BvChenpy 0.1.0__tar.gz

bvchenpy-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Mukul Bijalwan
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

bvchenpy-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: BvChenpy
+Version: 0.1.0
+Summary: Bivariate Chen distribution: density, CDF, survival, random generation, marginals, conditionals, moments, survival copula, and EM-based maximum-likelihood estimation.
+Author-email: Mukul Bijalwan <mukulbijalwan555@gmail.com>, Puneet Kumar Gupta <puneetstat999@gmail.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/MukulBijalwan/BvChenpy
+Project-URL: Documentation, https://github.com/MukulBijalwan/BvChenpy#readme
+Project-URL: Bug Tracker, https://github.com/MukulBijalwan/BvChenpy/issues
+Keywords: bivariate,Chen distribution,bathtub hazard,reliability,survival analysis,Marshall-Olkin,EM algorithm,statistics
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.22
+Requires-Dist: scipy>=1.8
+Provides-Extra: plot
+Requires-Dist: matplotlib>=3.5; extra == "plot"
+Provides-Extra: test
+Requires-Dist: pytest>=7.0; extra == "test"
+Requires-Dist: matplotlib>=3.5; extra == "test"
+Dynamic: license-file
+
+# bvchen — The Bivariate Chen Distribution
+
+[![CI](https://github.com/MukulBijalwan/bvchen/actions/workflows/ci.yml/badge.svg)](https://github.com/MukulBijalwan/bvchen/actions/workflows/ci.yml)
+[![PyPI version](https://img.shields.io/pypi/v/bvchen.svg)](https://pypi.org/project/bvchen/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
+
+**Authors:** Mukul Bijalwan ([mukulbijalwan555@gmail.com](mailto:mukulbijalwan555@gmail.com))
+and Puneet Kumar Gupta ([puneetstat999@gmail.com](mailto:puneetstat999@gmail.com))
+
+`bvchen` implements the **bivariate Chen (BvCh) distribution** introduced by
+Gupta, Pundir, Sharma and Mesfioui (2022), together with the univariate
+Chen (2000) building blocks. The distribution is constructed from three
+independent Chen components `U_i ~ Chen(alpha_i, beta)` via
+
+```
+Z1 = min(U1, U3),   Z2 = min(U2, U3)
+```
+
+It has **bathtub-shaped marginals hazards** (for `beta < 1`), closed-form
+joint survival, a singular component on the diagonal `z1 = z2` of mass
+`alpha3 / (alpha1 + alpha2 + alpha3)`, and is the natural bivariate
+extension of the bathtub-shaped Chen lifetime model.
+
+## Features
+
+- Joint density (`dbvch`), CDF (`pbvch`), survival function (`sbvch`) and
+  random generation (`rbvch`)
+- Marginal distributions: `Z1 ~ Chen(alpha1+alpha3, beta)`,
+  `Z2 ~ Chen(alpha2+alpha3, beta)`
+- Conditional densities with their diagonal atom and conditional hazards
+- Raw joint moments `E[Z1^r Z2^s]` on a numerically stable exponential
+  scale; means, variances and covariance matrix
+- Survival copula (Marshall-Olkin form) and Kendall's tau
+- Maximum-likelihood estimation via the **EM algorithm**
+  (`fit_bvchen`) with profile likelihood for the power parameter
+- Goodness-of-fit tools: Kolmogorov-Smirnov tests for both marginals and
+  the minimum, Q-Q plots, density surface and contour plots
+
+## Installation
+
+```bash
+pip install bvchen
+```
+
+For the plotting helpers install the extras:
+
+```bash
+pip install "bvchen[plot]"
+```
+
+## Quick start
+
+```python
+import numpy as np
+import bvchen
+
+# frozen distribution object
+dist = bvchen.BvChen(alpha1=0.8, alpha2=1.2, alpha3=0.5, beta=1.5)
+
+dist.pdf(0.5, 0.7)              # joint density at (z1, z2)
+dist.cdf(1.0, 1.5)              # joint CDF
