coppuccino 1.0.0__tar.gz

coppuccino-1.0.0/.gitattributes

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+# Auto detect text files and perform LF normalization
+* text=auto

coppuccino-1.0.0/.github/workflows/publish.yml

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+name: Publish to PyPI
+
+# Publishes the package whenever a GitHub Release is published.
+# Uses PyPI Trusted Publishing (OIDC) — no API tokens are stored in the repo.
+on:
+  release:
+    types: [published]
+
+jobs:
+  build:
+    name: Build distributions
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install uv
+        uses: astral-sh/setup-uv@v6
+
+      - name: Build sdist and wheel
+        run: uv build
+
+      - name: Check package metadata
+        run: uvx twine check dist/*
+
+      - uses: actions/upload-artifact@v4
+        with:
+          name: dist
+          path: dist/
+
+  publish:
+    name: Publish to PyPI
+    needs: build
+    runs-on: ubuntu-latest
+    # Scopes the trusted-publisher grant; add required reviewers in the repo's
+    # Settings > Environments > pypi for an extra manual approval gate.
+    environment:
+      name: pypi
+      url: https://pypi.org/p/coppuccino
+    permissions:
+      id-token: write  # required for Trusted Publishing (OIDC)
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          name: dist
+          path: dist/
+
+      - name: Publish to PyPI
+        uses: pypa/gh-action-pypi-publish@release/v1

coppuccino-1.0.0/.github/workflows/test.yml

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+name: Tests
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+jobs:
+  test:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest]
+        python-version: ["3.11", "3.12", "3.13", "3.14"]
+        # "highest" uses the committed uv.lock; "lowest-direct" exercises the
+        # oldest supported dependency versions declared in pyproject.toml.
+        resolution: ["highest", "lowest-direct"]
+        exclude:
+          # The oldest pinned numpy/scipy predate cp313/cp314 wheels, so the
+          # lowest-direct floors aren't installable on 3.13+ (a normal install
+          # there resolves newer versions, which the "highest" job covers).
+          - python-version: "3.13"
+            resolution: "lowest-direct"
+          - python-version: "3.14"
+            resolution: "lowest-direct"
+        include:
+          # Thin macOS slice: confirm runtime on the oldest and newest Python
+          # (full Python x resolution sweep stays on the faster Ubuntu runners).
+          - os: macos-latest
+            python-version: "3.11"
+            resolution: "highest"
+          - os: macos-latest
+            python-version: "3.14"
+            resolution: "highest"
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Install uv
+        uses: astral-sh/setup-uv@v6
+        with:
+          enable-cache: true
+
+      - name: Verify lockfile is current
+        run: uv lock --check
+
+      - name: Run tests (${{ matrix.resolution }} resolution)
+        run: >
+          uv run --python ${{ matrix.python-version }}
+          --resolution ${{ matrix.resolution }}
+          pytest tests/ -x -q

coppuccino-1.0.0/.gitignore

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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
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+# Distribution / packaging
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+*.egg
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+*.manifest
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+# Translations
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+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
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+# pipenv
+#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
+#   However, in case of collaboration, if having platform-specific dependencies or dependencies
+#   having no cross-platform support, pipenv may install dependencies that don't work, or not
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+#Pipfile.lock
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+# UV
+#   Similar to Pipfile.lock, it is generally recommended to include uv.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#uv.lock
+
+# poetry
+#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
+#   This is especially recommended for binary packages to ensure reproducibility, and is more
+#   commonly ignored for libraries.
+#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
+#poetry.lock
+
+# pdm
+#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
+#pdm.lock
+#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
+#   in version control.
+#   https://pdm.fming.dev/latest/usage/project/#working-with-version-control
+.pdm.toml
+.pdm-python
+.pdm-build/
+
+# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
+__pypackages__/
+
+# Celery stuff
+celerybeat-schedule
+celerybeat.pid
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+.env
+.venv
+env/
+venv/
+ENV/
+env.bak/
+venv.bak/
+
+# Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# pytype static type analyzer
+.pytype/
+
+# Cython debug symbols
+cython_debug/
+
+# PyCharm
+#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
+#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
+#  and can be added to the global gitignore or merged into this file.  For a more nuclear
+#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
+#.idea/
+
+# Ruff stuff:
+.ruff_cache/
+
+# PyPI configuration file
+.pypirc
+
+# Cursor  
+#  Cursor is an AI-powered code editor.`.cursorignore` specifies files/directories to 
+#  exclude from AI features like autocomplete and code analysis. Recommended for sensitive data
+#  refer to https://docs.cursor.com/context/ignore-files
+.cursorignore
+.cursorindexingignore
+
+.DS_Store
+
+# Project-specific
+diagnostics/
+*.pkl
+src/.DS_Store

