1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
|
%global _empty_manifest_terminate_build 0
Name: python-pyvinecopulib
Version: 0.6.3
Release: 1
Summary: A python interface to vinecopulib
License: MIT
URL: https://github.com/vinecopulib/pyvinecopulib/
Source0: https://mirrors.aliyun.com/pypi/web/packages/f3/b4/58229d1b69e16d5c54d1f825ca7e03d43517849316564f2acfc8f784f1ea/pyvinecopulib-0.6.3.tar.gz
Requires: python3-pybind11
Requires: python3-setuptools
Requires: python3-setuptools-scm
Requires: python3-numpy
%description
# pyvinecopulib
[](https://github.com/vinecopulib/pyvinecopulib/actions)
[](https://opensource.org/licenses/MIT)
[](https://www.codacy.com/gh/vinecopulib/pyvinecopulib?utm_source=github.com&utm_medium=referral&utm_content=vinecopulib/pyvinecopulib&utm_campaign=Badge_Grade)
[](https://vinecopulib.github.io/pyvinecopulib/)
[](https://zenodo.org/badge/latestdoi/196999069)
### 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://www.statistics.ma.tum.de/en/research/vine-copula-models/).
### 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.
### Prerequisites
* numpy (>=1.14)
* pybind11 (>=2.4)
* setuptools (>=30.3.0)
* setuptools_scm (>=2.0.0)
* To install from source: a compiler with C++11 support (Linux, OS X) or Visual Studio 2015 (required for all Python versions, see notes below)
### Installation
The easiest way to install the latest release is to use `pip`:
```
pip install pyvinecopulib
```
To install from source, just clone this repository and do `pip install`.
Note the `--recursive` option which is needed for the `eigen`, `vinecopulib` and `wdm` submodules:
```bash
git clone --recursive https://github.com/vinecopulib/pyvinecopulib.git
pip install -r ./pyvinecopulib/requirements.txt
pip install ./pyvinecopulib
```
### Examples
Jupyter notebooks with examples can be found in the examples folder.
### Documentation
For documentation of the `pyvinecopulib`'s functionality and
instructions how to use it, check out our
[website](https://vinecopulib.github.io/pyvinecopulib/) or the `docs/` folder
in this repository.
#### 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`
- `cd pyvinecopulib/docs`
- `python3 serve_sphinx.py`
### 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.
### Special notes for Windows
**Compiler requirements**
This package requires a C++11 compliant compiler, i.e Visual Studio 2015 on Windows.
Unlike regular C extension modules, it's perfectly fine to compile a pyvinecopulib module with a VS version newer than the target Python's VS version.
**Runtime requirements**
The Visual C++ 2015 redistributable packages are a runtime requirement for this
project.
### 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>.
%package -n python3-pyvinecopulib
Summary: A python interface to vinecopulib
Provides: python-pyvinecopulib
BuildRequires: python3-devel
BuildRequires: python3-setuptools
BuildRequires: python3-pip
BuildRequires: python3-cffi
BuildRequires: gcc
BuildRequires: gdb
%description -n python3-pyvinecopulib
# pyvinecopulib
[](https://github.com/vinecopulib/pyvinecopulib/actions)
[](https://opensource.org/licenses/MIT)
[](https://www.codacy.com/gh/vinecopulib/pyvinecopulib?utm_source=github.com&utm_medium=referral&utm_content=vinecopulib/pyvinecopulib&utm_campaign=Badge_Grade)
[](https://vinecopulib.github.io/pyvinecopulib/)
[](https://zenodo.org/badge/latestdoi/196999069)
### 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://www.statistics.ma.tum.de/en/research/vine-copula-models/).
### 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.
### Prerequisites
* numpy (>=1.14)
* pybind11 (>=2.4)
* setuptools (>=30.3.0)
* setuptools_scm (>=2.0.0)
* To install from source: a compiler with C++11 support (Linux, OS X) or Visual Studio 2015 (required for all Python versions, see notes below)
### Installation
The easiest way to install the latest release is to use `pip`:
```
pip install pyvinecopulib
```
To install from source, just clone this repository and do `pip install`.
Note the `--recursive` option which is needed for the `eigen`, `vinecopulib` and `wdm` submodules:
```bash
git clone --recursive https://github.com/vinecopulib/pyvinecopulib.git
pip install -r ./pyvinecopulib/requirements.txt
pip install ./pyvinecopulib
```
### Examples
Jupyter notebooks with examples can be found in the examples folder.