+dist.sf(1.0, 1.5)               # joint survival
+sim = dist.rvs(500, random_state=42)   # n x 2 matrix (columns z1, z2)
+
+dist.mean()                     # [E(Z1), E(Z2)]
+dist.cov()                      # variance-covariance matrix
+dist.kendall_tau(random_state=0)
+```
+
+### Fitting to data with the EM algorithm
+
+```python
+from bvchen import rbvch, fit_bvchen, gof, qqplot
+
+# simulate from a known law ...
+data = rbvch(400, 0.8, 1.2, 0.5, 1.5, random_state=2024)
+
+# ... and recover the parameters by maximum likelihood (EM)
+fit = fit_bvchen(data[:, 0], data[:, 1])
+print(fit.coefficients)     # close to (0.8, 1.2, 0.5, 1.5)
+print(fit.loglik, fit.converged, fit.tau)
+
+gof(data[:, 0], data[:, 1], *fit.coefficients)   # KS tests
+qqplot(data[:, 0], data[:, 1], *fit.coefficients)  # Q-Q panels
+```
+
+### Functional interface
+
+All routines are also available as plain functions mirroring the classic
+R-style `d/p/q/r` naming:
+
+```python
+from bvchen import dbvch, pbvch, sbvch, rbvch
+from bvchen import dcond1, hcond1, survcop, bvch_moment
+
+dbvch(0.5, 0.5, 1, 1, 1, 1.5, component="sing")  # diagonal singular part
+dcond1([0.4, 0.9, 1.2], y=1.0, alpha1=1, alpha2=1, alpha3=1, beta=1.5)
+survcop(0.5, 0.6, 1, 1, 1)                        # survival copula
+bvch_moment(r=1, s=1, alpha1=1, alpha2=1, alpha3=1, beta=1.5)
+```
+
+## Mathematical summary
+
+With `u(z) = exp(z^beta) - 1`:
+
+| Object | Formula |
+| --- | --- |
+| joint survival | `S(z1,z2) = exp{-(a1+a3)u(z1) - (a2+a3)u(z2) + a3 u(min(z1,z2))}` |
+| density on `{z1<z2}` | `f_Ch(z1; a1) f_Ch(z2; a2+a3)` |
+| density on `{z1>z2}` | `f_Ch(z1; a1+a3) f_Ch(z2; a2)` |
+| singular density | `g(z) = a3 u'(z) exp{-A u(z)}`, mass `a3/A`, `A=a1+a2+a3` |
+| marginals | `Z1~Ch(a1+a3,b)`, `Z2~Ch(a2+a3,b)`, `min(Z1,Z2)~Ch(A,b)` |
+| survival copula | `C(u,v) = min(v u^(a1/(a1+a3)), u v^(a2/(a2+a3)))` |
+
+## References
+
+- Gupta, P. K., Pundir, P. S., Sharma, V. K., Mesfioui, M. (2022).
+  *Bivariate extension of bathtub-shaped distribution.* Life Cycle
+  Reliability and Safety Engineering 11, 247-259.
+  <https://doi.org/10.1007/s41872-022-00193-4>
+- Chen, Z. (2000). A new two-parameter lifetime distribution with bathtub
+  shape or increasing failure rate function. *Statistics & Probability
+  Letters* 49(2), 155-161.
+- Meintanis, S. G. (2007). Test of fit for Marshall-Olkin distributions
+  with applications. *J. Stat. Comput. Simul.* 77, 171-179.
+
+> Note: equation (14) of the 2022 paper misprints the copula exponents;
+> this package uses the mathematically correct Marshall-Olkin form above,
+> consistent with the construction.
+
+## Development
+
+```bash
+git clone https://github.com/MukulBijalwan/bvchen
+cd bvchen
+pip install -e ".[test]"
+pytest
+```
+
+Build the distribution artifacts:
+
+```bash
+pip install build
+python -m build
+```
+
+## Citation
+
+If you use this package in your research, please cite the paper that
+introduced the distribution:
+
+```bibtex
+@article{gupta2022bivariate,
+  author  = {Gupta, Puneet Kumar and Pundir, Pramendra Singh and
+             Sharma, Vikas Kumar and Mesfioui, M.},
+  title   = {Bivariate extension of bathtub-shaped distribution},
+  journal = {Life Cycle Reliability and Safety Engineering},
+  year    = {2022},
+  volume  = {11},
+  pages   = {247--259},
+  doi     = {10.1007/s41872-022-00193-4}
+}
+```
+
+## License
+
+MIT — see [LICENSE](LICENSE).

