  controls.get_show_trace(),
+                                  controls.get_num_threads(),
+                                  controls.get_mst_algorithm(),
+                                  controls.get_allow_rotations());
+         })
+    .def("__setstate__",
+         [](FitControlsVinecop& controls,
+            std::tuple<std::vector<BicopFamily>,
+                       std::string,
+                       std::string,
+                       double,
+                       size_t,
+                       std::string,
+                       double,
+                       std::string,
+                       Eigen::VectorXd,
+                       double,
+                       bool,
+                       bool,
+                       bool,
+                       bool,
+                       bool,
+                       size_t,
+                       std::string,
+                       bool> state) {
+           FitControlsConfig config;
+           config.family_set = std::get<0>(state);
+           config.parametric_method = std::get<1>(state);
+           config.nonparametric_method = std::get<2>(state);
+           config.nonparametric_mult = std::get<3>(state);
+           config.trunc_lvl = std::get<4>(state);
+           config.tree_criterion = std::get<5>(state);
+           config.threshold = std::get<6>(state);
+           config.selection_criterion = std::get<7>(state);
+           config.weights = std::get<8>(state);
+           config.psi0 = std::get<9>(state);
+           config.preselect_families = std::get<10>(state);
+           config.select_trunc_lvl = std::get<11>(state);
+           config.select_threshold = std::get<12>(state);
+           config.select_families = std::get<13>(state);
+           config.show_trace = std::get<14>(state);
+           config.num_threads = std::get<15>(state);
+           config.mst_algorithm = std::get<16>(state);
+           config.allow_rotations = std::get<17>(state);
+
+           new (&controls) FitControlsVinecop(config);
+         });
 }
+1 −1		CMakeLists.txt
+20 −0		NEWS.md
+2 −2		cmake/compilerDefOpt.cmake
+5 −10		cmake/templates/Config.cmake.in
+1 −1		docs/Doxyfile.in
+7 −0		include/vinecopulib.hpp
+0 −6		include/vinecopulib/bicop/family.hpp
+9 −0		include/vinecopulib/bicop/fit_controls.hpp
+80 −69		include/vinecopulib/bicop/implementation/class.ipp
+57 −2		include/vinecopulib/bicop/implementation/fit_controls.ipp
+8 −0		include/vinecopulib/bicop/implementation/parametric.ipp
+7 −0		include/vinecopulib/bicop/implementation/tawn.ipp
+12 −6		include/vinecopulib/bicop/implementation/tools_select.ipp
+7 −5		include/vinecopulib/bicop/tawn.hpp
+77 −0		include/vinecopulib/misc/fit_controls.hpp
+71 −0		include/vinecopulib/misc/tools_optional.hpp
+2 −2		include/vinecopulib/version.hpp
+4 −2		include/vinecopulib/vinecop/fit_controls.hpp
+7 −1		include/vinecopulib/vinecop/implementation/class.ipp
+43 −13		include/vinecopulib/vinecop/implementation/fit_controls.ipp
+53 −0		test/src_test/include/test_bicop_sanity_checks.hpp
+13 −0		test/src_test/include/test_bicop_select.hpp
+33 −2		test/src_test/include/test_vinecop_class.hpp
+47 −0		test/src_test/include/test_vinecop_sanity_checks.hpp