coppuccino-1.0.0/LICENSE

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+MIT License
+
+Copyright (c) 2025 Aaron D. Johnson
+
+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.

coppuccino-1.0.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: coppuccino
+Version: 1.0.0
+Summary: Fit distributions with normalizing flows + copulas with JAX
+Project-URL: Homepage, https://github.com/AaronDJohnson/coppuccino
+Project-URL: Repository, https://github.com/AaronDJohnson/coppuccino
+Author-email: "Aaron D. Johnson" <aaron9035@gmail.com>
+License-Expression: MIT
+License-File: LICENSE
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Science/Research
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
+Classifier: Topic :: Scientific/Engineering
+Classifier: Topic :: Scientific/Engineering :: Physics
+Requires-Python: <4.0,>=3.11
+Requires-Dist: cloudpickle<4.0.0,>=2.2.1
+Requires-Dist: equinox<0.14.0,>=0.13.2
+Requires-Dist: flowjax<18.0.0,>=17.2.1
+Requires-Dist: interpax<0.4.0,>=0.3.11
+Requires-Dist: jax<0.8,>=0.4.38
+Requires-Dist: jaxlib<0.8,>=0.4.38
+Requires-Dist: jaxtyping<0.4.0,>=0.3.6
+Requires-Dist: numpy<3.0.0,>=1.26
+Requires-Dist: paramax>=0.0.3
+Requires-Dist: scipy>=1.10; python_version < '3.12'
+Requires-Dist: scipy>=1.11.3; python_version >= '3.12'
+Description-Content-Type: text/markdown
+
+<p align="center">
+  <img src="image.png" alt="coppuccino" width="320">
+</p>
+
+<h1 align="center">coppuccino</h1>
+
+<p align="center">
+  <em>Density estimation for multivariate data with copula normalizing flows, in JAX.</em>
+</p>
+
+<p align="center">
+  <a href="https://github.com/AaronDJohnson/coppuccino/actions/workflows/test.yml"><img src="https://github.com/AaronDJohnson/coppuccino/actions/workflows/test.yml/badge.svg" alt="Tests"></a>
+  <img src="https://img.shields.io/badge/python-3.11%20%7C%203.12%20%7C%203.13%20%7C%203.14-blue.svg" alt="Python 3.11 | 3.12 | 3.13 | 3.14">
+  <img src="https://img.shields.io/badge/license-MIT-blue.svg" alt="MIT License">
+</p>
+
+---
+
+**coppuccino** fits and samples from complex multivariate probability
+distributions by combining two classical ideas: *copulas*, which separate a
+joint distribution into its one-dimensional marginals and a dependency
+structure, and *normalizing flows*, which learn that dependency structure
+flexibly. It is designed for — though not limited to — density estimation on
+**MCMC posterior samples**, where it enables fast resampling, density
+evaluation, importance weighting, and calibration diagnostics.
+
+## The idea
+
+Any continuous joint distribution can be decomposed into its marginals and a
+*copula* that couples them. This is **Sklar's theorem**: for a joint density
+$p(\mathbf{x})$ on $\mathbb{R}^d$ with marginal CDFs $F_i$ and marginal
+densities $p_i$,
+
+$$
+p(\mathbf{x}) = \underbrace{c\big(F_1(x_1), \dots, F_d(x_d)\big)}_{\text{copula density}} \prod_{i=1}^{d} \underbrace{p_i(x_i)}_{\text{marginals}}.
+$$
+
+The copula density $c$ captures *all* of the dependence between dimensions; the
+$p_i$ capture the shape of each dimension on its own. Estimating these two
+pieces separately is often much easier than estimating $p(\mathbf{x})$
+directly — especially when the marginals are sharp, bounded, skewed, or
+multimodal, which tends to defeat a plain normalizing flow.
+
+coppuccino estimates the marginals **nonparametrically** and the copula with a
+**normalizing flow**.
+