bvchenpy-0.1.0/README.md

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+# bvchen — The Bivariate Chen Distribution
+
+[![CI](https://github.com/MukulBijalwan/bvchen/actions/workflows/ci.yml/badge.svg)](https://github.com/MukulBijalwan/bvchen/actions/workflows/ci.yml)
+[![PyPI version](https://img.shields.io/pypi/v/bvchen.svg)](https://pypi.org/project/bvchen/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
+
+**Authors:** Mukul Bijalwan ([mukulbijalwan555@gmail.com](mailto:mukulbijalwan555@gmail.com))
+and Puneet Kumar Gupta ([puneetstat999@gmail.com](mailto:puneetstat999@gmail.com))
+
+`bvchen` implements the **bivariate Chen (BvCh) distribution** introduced by
+Gupta, Pundir, Sharma and Mesfioui (2022), together with the univariate
+Chen (2000) building blocks. The distribution is constructed from three
+independent Chen components `U_i ~ Chen(alpha_i, beta)` via
+
+```
+Z1 = min(U1, U3),   Z2 = min(U2, U3)
+```
+
+It has **bathtub-shaped marginals hazards** (for `beta < 1`), closed-form
+joint survival, a singular component on the diagonal `z1 = z2` of mass
+`alpha3 / (alpha1 + alpha2 + alpha3)`, and is the natural bivariate
+extension of the bathtub-shaped Chen lifetime model.
+
+## Features
+
+- Joint density (`dbvch`), CDF (`pbvch`), survival function (`sbvch`) and
+  random generation (`rbvch`)
+- Marginal distributions: `Z1 ~ Chen(alpha1+alpha3, beta)`,
+  `Z2 ~ Chen(alpha2+alpha3, beta)`
+- Conditional densities with their diagonal atom and conditional hazards
+- Raw joint moments `E[Z1^r Z2^s]` on a numerically stable exponential
+  scale; means, variances and covariance matrix
+- Survival copula (Marshall-Olkin form) and Kendall's tau
+- Maximum-likelihood estimation via the **EM algorithm**
+  (`fit_bvchen`) with profile likelihood for the power parameter
+- Goodness-of-fit tools: Kolmogorov-Smirnov tests for both marginals and
+  the minimum, Q-Q plots, density surface and contour plots
+
+## Installation
+
+```bash
+pip install bvchen
+```
+
+For the plotting helpers install the extras:
+
+```bash
+pip install "bvchen[plot]"
+```
+
+## Quick start
+
+```python
+import numpy as np
+import bvchen
+
+# frozen distribution object
+dist = bvchen.BvChen(alpha1=0.8, alpha2=1.2, alpha3=0.5, beta=1.5)
+
+dist.pdf(0.5, 0.7)              # joint density at (z1, z2)
+dist.cdf(1.0, 1.5)              # joint CDF
+dist.sf(1.0, 1.5)               # joint survival
+sim = dist.rvs(500, random_state=42)   # n x 2 matrix (columns z1, z2)
+
+dist.mean()                     # [E(Z1), E(Z2)]
+dist.cov()                      # variance-covariance matrix
+dist.kendall_tau(random_state=0)
+```
+
+### Fitting to data with the EM algorithm
+
+```python
+from bvchen import rbvch, fit_bvchen, gof, qqplot
+
+# simulate from a known law ...
+data = rbvch(400, 0.8, 1.2, 0.5, 1.5, random_state=2024)
+
+# ... and recover the parameters by maximum likelihood (EM)
+fit = fit_bvchen(data[:, 0], data[:, 1])
+print(fit.coefficients)     # close to (0.8, 1.2, 0.5, 1.5)
+print(fit.loglik, fit.converged, fit.tau)
+
+gof(data[:, 0], data[:, 1], *fit.coefficients)   # KS tests
+qqplot(data[:, 0], data[:, 1], *fit.coefficients)  # Q-Q panels
+```
+
+### Functional interface
+
+All routines are also available as plain functions mirroring the classic
+R-style `d/p/q/r` naming:
+
+```python
+from bvchen import dbvch, pbvch, sbvch, rbvch
+from bvchen import dcond1, hcond1, survcop, bvch_moment
+
+dbvch(0.5, 0.5, 1, 1, 1, 1.5, component="sing")  # diagonal singular part
+dcond1([0.4, 0.9, 1.2], y=1.0, alpha1=1, alpha2=1, alpha3=1, beta=1.5)
+survcop(0.5, 0.6, 1, 1, 1)                        # survival copula
+bvch_moment(r=1, s=1, alpha1=1, alpha2=1, alpha3=1, beta=1.5)
+```
+
+## Mathematical summary
+
+With `u(z) = exp(z^beta) - 1`:
+
+| Object | Formula |
+| --- | --- |
+| joint survival | `S(z1,z2) = exp{-(a1+a3)u(z1) - (a2+a3)u(z2) + a3 u(min(z1,z2))}` |
+| density on `{z1<z2}` | `f_Ch(z1; a1) f_Ch(z2; a2+a3)` |
+| density on `{z1>z2}` | `f_Ch(z1; a1+a3) f_Ch(z2; a2)` |
+| singular density | `g(z) = a3 u'(z) exp{-A u(z)}`, mass `a3/A`, `A=a1+a2+a3` |
+| marginals | `Z1~Ch(a1+a3,b)`, `Z2~Ch(a2+a3,b)`, `min(Z1,Z2)~Ch(A,b)` |
+| survival copula | `C(u,v) = min(v u^(a1/(a1+a3)), u v^(a2/(a2+a3)))` |
+
+## References
+
+- Gupta, P. K., Pundir, P. S., Sharma, V. K., Mesfioui, M. (2022).
+  *Bivariate extension of bathtub-shaped distribution.* Life Cycle
+  Reliability and Safety Engineering 11, 247-259.
+  <https://doi.org/10.1007/s41872-022-00193-4>
+- Chen, Z. (2000). A new two-parameter lifetime distribution with bathtub
+  shape or increasing failure rate function. *Statistics & Probability
+  Letters* 49(2), 155-161.
+- Meintanis, S. G. (2007). Test of fit for Marshall-Olkin distributions
+  with applications. *J. Stat. Comput. Simul.* 77, 171-179.
+
+> Note: equation (14) of the 2022 paper misprints the copula exponents;
+> this package uses the mathematically correct Marshall-Olkin form above,
+> consistent with the construction.
+
+## Development
+
+```bash
+git clone https://github.com/MukulBijalwan/bvchen
+cd bvchen
+pip install -e ".[test]"
+pytest
+```
+
+Build the distribution artifacts:
+
+```bash
+pip install build
+python -m build
+```
+
+## Citation
+
+If you use this package in your research, please cite the paper that
+introduced the distribution:
+
+```bibtex
+@article{gupta2022bivariate,
+  author  = {Gupta, Puneet Kumar and Pundir, Pramendra Singh and
+             Sharma, Vikas Kumar and Mesfioui, M.},
+  title   = {Bivariate extension of bathtub-shaped distribution},
+  journal = {Life Cycle Reliability and Safety Engineering},
+  year    = {2022},
+  volume  = {11},
+  pages   = {247--259},
+  doi     = {10.1007/s41872-022-00193-4}
+}
+```
+
+## License
+
+MIT — see [LICENSE](LICENSE).

