mcarma 0.1.2__tar.gz

mcarma-0.1.2/CITATION.cff

@@ -0,0 +1,42 @@
+cff-version: 1.2.0
+message: "If you use this software, please cite both the software and the paper below."
+title: "mcarma: multivariate continuous-time ARMA modeling of astronomical multi-band light curves"
+version: "0.1.2"
+license: Apache-2.0
+type: software
+authors:
+  - family-names: Schmidlkofer
+    given-names: Izak
+    affiliation: "Department of Statistics, Oregon State University"
+    email: schmidiz@oregonstate.edu
+  - family-names: Hu
+    given-names: Zhirui
+    affiliation: "Department of Statistics, Oregon State University"
+  - family-names: Shi
+    given-names: Lishan
+    affiliation: "Department of Statistics, Pennsylvania State University"
+  - family-names: Yu
+    given-names: Weixiang
+    affiliation: "The Research Institute of Basic Sciences, Pennsylvania State University"
+  - family-names: Tak
+    given-names: Hyungsuk
+    orcid: "https://orcid.org/0000-0003-0334-8742"
+    affiliation: "Department of Statistics, Pennsylvania State University"
+    email: tak@psu.edu
+# TODO before submission: fill in journal, year, volume, pages and DOI once the
+# companion papers are accepted, and add a software DOI (Zenodo) here.
+preferred-citation:
+  type: article
+  title: "Multivariate continuous-time autoregressive moving average modeling of astronomical multi-band time series"
+  authors:
+    - family-names: Schmidlkofer
+      given-names: Izak
+    - family-names: Hu
+      given-names: Zhirui
+    - family-names: Shi
+      given-names: Lishan
+    - family-names: Yu
+      given-names: Weixiang
+    - family-names: Tak
+      given-names: Hyungsuk
+  year: 2026

mcarma-0.1.2/LICENSE

@@ -0,0 +1,201 @@
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
+      control with that entity. For the purposes of this definition,
+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
+      and conversions to other media types.
+
+      "Work" shall mean the work of authorship, whether in Source or
+      Object form, made available under the License, as indicated by a
+      copyright notice that is included in or attached to the work
+      (an example is provided in the Appendix below).
+
+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
+      editorial revisions, annotations, elaborations, or other modifications
+      represent, as a whole, an original work of authorship. For the purposes
+      of this License, Derivative Works shall not include works that remain
+      separable from, or merely link (or bind by name) to the interfaces of,
+      the Work and Derivative Works thereof.
+
+      "Contribution" shall mean any work of authorship, including
+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
+      submitted to Licensor for inclusion in the Work by the copyright owner
+      or by an individual or Legal Entity authorized to submit on behalf of
+      the copyright owner. For the purposes of this definition, "submitted"
+      means any form of electronic, verbal, or written communication sent
+      to the Licensor or its representatives, including but not limited to
+      communication on electronic mailing lists, source code control systems,
+      and issue tracking systems that are managed by, or on behalf of, the
+      Licensor for the purpose of discussing and improving the Work, but
+      excluding communication that is conspicuously marked or otherwise
+      designated in writing by the copyright owner as "Not a Contribution."
+
+      "Contributor" shall mean Licensor and any individual or Legal Entity
+      on behalf of whom a Contribution has been received by Licensor and
+      subsequently incorporated within the Work.
+
+   2. Grant of Copyright License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      copyright license to reproduce, prepare Derivative Works of,
+      publicly display, publicly perform, sublicense, and distribute the
+      Work and such Derivative Works in Source or Object form.
+
+   3. Grant of Patent License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      (except as stated in this section) patent license to make, have made,
+      use, offer to sell, sell, import, and otherwise transfer the Work,
+      where such license applies only to those patent claims licensable
+      by such Contributor that are necessarily infringed by their
+      Contribution(s) alone or by combination of their Contribution(s)
+      with the Work to which such Contribution(s) was submitted. If You
+      institute patent litigation against any entity (including a
+      cross-claim or counterclaim in a lawsuit) alleging that the Work
+      or a Contribution incorporated within the Work constitutes direct
+      or contributory patent infringement, then any patent licenses
+      granted to You under this License for that Work shall terminate
+      as of the date such litigation is filed.