+## How it works
+
+Fitting proceeds in two stages.
+
+```mermaid
+flowchart LR
+  X["data x in R^d<br/>(e.g. MCMC samples)"]
+  Z["Gaussianized z<br/>standard-normal marginals,<br/>dependency retained"]
+  E["base distribution<br/>N(0, I)"]
+  X -->|"empirical CDF F_i, then inverse-normal Phi^-1<br/>(per dimension, frozen)"| Z
+  Z -->|"triangular spline flow<br/>(learns the copula)"| E
+```
+
+**1. Empirical marginal transforms (Gaussianization).** Each dimension is
+mapped to a standard normal through the probability integral transform followed
+by the inverse-normal CDF,
+
+$$
+z_i = \Phi^{-1}\big(F_i(x_i)\big), \qquad i = 1, \dots, d,
+$$
+
+where $\Phi$ is the standard normal CDF and each $F_i$ is an empirical CDF built
+from the data quantiles as a **monotone spline** (a rational-quadratic spline by
+default; see [Marginal transforms](#marginal-transforms)). After this step the
+transformed variable $\mathbf{z}$ has exactly standard-normal marginals while
+retaining the full dependency structure — so the copula is all that remains to
+be modeled. These transforms are estimated once and then frozen.
+
+**2. The copula flow.** A [triangular spline flow](https://github.com/danielward27/flowjax)
+$T$ models the joint density of $\mathbf{z}$ against a standard-normal base
+$\boldsymbol{\varepsilon} \sim \mathcal{N}(\mathbf{0}, \mathbf{I})$. If the
+dependence were exactly Gaussian, $T$ would only need to learn a correlation —
+the classical Gaussian copula; the flow generalizes this to arbitrary
+dependence. Only this stage is trained.
+
+Putting the stages together, the log-density of a point is available in closed
+form via the change-of-variables formula,
+
+$$
+\log p(\mathbf{x}) = \log p_Z(\mathbf{z}) + \sum_{i=1}^{d}\Big( \log p_i(x_i) - \log \phi(z_i) \Big),
+$$
+
+where $\log p_Z$ is supplied by the flow, $\phi$ is the standard normal density,
+and the sum is the log-Jacobian of the marginal Gaussianization. **Sampling**
+runs the pipeline in reverse: draw $\boldsymbol\varepsilon$ from the base,
+push it through the flow to obtain $\mathbf{z}$, then invert the marginal
+transforms with $x_i = F_i^{-1}\big(\Phi(z_i)\big)$.
+
+### Why this design
+
+- **Separation of concerns.** The flow spends all of its capacity on
+  dependency, because the marginals are already standardized. The empirical
+  CDFs, in turn, reproduce difficult marginal shapes (bounded, spiky,
+  heavy-tailed, multimodal) that flows struggle to fit on their own.
+- **Honest density and importance weights.** With the default
+  rational-quadratic marginals, the forward transform, its inverse, and its
+  derivative all come from a *single* parameterization and are mutually exact to
+  machine precision, so `sample_and_log_prob` returns self-consistent
+  densities.
+- **Built for bounded posteriors.** By default the marginals clip to the
+  observed data range; `prior_bounds` extends them cleanly to a known prior
+  support, which is the common situation for MCMC chains.
+
+## Installation
+
+```bash
+pip install coppuccino
+```
+
+From source:
+
+```bash
+git clone https://github.com/AaronDJohnson/coppuccino.git
+cd coppuccino
+pip install .
+```
+
+### Development
+
+This project is managed with [uv](https://docs.astral.sh/uv/):
+
+```bash
+uv sync           # create the environment and install coppuccino + dev deps
+uv run pytest     # run the test suite
+```
+
+## Quick start
+
+```python
+import numpy as np