bvchenpy-0.1.0/pyproject.toml

@@ -0,0 +1,53 @@
+[build-system]
+requires = ["setuptools>=68", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "BvChenpy"
+version = "0.1.0"
+description = "Bivariate Chen distribution: density, CDF, survival, random generation, marginals, conditionals, moments, survival copula, and EM-based maximum-likelihood estimation."
+readme = "README.md"
+requires-python = ">=3.9"
+license = "MIT"
+authors = [
+    { name = "Mukul Bijalwan", email = "mukulbijalwan555@gmail.com" },
+    { name = "Puneet Kumar Gupta", email = "puneetstat999@gmail.com" },
+]
+keywords = [
+    "bivariate", "Chen distribution", "bathtub hazard", "reliability",
+    "survival analysis", "Marshall-Olkin", "EM algorithm", "statistics",
+]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Science/Research",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.9",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Scientific/Engineering :: Mathematics",
+]
+dependencies = [
+    "numpy>=1.22",
+    "scipy>=1.8",
+]
+
+[project.optional-dependencies]
+plot = ["matplotlib>=3.5"]
+test = ["pytest>=7.0", "matplotlib>=3.5"]
+
+[project.urls]
+Homepage = "https://github.com/MukulBijalwan/BvChenpy"
+Documentation = "https://github.com/MukulBijalwan/BvChenpy#readme"
+"Bug Tracker" = "https://github.com/MukulBijalwan/BvChenpy/issues"
+
+[tool.setuptools.packages.find]
+where = ["src"]
+
+[tool.setuptools.package-data]
+bvchen = ["py.typed"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+addopts = "-ra --strict-markers"

