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Upgrade to vinecopulib 0.7.1 (#173)
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tvatter authored Feb 8, 2025
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19 changes: 19 additions & 0 deletions CHANGELOG.md
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## New features in `pyvinecopulib`

* Add pickle support for all classes (#168)
* Add `allow_rotation` option to `FitControlsBicop` and `FitControlsVinecop` (#168)

## Changes in `vinecopulib`

These changes originate from the underlying C++ library, [`vinecopulib`](https://github.com/vinecopulib/vinecopulib), 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

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40 changes: 16 additions & 24 deletions scripts/process_changelog.py
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# 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
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