+from coppuccino import normalizing_flows_fit, sample, log_prob, save_flow, load_flow
+
+# Fit a copula flow to multivariate data (e.g. MCMC posterior samples)
+data = np.random.randn(5000, 3)
+flow = normalizing_flows_fit(data, max_epochs=200)
+
+# Draw new samples from the fitted distribution
+new_samples = sample(flow, n_samples=1000, rng_seed=42)
+
+# Evaluate the log probability density
+log_probs = log_prob(flow, new_samples)
+
+# Persist and reload the model
+save_flow(flow, "my_flow.pkl")
+loaded_flow = load_flow("my_flow.pkl")
+```
+
+The [`examples/`](examples/) directory contains a worked, end-to-end notebook —
+[`galactic_binary_example.ipynb`](examples/galactic_binary_example.ipynb) — that
+fits a flow to a real gravitational-wave posterior and compares the samples to
+the original chain, plus an HDR calibration walkthrough in
+[`hdr_credibility.ipynb`](examples/hdr_credibility.ipynb).
+
+## API
+
+| Function | Purpose |
+| --- | --- |
+| `normalizing_flows_fit(chain, ...)` | Fit a copula flow to data; returns the fitted model. |
+| `sample(flow, n_samples, rng_seed=...)` | Draw samples from a fitted flow. |
+| `log_prob(flow, samples)` | Evaluate the log density at given points. |
+| `sample_and_log_prob(flow, n_samples, ...)` | Draw samples and their log densities together (for importance sampling). |
+| `save_flow(flow, path)` / `load_flow(path)` | Serialize / deserialize a fitted flow. |
+| `compute_injection_hdr(samples, injection_params, ...)` | HDR credibility of injected/true parameters (calibration). |
+| `check_in_support(samples, injection_params)` | Whether a point lies within the sample support. |
+
+Key options to `normalizing_flows_fit` include `flow_layers` and `knots` (flow
+capacity), `max_epochs`, `learning_rate`, `patience` (training), `prior_bounds`,
+`tail_model`, and `marginal` (the marginal model, below). See the docstrings for
+the full list.
+
+### HDR credibility (inference validation)
+
+The highest-density-region (HDR) credibility of a known/injected parameter is
+the fraction of the fitted distribution that is *more probable* than that point
+— equivalently, the smallest HDR credible level whose region contains it. A
+point at the mode scores near 0; a point far in the tails scores near 1. For
+well-calibrated Bayesian inference these values are uniform on $[0, 1]$ across
+many events — a standard probability–probability check.
+
+```python
+from coppuccino import compute_injection_hdr
+
+posterior_samples = ...          # shape (n_samples, n_params)
+true_params = np.array([1.0, 2.0, 3.0])
+
+hdr = compute_injection_hdr(posterior_samples, true_params)
+# `hdr` is an array: hdr[0] for a single injection, or one value per row for a
+# 2D batch of injections. Injections outside the sample support return 1.0.
+```
+
+## Marginal transforms
+
+The empirical marginals are the heart of the method, and a few options control
+how they behave at and beyond the edges of the data.
+
+### Interpolant
+
+```python
+flow = normalizing_flows_fit(data)                   # marginal="rqs" (default)
+flow = normalizing_flows_fit(data, marginal="pchip") # original PCHIP interpolant
+```
+
+Both families use the same empirical-quantile knots and the same tail and
+prior-bound handling, so they produce nearly identical fits. `"rqs"` (a monotone
+rational-quadratic spline) is preferred because its forward map, inverse, and
+derivative share a single parameterization and are mutually exact to machine