bvchenpy-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

bvchenpy-0.1.0/src/BvChenpy.egg-info/PKG-INFO

@@ -0,0 +1,198 @@
+Metadata-Version: 2.4
+Name: BvChenpy
+Version: 0.1.0
+Summary: Bivariate Chen distribution: density, CDF, survival, random generation, marginals, conditionals, moments, survival copula, and EM-based maximum-likelihood estimation.
+Author-email: Mukul Bijalwan <mukulbijalwan555@gmail.com>, Puneet Kumar Gupta <puneetstat999@gmail.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/MukulBijalwan/BvChenpy
+Project-URL: Documentation, https://github.com/MukulBijalwan/BvChenpy#readme
+Project-URL: Bug Tracker, https://github.com/MukulBijalwan/BvChenpy/issues
+Keywords: bivariate,Chen distribution,bathtub hazard,reliability,survival analysis,Marshall-Olkin,EM algorithm,statistics
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.22
+Requires-Dist: scipy>=1.8
+Provides-Extra: plot
+Requires-Dist: matplotlib>=3.5; extra == "plot"
+Provides-Extra: test
+Requires-Dist: pytest>=7.0; extra == "test"
+Requires-Dist: matplotlib>=3.5; extra == "test"
+Dynamic: license-file
+
+# bvchen — The Bivariate Chen Distribution
+
+[![CI](https://github.com/MukulBijalwan/bvchen/actions/workflows/ci.yml/badge.svg)](https://github.com/MukulBijalwan/bvchen/actions/workflows/ci.yml)
+[![PyPI version](https://img.shields.io/pypi/v/bvchen.svg)](https://pypi.org/project/bvchen/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
+
+**Authors:** Mukul Bijalwan ([mukulbijalwan555@gmail.com](mailto:mukulbijalwan555@gmail.com))
+and Puneet Kumar Gupta ([puneetstat999@gmail.com](mailto:puneetstat999@gmail.com))
+
+`bvchen` implements the **bivariate Chen (BvCh) distribution** introduced by
+Gupta, Pundir, Sharma and Mesfioui (2022), together with the univariate
+Chen (2000) building blocks. The distribution is constructed from three
+independent Chen components `U_i ~ Chen(alpha_i, beta)` via
+
+```
+Z1 = min(U1, U3),   Z2 = min(U2, U3)
+```
+
+It has **bathtub-shaped marginals hazards** (for `beta < 1`), closed-form
+joint survival, a singular component on the diagonal `z1 = z2` of mass
+`alpha3 / (alpha1 + alpha2 + alpha3)`, and is the natural bivariate
+extension of the bathtub-shaped Chen lifetime model.
+
+## Features
+
+- Joint density (`dbvch`), CDF (`pbvch`), survival function (`sbvch`) and
+  random generation (`rbvch`)
+- Marginal distributions: `Z1 ~ Chen(alpha1+alpha3, beta)`,
+  `Z2 ~ Chen(alpha2+alpha3, beta)`
+- Conditional densities with their diagonal atom and conditional hazards
+- Raw joint moments `E[Z1^r Z2^s]` on a numerically stable exponential
+  scale; means, variances and covariance matrix
+- Survival copula (Marshall-Olkin form) and Kendall's tau
+- Maximum-likelihood estimation via the **EM algorithm**
+  (`fit_bvchen`) with profile likelihood for the power parameter
+- Goodness-of-fit tools: Kolmogorov-Smirnov tests for both marginals and
+  the minimum, Q-Q plots, density surface and contour plots
+
+## Installation
+
+```bash
+pip install bvchen
+```
+
+For the plotting helpers install the extras:
+
+```bash
+pip install "bvchen[plot]"
+```
+
+## Quick start
+
+```python
+import numpy as np
+import bvchen
+
+# frozen distribution object
+dist = bvchen.BvChen(alpha1=0.8, alpha2=1.2, alpha3=0.5, beta=1.5)
+
+dist.pdf(0.5, 0.7)              # joint density at (z1, z2)
+dist.cdf(1.0, 1.5)              # joint CDF