+
+   4. Redistribution. You may reproduce and distribute copies of the
+      Work or Derivative Works thereof in any medium, with or without
+      modifications, and in Source or Object form, provided that You
+      meet the following conditions:
+
+      (a) You must give any other recipients of the Work or
+          Derivative Works a copy of this License; and
+
+      (b) You must cause any modified files to carry prominent notices
+          stating that You changed the files; and
+
+      (c) You must retain, in the Source form of any Derivative Works
+          that You distribute, all copyright, patent, trademark, and
+          attribution notices from the Source form of the Work,
+          excluding those notices that do not pertain to any part of
+          the Derivative Works; and
+
+      (d) If the Work includes a "NOTICE" text file as part of its
+          distribution, then any Derivative Works that You distribute must
+          include a readable copy of the attribution notices contained
+          within such NOTICE file, excluding those notices that do not
+          pertain to any part of the Derivative Works, in at least one
+          of the following places: within a NOTICE text file distributed
+          as part of the Derivative Works; within the Source form or
+          documentation, if provided along with the Derivative Works; or,
+          within a display generated by the Derivative Works, if and
+          wherever such third-party notices normally appear. The contents
+          of the NOTICE file are for informational purposes only and
+          do not modify the License. You may add Your own attribution
+          notices within Derivative Works that You distribute, alongside
+          or as an addendum to the NOTICE text from the Work, provided
+          that such additional attribution notices cannot be construed
+          as modifying the License.
+
+      You may add Your own copyright statement to Your modifications and
+      may provide additional or different license terms and conditions
+      for use, reproduction, or distribution of Your modifications, or
+      for any such Derivative Works as a whole, provided Your use,
+      reproduction, and distribution of the Work otherwise complies with
+      the conditions stated in this License.
+
+   5. Submission of Contributions. Unless You explicitly state otherwise,
+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
+      with Licensor regarding such Contributions.
+
+   6. Trademarks. This License does not grant permission to use the trade
+      names, trademarks, service marks, or product names of the Licensor,
+      except as required for reasonable and customary use in describing the
+      origin of the Work and reproducing the content of the NOTICE file.
+
+   7. Disclaimer of Warranty. Unless required by applicable law or
+      agreed to in writing, Licensor provides the Work (and each
+      Contributor provides its Contributions) on an "AS IS" BASIS,
+      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+      implied, including, without limitation, any warranties or conditions
+      of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+      PARTICULAR PURPOSE. You are solely responsible for determining the
+      appropriateness of using or redistributing the Work and assume any
+      risks associated with Your exercise of permissions under this License.
+
+   8. Limitation of Liability. In no event and under no legal theory,
+      whether in tort (including negligence), contract, or otherwise,
+      unless required by applicable law (such as deliberate and grossly
+      negligent acts) or agreed to in writing, shall any Contributor be
+      liable to You for damages, including any direct, indirect, special,
+      incidental, or consequential damages of any character arising as a
+      result of this License or out of the use or inability to use the
+      Work (including but not limited to damages for loss of goodwill,
+      work stoppage, computer failure or malfunction, or any and all
+      other commercial damages or losses), even if such Contributor
+      has been advised of the possibility of such damages.
+
+   9. Accepting Warranty or Additional Liability. While redistributing
+      the Work or Derivative Works thereof, You may choose to offer,
+      and charge a fee for, acceptance of support, warranty, indemnity,
+      or other liability obligations and/or rights consistent with this
+      License. However, in accepting such obligations, You may act only
+      on Your own behalf and on Your sole responsibility, not on behalf
+      of any other Contributor, and only if You agree to indemnify,
+      defend, and hold each Contributor harmless for any liability
+      incurred by, or claims asserted against, such Contributor by reason
+      of your accepting any such warranty or additional liability.