### Documentation
For documentation of the `pyvinecopulib`'s functionality and
instructions how to use it, check out our
[website](https://vinecopulib.github.io/pyvinecopulib/) or the `docs/` folder
in this repository.
#### 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`
- `cd pyvinecopulib/docs`
- `python3 serve_sphinx.py`
### 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.
### Special notes for Windows
**Compiler requirements**
This package requires a C++11 compliant compiler, i.e Visual Studio 2015 on Windows.
Unlike regular C extension modules, it's perfectly fine to compile a pyvinecopulib module with a VS version newer than the target Python's VS version.
**Runtime requirements**
The Visual C++ 2015 redistributable packages are a runtime requirement for this
project.
### 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>.
%package help
Summary: Development documents and examples for pyvinecopulib
Provides: python3-pyvinecopulib-doc
%description help
# pyvinecopulib
[](https://github.com/vinecopulib/pyvinecopulib/actions)
[](https://opensource.org/licenses/MIT)
[](https://www.codacy.com/gh/vinecopulib/pyvinecopulib?utm_source=github.com&utm_medium=referral&utm_content=vinecopulib/pyvinecopulib&utm_campaign=Badge_Grade)
[](https://vinecopulib.github.io/pyvinecopulib/)
[](https://zenodo.org/badge/latestdoi/196999069)
### 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://www.statistics.ma.tum.de/en/research/vine-copula-models/).
### 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.
### Prerequisites
* numpy (>=1.14)
* pybind11 (>=2.4)
* setuptools (>=30.3.0)
* setuptools_scm (>=2.0.0)
* To install from source: a compiler with C++11 support (Linux, OS X) or Visual Studio 2015 (required for all Python versions, see notes below)
### Installation
The easiest way to install the latest release is to use `pip`:
```
pip install pyvinecopulib
```
To install from source, just clone this repository and do `pip install`.
Note the `--recursive` option which is needed for the `eigen`, `vinecopulib` and `wdm` submodules:
```bash
git clone --recursive https://github.com/vinecopulib/pyvinecopulib.git
pip install -r ./pyvinecopulib/requirements.txt
pip install ./pyvinecopulib
```
### Examples
Jupyter notebooks with examples can be found in the examples folder.
### Documentation
For documentation of the `pyvinecopulib`'s functionality and
instructions how to use it, check out our
[website](https://vinecopulib.github.io/pyvinecopulib/) or the `docs/` folder
in this repository.
#### 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`
- `cd pyvinecopulib/docs`
- `python3 serve_sphinx.py`
### 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.
### Special notes for Windows
**Compiler requirements**
This package requires a C++11 compliant compiler, i.e Visual Studio 2015 on Windows.
Unlike regular C extension modules, it's perfectly fine to compile a pyvinecopulib module with a VS version newer than the target Python's VS version.
**Runtime requirements**
The Visual C++ 2015 redistributable packages are a runtime requirement for this
project.
### 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>.
%prep
%autosetup -n pyvinecopulib-0.6.3
%build
%py3_build
%install
%py3_install
install -d -m755 %{buildroot}/%{_pkgdocdir}
if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi
if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi
if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi
if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi
pushd %{buildroot}
if [ -d usr/lib ]; then
find usr/lib -type f -printf "\"/%h/%f\"\n" >> filelist.lst
fi
if [ -d usr/lib64 ]; then
find usr/lib64 -type f -printf "\"/%h/%f\"\n" >> filelist.lst
fi
if [ -d usr/bin ]; then
find usr/bin -type f -printf "\"/%h/%f\"\n" >> filelist.lst
fi
if [ -d usr/sbin ]; then
find usr/sbin -type f -printf "\"/%h/%f\"\n" >> filelist.lst
fi
touch doclist.lst
if [ -d usr/share/man ]; then
find usr/share/man -type f -printf "\"/%h/%f.gz\"\n" >> doclist.lst
fi
popd
mv %{buildroot}/filelist.lst .
mv %{buildroot}/doclist.lst .
%files -n python3-pyvinecopulib -f filelist.lst
%dir %{python3_sitearch}/*
%files help -f doclist.lst
%{_docdir}/*
%changelog
* Thu Jun 08 2023 Python_Bot <Python_Bot@openeuler.org> - 0.6.3-1
- Package Spec generated
|