+dist.sf(1.0, 1.5)               # joint survival
+sim = dist.rvs(500, random_state=42)   # n x 2 matrix (columns z1, z2)
+
+dist.mean()                     # [E(Z1), E(Z2)]
+dist.cov()                      # variance-covariance matrix
+dist.kendall_tau(random_state=0)
+```
+
+### Fitting to data with the EM algorithm
+
+```python
+from bvchen import rbvch, fit_bvchen, gof, qqplot
+
+# simulate from a known law ...
+data = rbvch(400, 0.8, 1.2, 0.5, 1.5, random_state=2024)
+
+# ... and recover the parameters by maximum likelihood (EM)
+fit = fit_bvchen(data[:, 0], data[:, 1])
+print(fit.coefficients)     # close to (0.8, 1.2, 0.5, 1.5)
+print(fit.loglik, fit.converged, fit.tau)
+
+gof(data[:, 0], data[:, 1], *fit.coefficients)   # KS tests
+qqplot(data[:, 0], data[:, 1], *fit.coefficients)  # Q-Q panels
+```
+
+### Functional interface
+
+All routines are also available as plain functions mirroring the classic
+R-style `d/p/q/r` naming:
+
+```python
+from bvchen import dbvch, pbvch, sbvch, rbvch
+from bvchen import dcond1, hcond1, survcop, bvch_moment
+
+dbvch(0.5, 0.5, 1, 1, 1, 1.5, component="sing")  # diagonal singular part
+dcond1([0.4, 0.9, 1.2], y=1.0, alpha1=1, alpha2=1, alpha3=1, beta=1.5)
+survcop(0.5, 0.6, 1, 1, 1)                        # survival copula
+bvch_moment(r=1, s=1, alpha1=1, alpha2=1, alpha3=1, beta=1.5)
+```
+
+## Mathematical summary
+
+With `u(z) = exp(z^beta) - 1`:
+
+| Object | Formula |
+| --- | --- |
+| joint survival | `S(z1,z2) = exp{-(a1+a3)u(z1) - (a2+a3)u(z2) + a3 u(min(z1,z2))}` |
+| density on `{z1<z2}` | `f_Ch(z1; a1) f_Ch(z2; a2+a3)` |
+| density on `{z1>z2}` | `f_Ch(z1; a1+a3) f_Ch(z2; a2)` |
+| singular density | `g(z) = a3 u'(z) exp{-A u(z)}`, mass `a3/A`, `A=a1+a2+a3` |
+| marginals | `Z1~Ch(a1+a3,b)`, `Z2~Ch(a2+a3,b)`, `min(Z1,Z2)~Ch(A,b)` |
+| survival copula | `C(u,v) = min(v u^(a1/(a1+a3)), u v^(a2/(a2+a3)))` |
+
+## References
+
+- Gupta, P. K., Pundir, P. S., Sharma, V. K., Mesfioui, M. (2022).
+  *Bivariate extension of bathtub-shaped distribution.* Life Cycle
+  Reliability and Safety Engineering 11, 247-259.
+  <https://doi.org/10.1007/s41872-022-00193-4>
+- Chen, Z. (2000). A new two-parameter lifetime distribution with bathtub
+  shape or increasing failure rate function. *Statistics & Probability
+  Letters* 49(2), 155-161.
+- Meintanis, S. G. (2007). Test of fit for Marshall-Olkin distributions
+  with applications. *J. Stat. Comput. Simul.* 77, 171-179.
+
+> Note: equation (14) of the 2022 paper misprints the copula exponents;
+> this package uses the mathematically correct Marshall-Olkin form above,
+> consistent with the construction.
+
+## Development
+
+```bash
+git clone https://github.com/MukulBijalwan/bvchen
+cd bvchen
+pip install -e ".[test]"
+pytest
+```
+
+Build the distribution artifacts:
+
+```bash
+pip install build
+python -m build
+```
+
+## Citation
+
+If you use this package in your research, please cite the paper that
+introduced the distribution:
+
+```bibtex
+@article{gupta2022bivariate,
+  author  = {Gupta, Puneet Kumar and Pundir, Pramendra Singh and
+             Sharma, Vikas Kumar and Mesfioui, M.},
+  title   = {Bivariate extension of bathtub-shaped distribution},
+  journal = {Life Cycle Reliability and Safety Engineering},
+  year    = {2022},
+  volume  = {11},
+  pages   = {247--259},
+  doi     = {10.1007/s41872-022-00193-4}
+}
+```
+
+## License
+
+MIT — see [LICENSE](LICENSE).