+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "[]"
+      replaced with your own identifying information. (Don't include
+      the brackets!)  The text should be enclosed in the appropriate
+      comment syntax for the file format. We also recommend that a
+      file or class name and description of purpose be included on the
+      same "printed page" as the copyright notice for easier
+      identification within third-party archives.
+
+   Copyright 2026 The mcarma authors
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

mcarma-0.1.2/MANIFEST.in

@@ -0,0 +1,19 @@
+include LICENSE
+include README.md
+include CITATION.cff
+
+# The demo light curve and its walkthrough. Without these the documented
+# examples do not run from an installed copy, only from a repo checkout.
+recursive-include examples *.py
+include examples/README.md
+include examples/data/*
+
+# The research tree stays out of the distribution. Nothing above sweeps it in
+# today, so these are here to keep a future include from doing it by accident.
+prune docs
+prune memo
+prune fits
+prune data
+prune weixiang
+prune .claude
+prune .github

mcarma-0.1.2/PKG-INFO

@@ -0,0 +1,188 @@
+Metadata-Version: 2.4
+Name: mcarma
+Version: 0.1.2
+Summary: Multivariate continuous-time ARMA modeling of irregularly sampled astronomical multi-band light curves
+Author: Izak Schmidlkofer, Zhirui Hu, Lishan Shi, Weixiang Yu, Hyungsuk Tak
+Maintainer-email: Izak Schmidlkofer <schmidiz@oregonstate.edu>
+License-Expression: Apache-2.0
+Project-URL: Homepage, https://github.com/ischmidls/mcarma
+Project-URL: Repository, https://github.com/ischmidls/mcarma
+Project-URL: Issues, https://github.com/ischmidls/mcarma/issues
+Keywords: time series,state space,Kalman filter,CARMA,astronomy,quasars
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Topic :: Scientific/Engineering :: Astronomy
+Classifier: Topic :: Scientific/Engineering :: Physics
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.24
+Requires-Dist: scipy>=1.10
+Requires-Dist: jax>=0.4
+Provides-Extra: plots
+Requires-Dist: matplotlib>=3.7; extra == "plots"
+Provides-Extra: numdiff
+Requires-Dist: numdifftools>=0.9; extra == "numdiff"
+Provides-Extra: analysis
+Requires-Dist: pandas>=2.0; extra == "analysis"
+Requires-Dist: statsmodels>=0.14; extra == "analysis"
+Provides-Extra: dev
+Requires-Dist: pytest>=7; extra == "dev"
+Requires-Dist: build>=1.0; extra == "dev"
+Requires-Dist: twine>=5.0; extra == "dev"
+Dynamic: license-file
+
+# mcarma
+
+Fit multivariate continuous-time autoregressive moving average (MCARMA) models
+jointly to irregularly sampled multi-band astronomical time series.
+
+The package extends multivariate damped random walk modeling to higher-order
+stochastic dynamics. Each band can have its own temporal dynamics, while
+dependence across bands is modeled through correlated stochastic drivers. The
+resulting matrix-valued power spectral density characterizes both marginal
+variability within individual bands and dependence across bands.
+
+mcarma supports irregular sampling, heteroscedastic measurement errors, and
+partially observed bands, and fits the joint model using penalized maximum
+likelihood and state-space computation.
+
+```bash
+pip install mcarma
+```
+
+Not on PyPI until the papers are submitted; until then install from a
+checkout (see Development at the bottom).
+
+## Fit one multi-band object
+
+```python
+import numpy as np
+from mcarma import ObservationData, fit, compute_aicc, mcarma_psd
+
+# One scalar measurement per row: time, magnitude, which band, and the
+# measurement variance. Bands need not be observed together.
