Release 0.7.0 (#167)

* Speed up with O3 compiler optimizations (#156) * Speed up with O3 compiler optimizations * benchmark * Expose more structure methods to python (#157) * correct typo in example (#159) * Switch to nanobind (#160) * Perf improvements from vinecopulib * notebook update * Switch to nanobind * dev branch for vinecopulib's install dependencies * Add plots * properly pass env variables to cmake * update unit tests * update project structure as example * try removing scoped module * remove MANIFEST.in * no idea what build-dir is * dont be dumb * add version * add standard * windows preprocessor * windows preprocessor+1 * macos-14 only * windows preprocessor+3 * windows preprocessor+4 * update documentation * use nb::literals * from_*** factories and to_json/to_file * improve factories, documentation, and unit tests * improve documentation, correct examples, thomas comments * update notebooks, properly cast Eigen objects * latest vinecopulib * add C++ benchmark * More doc updates * Pull the prepare_release 0.7.0 from vinecopulib * README update * bicop families should not allow for arithmetic * fetch latest vinecopulib * Pull latest vinecopulib and use NOMINSIZE * Latest vinecopulib again * Try making it work with apple M1 * trigger for apple m1 * Install native arm64 python instead of rosetta BS * follow cibuildwheel's doc * cleanup * More factories (#162) * Improve docs * Pull latest vinecopulib and wdm * Update docstr.hpp * Install and test source distribution (#164) * Install and test source distribution * Install pytest * Doc wrap up (#165) * prepare release (#166) * prepare release * pull latest vinecopulib * update repository url for test pypi
vinecopulib · Jan 8, 2025 · 9a64b2e · 9a64b2e
1 parent 5284f27
commit 9a64b2e
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diff --git a/.github/workflows/pypi.yml b/.github/workflows/pypi.yml
@@ -16,8 +16,8 @@ jobs:
         cfg:
           - { os: ubuntu-latest, cibw_id: manylinux_x86_64, cc: gcc, cxx: g++,  platform: x64, root_install_dir: '/home/runner/work'}
           - { os: ubuntu-latest, cibw_id: musllinux_x86_64, cc: gcc, cxx: g++, platform: x64, root_install_dir: '/home/runner/work'}
-          - { os: macos-13, cibw_id: macosx_x86_64, cc: clang, cxx: clang++, platform: x64, root_install_dir: '/Users/runner/work'} # intel runner
-          - { os: macos-14, cibw_id: macosx_arm64, cc: clang, cxx: clang++, platform: arm64, root_install_dir: '/Users/runner/work'} # apple silicon runner
+          # - { os: macos-13, cibw_id: macosx_x86_64, cc: clang, cxx: clang++, platform: x64, root_install_dir: '/Users/runner/work'} # intel runner
+          - { os: macos-14, cibw_id: macosx_arm64, cc: clang, cxx: clang++, platform: arm64, root_install_dir: '/Users/runner/work'}
           - { os: windows-latest, cibw_id: win_amd64, cc: cl, cxx: cl, platform: x64, root_install_dir: 'D:\'}
     env:
       PYTHON_VENV_ROOT: ${{github.workspace}}/src/python-venv
@@ -35,9 +35,15 @@ jobs:
       run: |
         git fetch --prune --unshallow
         git fetch --depth=1 origin +refs/tags/*:refs/tags/*
+    # Install native ARM64 Python 3.8 on macOS-14 ARM64
+    - name: Install ARM64 Python 3.8
+      if: matrix.cfg.os == 'macos-14' && matrix.cfg.platform == 'arm64' && matrix.python == 38
+      uses: actions/setup-python@v5
+      with:
+        python-version: 3.8 
     - name: Install dependencies
       id: install-dependencies
-      uses: vinecopulib/vinecopulib/.github/actions/install-dependencies@better-actions
+      uses: vinecopulib/vinecopulib/.github/actions/install-dependencies@dev
       with:
           os: ${{ matrix.cfg.os }}
           platform: ${{ matrix.cfg.platform }}
@@ -84,7 +90,7 @@ jobs:
         git fetch --depth=1 origin +refs/tags/*:refs/tags/*