bvchenpy-0.1.0/src/BvChenpy.egg-info/SOURCES.txt

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+LICENSE
+README.md
+pyproject.toml
+src/BvChenpy.egg-info/PKG-INFO
+src/BvChenpy.egg-info/SOURCES.txt
+src/BvChenpy.egg-info/dependency_links.txt
+src/BvChenpy.egg-info/requires.txt
+src/BvChenpy.egg-info/top_level.txt
+src/bvchen/__init__.py
+src/bvchen/_utils.py
+src/bvchen/chen.py
+src/bvchen/diagnostics.py
+src/bvchen/distribution.py
+src/bvchen/estimation.py
+src/bvchen/plotting.py
+src/bvchen/py.typed
+tests/test_bvchen.py
+tests/test_chen.py
+tests/test_diagnostics.py
+tests/test_estimation.py

bvchenpy-0.1.0/src/BvChenpy.egg-info/dependency_links.txt

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+

bvchenpy-0.1.0/src/BvChenpy.egg-info/requires.txt

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+numpy>=1.22
+scipy>=1.8
+
+[plot]
+matplotlib>=3.5
+
+[test]
+pytest>=7.0
+matplotlib>=3.5

bvchenpy-0.1.0/src/BvChenpy.egg-info/top_level.txt

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+bvchen