+data = ObservationData(t_obs=t, y_obs=y, band=band, R=err**2, d=5)
+
+res = fit(data, p=2, q=1, n_restarts=4, use_jax_grad=True)
+
+k    = 5 * 2 + 5 * 1 + 5 * 6 // 2 + 5          # AR + MA + chol(Sigma) + mu
+aicc = compute_aicc(res["loglik_pure"], k, data.n)
+
+freqs = np.logspace(-3.5, -0.7, 400)           # cycles per day
+psd   = mcarma_psd(res["F"], res["G"], res["H"], res["Sigma"], freqs)
+psd[:, 2, 2]                                   # the r band's own spectrum
+```
+
+Each band is centered internally, so pass raw magnitudes. `res["theta"]` is the
+fitted parameter vector, `res["loglik"]` the penalized value and
+`res["loglik_pure"]` the plain one, which is what AICc must be scored on.
+`res["hess_inv"]` carries the inverse Hessian when the optimizer produced one.
+
+## Examples
+
+Three runnable examples are included using an SDSS Stripe 82 quasar light curve
+distributed with the package. The examples require no external data downloads
+and can be run on a standard computer.
+
+| script | what it does | roughly how long |
+| --- | --- | --- |
+| `one_band_psd.py` | fits one filter, prints the variability timescale and the spectrum around its break | 10 seconds |
+| `cross_band_coherence.py` | jointly fits all five filters and estimates cross-band coherence and marginal PSDs | 1 minute |
+| `sdss_stripe82_demo.py` | the full walkthrough: the (1,0)/(2,0)/(2,1) order ladder, AICc selection, light curve and PSD figure | several minutes |
+
+```bash
+pip install mcarma[plots]
+
+python examples/one_band_psd.py                  # r band, prints only
+python examples/one_band_psd.py --band g
+python examples/cross_band_coherence.py          # writes cross_band_coherence.png
+python examples/sdss_stripe82_demo.py --quick    # (1,0) only
+python examples/sdss_stripe82_demo.py            # the whole ladder
+```
+
+`one_band_psd.py` prints its results and needs no plotting library. The other
+two write a PNG, so they need matplotlib, which is the `plots` extra above.
+Every script takes `--obj PATH` to point at a different Stripe 82 file, and the
+examples directory carries a longer walkthrough of what each one shows.
+
+## Model
+
+mcarma represents a $d$-band astronomical time series as a joint
+continuous-time stochastic process. Band-specific ARMA dynamics determine the
+marginal temporal behavior, while correlated Wiener drivers introduce
+dependence across bands.
+
+$$dZ(t)=F Z(t)dt + G\,dB(t),\ \mathrm{Cov}(dB)=\Sigma dt;\quad
+Y_k = C_k(\mu + H Z_k) + \varepsilon_k,\ \varepsilon_k\sim N(0,R_k).$$
+
+$F$ is built from AR Jones factors, $H$ from MA Jones factors. Under the
+structured MCARMA formulation implemented here, cross-band dependence is
+introduced through the covariance matrix $\Sigma$ of the Wiener drivers.
+
+Parameter vector:
+
+```
+theta = [ AR | MA | chol(Sigma) | mu ],   dim = d*p + d*q + d(d+1)/2 + d
+```
+
+AR/MA factor coefficients are stored in log space (positive roots). An MA linear
+factor `b` places a zero at frequency `1/b`, so to put a zero in the observable
+band you set `b = 1/omega_z`. That convention matters.
+
+The likelihood is the Kalman prediction-error decomposition
+(`mcarma/kalman.py`) with exact irregular-gap transitions
+(`mcarma/statespace.py`, Lyapunov `Qd`). The analytic
+gradient and Hessian-vector products are in
+`mcarma/jax_loglik.py` and are what `use_jax_grad=True`
+selects. Production fits use regularization to improve numerical stability and
+discourage poorly identified parameter configurations; model comparison is
+based on the ordinary, unpenalized likelihood. Standard errors are taken from
+the penalized Hessian.
+
+## Dependencies
+
+numpy, scipy and jax. matplotlib, numdifftools, and pandas with statsmodels are
+extras (`plots`, `numdiff`, `analysis`) used by the figures, the fallback
+Hessian, and the analysis scripts.