     - name: Install dependencies
       id: install-dependencies
-      uses: vinecopulib/vinecopulib/.github/actions/install-dependencies@better-actions
+      uses: vinecopulib/vinecopulib/.github/actions/install-dependencies@dev
       with:
           os: 'ubuntu-latest'
           boost_install_dir: '/home/runner/work'
@@ -100,12 +106,20 @@ jobs:
         echo "Boost_INCLUDE_DIR=${{steps.install-dependencies.outputs.BOOST_ROOT}}/include" >> $GITHUB_ENV
         echo "EIGEN3_INCLUDE_DIR=/home/runner/work/include/eigen3" >> $GITHUB_ENV
         python -m pip install --upgrade pip
-        pip install build
+        pip install build pytest
     - name: Create source distribution 
       run: |
         export Boost_INCLUDE_DIR=$Boost_INCLUDE_DIR
         export EIGEN3_INCLUDE_DIR=$EIGEN3_INCLUDE_DIR
         pipx run build --sdist
+    - name: Install source distribution
+      run: |
+        export Boost_INCLUDE_DIR=$Boost_INCLUDE_DIR
+        export EIGEN3_INCLUDE_DIR=$EIGEN3_INCLUDE_DIR
+        pip install dist/*.tar.gz
+    - name: Run tests
+      run: |
+        pytest tests/ -r a
     - name: Upload binaries
       uses: actions/upload-artifact@v4
       with:
@@ -135,7 +149,7 @@ jobs:
         with:
           user: __token__
           password: ${{ secrets.test_pypi_password }}
-          repository_url: https://test.pypi.org/legacy/
+          repository-url: https://test.pypi.org/legacy/
       - name: Publish distribution to PyPI
         if: |
           job.status == 'success' 

diff --git a/.gitignore b/.gitignore
@@ -99,4 +99,6 @@ CTestTestfile.cmake
 _deps
 CMakeUserPresets.json
 
-pyvinecopulib-*.json
+pyvinecopulib-*.json
+
+.mypy_cache/
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -0,0 +1,72 @@
+# Changelog
+
+## 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/).
+It allows for considerable performance improvements (~8x speedup in our latest benchmarks) and smaller binaries.
+
+### Breaking API changes in `pyvinecopulib`
+
+* Removal of the overloaded constructors:
+    * For all classes, only one constructor is now available.
+    The reason is that the overloaded constructors were un-Pythonic, error-prone, and could not be properly documented with Sphinx.
+    They have been replaced by a single constructor for each class, along with factory `from_xzy` methods.
+    * For the ``Bicop`` class:
+        * ``Bicop.from_family()``: Instantiate from a family, rotation, parameters, and variable types.
+        * ``Bicop.from_data()``: Instantiate from data, as well as optional controls and variable types.
+        * ``Bicop.from_file()``: Instantiate from a file.
+        * ``Bicop.from_json()``: Instantiate from a JSON-like string.
+    * For the ``Vinecop`` class:
+        * ``Vinecop.from_dimension()``: Instantiate an empty vine copula of a given dimension.
+        * ``Vinecop.from_data()``: Instantiate from data, as well as an optional ``FitControlsVinecop``, an ``RVineStructure`` or matrix, and variable types.
+        * ``Vinecop.from_structure()``: Instantiate from an ``RVineStructure`` or matrix, as well as optional pair-copulas and variable types.
+        * ``Vinecop.from_file()``: Instantiate from a file.
+        * ``Vinecop.from_json()``: Instantiate from a JSON-like string.
+    * For the ``RVineStructure`` class:
+        * ``RVineStructure.from_dimension()``: Instantiate a default structure of a given dimension and truncation level.
+        * ``RVineStructure.from_order()``: Instantiate from an order vector.
+        * ``RVineStructure.from_matrix()``: Instantiate from a matrix.
+        * ``RVineStructure.from_file()``: Instantiate from a file.
+        * ``RVineStructure.from_json()``: Instantiate from a JSON-like string.