+precision, which keeps `sample_and_log_prob` weights honest. The `"pchip"` path
+builds the CDF and its inverse as two independent splines that are only
+approximate inverses of each other; it is retained for reproducing older fits.
+
+### Prior bounds (recommended for MCMC chains)
+
+```python
+# Extend the empirical CDF out to a known prior support
+bounds = np.array([[-10, 10], [-5, 5], [0, 100]])
+flow = normalizing_flows_fit(data, prior_bounds=bounds)
+```
+
+By default the marginals clip to the observed data range. Supplying
+`prior_bounds` extends each marginal CDF to the prior edges, so the flow can
+generate samples across the full prior support rather than being capped at the
+most extreme training sample.
+
+### Heavy-tailed marginals (experimental)
+
+```python
+# EXPERIMENTAL: peaks-over-threshold Generalized Pareto tails
+flow = normalizing_flows_fit(data, tail_model="gpd", tail_quantile=0.05)
+```
+
+For heavy-tailed marginals, `tail_model="gpd"` fits a Generalized Pareto
+Distribution to each tail via peaks-over-threshold, modeling the extremes more
+faithfully than the default Gaussian tail. `tail_quantile` sets the fraction of
+samples in each tail (default 0.05). This feature is **experimental** — its API
+may change — and it ignores `tail_extension` and `prior_bounds`.
+
+## Requirements
+
+- Python 3.11–3.14
+- JAX / jaxlib >=0.4.38,<0.8
+- NumPy >=1.26,<3
+- SciPy >=1.10 (>=1.11.3 on Python 3.12, the oldest with cp312 wheels)
+- Equinox >=0.13.2,<0.14
+- jaxtyping >=0.3.6,<0.4
+- interpax >=0.3.11,<0.4
+- FlowJAX >=17.2.1,<18
+- paramax >=0.0.3
+- cloudpickle >=2.2.1,<4 (used by `save_flow` / `load_flow`)
+
+Python **3.11 through 3.14** are supported and tested. The lower bounds are the
+oldest versions that pass the test suite on 3.11/3.12; on 3.13 and 3.14 a normal
+install resolves newer versions (the oldest floors predate cp313/cp314 wheels),
+which is what the CI "highest" jobs exercise there. The JAX upper bound is set by
+the flowjax 17.2.1 pairing, not by choice — jax 0.7.x is the newest series that
+runs cleanly with it while still shipping cp314 wheels. The exact ranges
+(including per-Python markers) live in `pyproject.toml` and `pip`/`uv` resolve
+them automatically. The example notebooks need a few extra packages — see
+[`examples/requirements.txt`](examples/requirements.txt).
+
+## Citation
+
+If you use coppuccino in your research, please cite it:
+
+```bibtex
+@software{coppuccino,
+  author  = {Johnson, Aaron D.},
+  title   = {coppuccino: copula normalizing flows in JAX},
+  year    = {2026},
+  version = {1.0.0},
+  url     = {https://github.com/AaronDJohnson/coppuccino}
+}
+```
+
+## References
+
+- A. Sklar (1959). *Fonctions de répartition à n dimensions et leurs marges.*
+  Publications de l'Institut de Statistique de l'Université de Paris. — Sklar's
+  theorem.
+- C. Durkan, A. Bekasov, I. Murray, G. Papamakarios (2019).
+  *[Neural Spline Flows](https://arxiv.org/abs/1906.04032).* NeurIPS. — The
+  rational-quadratic spline transforms used here.
+- G. Papamakarios, E. Nalisnick, D. J. Rezende, S. Mohamed, B. Lakshminarayanan
+  (2021). *[Normalizing Flows for Probabilistic Modeling and Inference](https://arxiv.org/abs/1912.02762).*
+  JMLR. — Review of normalizing flows.
+- The flow implementation builds on
+  [FlowJAX](https://github.com/danielward27/flowjax).
+
+## License
+
+[MIT](LICENSE) © Aaron D. Johnson