dfm-python 0.2.5__tar.gz → 0.2.7__tar.gz

{dfm_python-0.2.5 → dfm_python-0.2.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dfm-python
-Version: 0.2.5
+Version: 0.2.7
 Summary: Dynamic Factor Model (DFM) estimation and nowcasting in Python
 Project-URL: Homepage, https://github.com/yourusername/dfm-python
 Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme
@@ -709,12 +709,29 @@ Demonstrates:
 
 ## Project Status
 
-**Version**: 0.2.5  
+**Version**: 0.2.7  
 **Status**: Stable and production-ready  
 **Python**: 3.10+  
 **PyPI**: https://pypi.org/project/dfm-python/
 
-### Recent Improvements (v0.2.5)
+### Recent Improvements (v0.2.7)
+
+- ✅ **Fixed C normalization issue**: C normalization now only applies when C norm is in reasonable range (0.1 ~ 10)
+  - Prevents Q from becoming too small when C norm is very small
+  - Prevents factor values from becoming extreme
+- ✅ **Improved stability**: Conditional C normalization prevents pathological factor paths
+- ✅ **Better diagnostics**: Added variance guard binding checks in tutorial
+
+### Previous Improvements (v0.2.6)
+
+- ✅ **Q matrix cap**: Factor innovation variances bounded above by 1.0 to prevent explosion
+- ✅ **R matrix cap**: Observation error variances bounded above by 10.0 for standardized data
+- ✅ **Improved C normalization**: C norm clipping prevents Q explosion during normalization
+- ✅ **Enhanced initial values**: PCA loadings clipped to prevent extreme initial values
+- ✅ **Bug fix**: Fixed `np.linalg.lu` error by using `np.linalg.slogdet` for determinant computation
+- ✅ **Better stability**: Q and R caps ensure model convergence even with challenging data
+
+### Previous Improvements (v0.2.5)
 
 - ✅ **Q matrix floor**: Factor innovation variances bounded below by 0.01 to prevent scale issues
 - ✅ **C matrix normalization**: Clock-frequency factor loadings normalized (||C[:,j]|| = 1) for scale stability
@@ -749,7 +766,7 @@ If you use `dfm-python` in your research, please cite:
   author = {DFM Python Contributors},
   year = {2025},
   url = {https://pypi.org/project/dfm-python/},
-  version = {0.2.5}
+  version = {0.2.7}
 }
 ```
 

{dfm_python-0.2.5 → dfm_python-0.2.7}/README.md

@@ -663,12 +663,29 @@ Demonstrates:
 
 ## Project Status
 
-**Version**: 0.2.5  
+**Version**: 0.2.7  
 **Status**: Stable and production-ready  
 **Python**: 3.10+  
 **PyPI**: https://pypi.org/project/dfm-python/
 
-### Recent Improvements (v0.2.5)
+### Recent Improvements (v0.2.7)
+
+- ✅ **Fixed C normalization issue**: C normalization now only applies when C norm is in reasonable range (0.1 ~ 10)
+  - Prevents Q from becoming too small when C norm is very small
+  - Prevents factor values from becoming extreme
+- ✅ **Improved stability**: Conditional C normalization prevents pathological factor paths
+- ✅ **Better diagnostics**: Added variance guard binding checks in tutorial
+
+### Previous Improvements (v0.2.6)
+
+- ✅ **Q matrix cap**: Factor innovation variances bounded above by 1.0 to prevent explosion
+- ✅ **R matrix cap**: Observation error variances bounded above by 10.0 for standardized data
+- ✅ **Improved C normalization**: C norm clipping prevents Q explosion during normalization
+- ✅ **Enhanced initial values**: PCA loadings clipped to prevent extreme initial values
+- ✅ **Bug fix**: Fixed `np.linalg.lu` error by using `np.linalg.slogdet` for determinant computation
+- ✅ **Better stability**: Q and R caps ensure model convergence even with challenging data
+
+### Previous Improvements (v0.2.5)
 
 - ✅ **Q matrix floor**: Factor innovation variances bounded below by 0.01 to prevent scale issues
 - ✅ **C matrix normalization**: Clock-frequency factor loadings normalized (||C[:,j]|| = 1) for scale stability
@@ -703,7 +720,7 @@ If you use `dfm-python` in your research, please cite:
   author = {DFM Python Contributors},
   year = {2025},
   url = {https://pypi.org/project/dfm-python/},
-  version = {0.2.5}
+  version = {0.2.7}
 }
 ```