+
+Importing `mcarma` does not import jax. The analytic-gradient objective
+(`mcarma.jax_loglik`), the transition helpers (`mcarma.jax_transitions`), the
+RTS smoother (`mcarma.smoother`) and the reconstruction helpers (`mcarma.rts`)
+import it at module load, so import those explicitly when you need them. On a
+shared cluster that means importing them inside a job rather than on a login
+node, where jax cannot start its thread pool.
+
+The library logs its fit progress through the standard `logging` module and
+attaches no handler, so it is silent until an application configures one:
+
+```python
+import logging
+logging.basicConfig(level=logging.INFO, format="%(message)s")
+```
+
+## References
+
+- Kelly, B. C. et al. (2014), CARMA for stochastic variability.
+- Hu, Z. et al. (2020), multiband damped random walk.
+- Jones & Ackerson (1990); Cox & Snell (1968); Cordeiro & Klein (1994);
+  Politis, Romano & Wolf (1999).
+
+---
+
+## Development
+
+```bash
+git clone https://github.com/ischmidls/mcarma
+cd mcarma
+pip install -e ".[plots,numdiff,analysis,dev]"
+pytest tests/
+```
+
+The research behind the package, the simulation study and the SDSS Stripe 82
+pipeline the papers report, lives in a separate repository.

mcarma-0.1.2/README.md

@@ -0,0 +1,149 @@
+# mcarma
+
+Fit multivariate continuous-time autoregressive moving average (MCARMA) models
+jointly to irregularly sampled multi-band astronomical time series.
+
+The package extends multivariate damped random walk modeling to higher-order
+stochastic dynamics. Each band can have its own temporal dynamics, while
+dependence across bands is modeled through correlated stochastic drivers. The
+resulting matrix-valued power spectral density characterizes both marginal
+variability within individual bands and dependence across bands.
+
+mcarma supports irregular sampling, heteroscedastic measurement errors, and
+partially observed bands, and fits the joint model using penalized maximum
+likelihood and state-space computation.
+
+```bash
+pip install mcarma
+```
+
+Not on PyPI until the papers are submitted; until then install from a
+checkout (see Development at the bottom).
+
+## Fit one multi-band object
+
+```python
+import numpy as np
+from mcarma import ObservationData, fit, compute_aicc, mcarma_psd
+
+# One scalar measurement per row: time, magnitude, which band, and the
+# measurement variance. Bands need not be observed together.
+data = ObservationData(t_obs=t, y_obs=y, band=band, R=err**2, d=5)
+
+res = fit(data, p=2, q=1, n_restarts=4, use_jax_grad=True)
+
+k    = 5 * 2 + 5 * 1 + 5 * 6 // 2 + 5          # AR + MA + chol(Sigma) + mu
+aicc = compute_aicc(res["loglik_pure"], k, data.n)
+
+freqs = np.logspace(-3.5, -0.7, 400)           # cycles per day
+psd   = mcarma_psd(res["F"], res["G"], res["H"], res["Sigma"], freqs)
+psd[:, 2, 2]                                   # the r band's own spectrum
+```
+
+Each band is centered internally, so pass raw magnitudes. `res["theta"]` is the
+fitted parameter vector, `res["loglik"]` the penalized value and
+`res["loglik_pure"]` the plain one, which is what AICc must be scored on.
+`res["hess_inv"]` carries the inverse Hessian when the optimizer produced one.
+
+## Examples
+
+Three runnable examples are included using an SDSS Stripe 82 quasar light curve
+distributed with the package. The examples require no external data downloads
+and can be run on a standard computer.