+
+### New features in `pyvinecopulib`
+
+* Expose more structure methods to python (#157)
+* Switch to nanobind as a backend (#160)
+* New IO methods for `Bicop` and `Vinecop` classes to use JSON-like strings (#160)
+* Extensive documentation revamp (#160)
+* Adding a benchmark example (#160)
+* Convertion of all examples to Jupyter notebooks (#160)
+
+### Bug fixes in `pyvinecopulib`
+
+* Install and test source distribution (#164)
+
+### Changes in `vinecopulib`
+
+These changes originate from the underlying C++ library, [`vinecopulib`](https://github.com/vinecopulib/vinecopulib), which powers `pyvinecopulib`.
+
+#### New features
+
+* Use analytical derivatives in discrete pdf/hfuncs ([#572](https://github.com/vinecopulib/vinecopulib/pull/572))
+* Allow for alternative for `"prim"` vs `"kruskal"` in MST-based model selection ([#577](https://github.com/vinecopulib/vinecopulib/pull/577))
+* Improve the dependencies install script to use it in other projects ([#576](https://github.com/vinecopulib/vinecopulib/pull/576))
+* Add tawn copula ([#579](https://github.com/vinecopulib/vinecopulib/pull/579))
+* Improve doc ([#580](https://github.com/vinecopulib/vinecopulib/pull/580), [#585](https://github.com/vinecopulib/vinecopulib/pull/585), [#607](https://github.com/vinecopulib/vinecopulib/pull/607))
+* Allow for the discrete Rosenblatt transform ([#581](https://github.com/vinecopulib/vinecopulib/pull/581))
+* Add `Vinecop::fit()` ([#584](https://github.com/vinecopulib/vinecopulib/pull/584))
+* Improve `Bicop::str()` ([#588](https://github.com/vinecopulib/vinecopulib/pull/588)) and `Vinecop::str()` ([#589](https://github.com/vinecopulib/vinecopulib/pull/589))
+* Properly handle discrete variables for the TLL family ([#597](https://github.com/vinecopulib/vinecopulib/pull/597))
+* Weighted pseudo-observations ([#602](https://github.com/vinecopulib/vinecopulib/pull/602))
+* Cross-platform random numbers and add seeds options to `to_pseudo_obs` ([#603](https://github.com/vinecopulib/vinecopulib/pull/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](https://github.com/vinecopulib/vinecopulib/pull/592), [#611](https://github.com/vinecopulib/vinecopulib/pull/611), [#613](https://github.com/vinecopulib/vinecopulib/pull/613)),
+    * using `Eigen` element-wise operations instead of `boost` whenever possible ([#598](https://github.com/vinecopulib/vinecopulib/pull/598), [#612](https://github.com/vinecopulib/vinecopulib/pull/612)),
+    * using binary search in the TLL for `get_indices` ([#613](https://github.com/vinecopulib/vinecopulib/pull/613)).
+
+#### Bug fixes
+
+* Improve stability in BB7 PDF ([#573](https://github.com/vinecopulib/vinecopulib/pull/573))
+* Revamped CI/CD pipeline, tests discoverable by CTest, boost version on windows (([66cf8b0](https://github.com/vinecopulib/vinecopulib/commit/66cf8b0)))
+* Fix ASAN issues ([#583](https://github.com/vinecopulib/vinecopulib/pull/583))
+* Fix interface includes and other CMake issue ([#586](https://github.com/vinecopulib/vinecopulib/pull/586), [#599](https://github.com/vinecopulib/vinecopulib/pull/599), [#601](https://github.com/vinecopulib/vinecopulib/pull/601), [#608](https://github.com/vinecopulib/vinecopulib/pull/608)), by @jschueller
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -0,0 +1,101 @@
+cmake_minimum_required(VERSION 3.5)
+
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_EXPORT_COMPILE_COMMANDS ON)
+
+project(
+  pyvinecopulib
+  VERSION ${SKBUILD_PROJECT_VERSION}
+  LANGUAGES CXX
+)
+
+if (NOT SKBUILD)
+  message(WARNING "\
+  This CMake file is meant to be executed using 'scikit-build'. Running
+  it directly will almost certainly not produce the desired result. If
+  you are a user trying to install this package, please use the command
+  below, which will install all necessary build dependencies, compile
+  the package in an isolated environment, and then install it.