+
+| script | what it does | roughly how long |
+| --- | --- | --- |
+| `one_band_psd.py` | fits one filter, prints the variability timescale and the spectrum around its break | 10 seconds |
+| `cross_band_coherence.py` | jointly fits all five filters and estimates cross-band coherence and marginal PSDs | 1 minute |
+| `sdss_stripe82_demo.py` | the full walkthrough: the (1,0)/(2,0)/(2,1) order ladder, AICc selection, light curve and PSD figure | several minutes |
+
+```bash
+pip install mcarma[plots]
+
+python examples/one_band_psd.py                  # r band, prints only
+python examples/one_band_psd.py --band g
+python examples/cross_band_coherence.py          # writes cross_band_coherence.png
+python examples/sdss_stripe82_demo.py --quick    # (1,0) only
+python examples/sdss_stripe82_demo.py            # the whole ladder
+```
+
+`one_band_psd.py` prints its results and needs no plotting library. The other
+two write a PNG, so they need matplotlib, which is the `plots` extra above.
+Every script takes `--obj PATH` to point at a different Stripe 82 file, and the
+examples directory carries a longer walkthrough of what each one shows.
+
+## Model
+
+mcarma represents a $d$-band astronomical time series as a joint
+continuous-time stochastic process. Band-specific ARMA dynamics determine the
+marginal temporal behavior, while correlated Wiener drivers introduce
+dependence across bands.
+
+$$dZ(t)=F Z(t)dt + G\,dB(t),\ \mathrm{Cov}(dB)=\Sigma dt;\quad
+Y_k = C_k(\mu + H Z_k) + \varepsilon_k,\ \varepsilon_k\sim N(0,R_k).$$
+
+$F$ is built from AR Jones factors, $H$ from MA Jones factors. Under the
+structured MCARMA formulation implemented here, cross-band dependence is
+introduced through the covariance matrix $\Sigma$ of the Wiener drivers.
+
+Parameter vector:
+
+```
+theta = [ AR | MA | chol(Sigma) | mu ],   dim = d*p + d*q + d(d+1)/2 + d
+```
+
+AR/MA factor coefficients are stored in log space (positive roots). An MA linear
+factor `b` places a zero at frequency `1/b`, so to put a zero in the observable
+band you set `b = 1/omega_z`. That convention matters.
+
+The likelihood is the Kalman prediction-error decomposition
+(`mcarma/kalman.py`) with exact irregular-gap transitions
+(`mcarma/statespace.py`, Lyapunov `Qd`). The analytic
+gradient and Hessian-vector products are in
+`mcarma/jax_loglik.py` and are what `use_jax_grad=True`
+selects. Production fits use regularization to improve numerical stability and
+discourage poorly identified parameter configurations; model comparison is
+based on the ordinary, unpenalized likelihood. Standard errors are taken from
+the penalized Hessian.
+
+## Dependencies
+
+numpy, scipy and jax. matplotlib, numdifftools, and pandas with statsmodels are
+extras (`plots`, `numdiff`, `analysis`) used by the figures, the fallback
+Hessian, and the analysis scripts.
+
+Importing `mcarma` does not import jax. The analytic-gradient objective
+(`mcarma.jax_loglik`), the transition helpers (`mcarma.jax_transitions`), the
+RTS smoother (`mcarma.smoother`) and the reconstruction helpers (`mcarma.rts`)
+import it at module load, so import those explicitly when you need them. On a
+shared cluster that means importing them inside a job rather than on a login
+node, where jax cannot start its thread pool.
+
+The library logs its fit progress through the standard `logging` module and
+attaches no handler, so it is silent until an application configures one:
+
+```python
+import logging
+logging.basicConfig(level=logging.INFO, format="%(message)s")
+```
+
+## References
+
+- Kelly, B. C. et al. (2014), CARMA for stochastic variability.
+- Hu, Z. et al. (2020), multiband damped random walk.
+- Jones & Ackerson (1990); Cox & Snell (1968); Cordeiro & Klein (1994);
+  Politis, Romano & Wolf (1999).
+
+---
+
+## Development
+
+```bash
+git clone https://github.com/ischmidls/mcarma
+cd mcarma
+pip install -e ".[plots,numdiff,analysis,dev]"
+pytest tests/
+```
+
+The research behind the package, the simulation study and the SDSS Stripe 82
+pipeline the papers report, lives in a separate repository.