+  =====================================================================
+   $ pip install .
+  =====================================================================
+  If you are a software developer, and this is your own package, then
+  it is usually much more efficient to install the build dependencies
+  in your environment once and use the following command that avoids
+  a costly creation of a new virtual environment at every compilation:
+  =====================================================================
+   $ pip install nanobind scikit-build-core[pyproject]
+   $ pip install --no-build-isolation -ve .
+  =====================================================================
+  You may optionally add -Ceditable.rebuild=true to auto-rebuild when
+  the package is imported. Otherwise, you need to re-run the above
+  after editing C++ files.")
+endif()
+
+include(lib/vinecopulib/cmake/options.cmake               REQUIRED)
+
+include(lib/vinecopulib/cmake/compilerDefOpt.cmake        REQUIRED)
+
+# wdm_INCLUDE_DIRS is lib/wdm/include
+set(vinecopulib_INCLUDE_DIRS ${CMAKE_SOURCE_DIR}/lib/vinecopulib/include)
+set(wdm_INCLUDE_DIRS ${CMAKE_SOURCE_DIR}/lib/wdm/include)
+set(pyvinecopulib_INCLUDE_DIRS ${CMAKE_SOURCE_DIR}/src/include)
+
+# BUILD_TESTING is turned off
+set(BUILD_TESTING OFF)
+
+# Look for Eigen3 and Boost
+if(DEFINED ENV{EIGEN3_INCLUDE_DIR})
+  set(EIGEN3_INCLUDE_DIR $ENV{EIGEN3_INCLUDE_DIR})
+endif()
+
+if(DEFINED ENV{Boost_INCLUDE_DIR})
+  set(Boost_INCLUDE_DIRS $ENV{Boost_INCLUDE_DIR})
+endif()
+
+include(lib/vinecopulib/cmake/findDependencies.cmake      REQUIRED)
+
+# Try to import all Python components potentially needed by nanobind
+find_package(Python 3.8
+  REQUIRED COMPONENTS Interpreter Development.Module
+  OPTIONAL_COMPONENTS Development.SABIModule)
+message(STATUS "Python_EXECUTABLE= ${Python_EXECUTABLE}")
+
+# Import nanobind through CMake's find_package mechanism
+find_package(nanobind CONFIG REQUIRED)
+
+include(lib/vinecopulib/cmake/printInfo.cmake             REQUIRED)
+
+include_directories(SYSTEM ${external_includes})
+include_directories(${vinecopulib_INCLUDE_DIRS} ${pyvinecopulib_INCLUDE_DIRS})
+
+nanobind_add_module(
+  pyvinecopulib_ext
+  # Target the stable ABI for Python 3.12+, which reduces
+  # the number of binary wheels that must be built. This
+  # does nothing on older Python versions
+  STABLE_ABI
+
+  # Enable link-time optimization for the extension
+  LTO
+
+  # Don’t perform optimizations to minimize binary size.
+  NOMINSIZE
+
+  # Build libnanobind statically and merge it into the
+  # extension (which itself remains a shared library)
+  #
+  # If your project builds multiple extensions, you can
+  # replace this flag by NB_SHARED to conserve space by
+  # reusing a shared libnanobind across libraries
+  NB_STATIC
+
+  src/pyvinecopulib_ext.cpp
+)
+
+target_compile_definitions(pyvinecopulib_ext PRIVATE VERSION_INFO=\"${PROJECT_VERSION}\")
+
+# Install directive for scikit-build-core
+install(TARGETS pyvinecopulib_ext
+    LIBRARY DESTINATION pyvinecopulib
+)
diff --git a/MANIFEST.in b/MANIFEST.in
@@ -1,4 +1,4 @@
-include README.md LICENSE pyproject.toml setup.py
+include README.md include CHANGELOG.md LICENSE pyproject.toml CMakeLists.txt
 recursive-include src *.py *.hpp *.cpp
 recursive-include lib/wdm/include *.hpp
-recursive-include lib/vinecopulib/include *.hpp *.ipp
+recursive-include lib/vinecopulib/include *.hpp *.ipp *.cmake