torchvine 0.1.0__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -0,0 +1,21 @@
1
+ MIT License
2
+
3
+ Copyright (c) 2016-2025 Shahab A. Shojaeezadeh
4
+
5
+ Permission is hereby granted, free of charge, to any person obtaining a copy
6
+ of this software and associated documentation files (the "Software"), to deal
7
+ in the Software without restriction, including without limitation the rights
8
+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
9
+ copies of the Software, and to permit persons to whom the Software is
10
+ furnished to do so, subject to the following conditions:
11
+
12
+ The above copyright notice and this permission notice shall be included in all
13
+ copies or substantial portions of the Software.
14
+
15
+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16
+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17
+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18
+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19
+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20
+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
21
+ SOFTWARE.
@@ -0,0 +1,245 @@
1
+ Metadata-Version: 2.4
2
+ Name: torchvine
3
+ Version: 0.1.0
4
+ Summary: Pure-PyTorch vine copula modelling — GPU-ready, differentiable, and API-compatible with pyvinecopulib
5
+ Author: Bluerrror
6
+ License-Expression: MIT
7
+ Project-URL: Homepage, https://github.com/Bluerrror/torchvine
8
+ Project-URL: Repository, https://github.com/Bluerrror/torchvine
9
+ Project-URL: Issues, https://github.com/Bluerrror/torchvine/issues
10
+ Keywords: copula,vine-copula,pytorch,gpu,statistics,dependence-modeling
11
+ Classifier: Development Status :: 4 - Beta
12
+ Classifier: Intended Audience :: Science/Research
13
+ Classifier: Programming Language :: Python :: 3
14
+ Classifier: Programming Language :: Python :: 3 :: Only
15
+ Classifier: Programming Language :: Python :: 3.9
16
+ Classifier: Programming Language :: Python :: 3.10
17
+ Classifier: Programming Language :: Python :: 3.11
18
+ Classifier: Programming Language :: Python :: 3.12
19
+ Classifier: Programming Language :: Python :: 3.13
20
+ Classifier: Topic :: Scientific/Engineering :: Mathematics
21
+ Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
22
+ Requires-Python: >=3.9
23
+ Description-Content-Type: text/markdown
24
+ License-File: LICENSE
25
+ Requires-Dist: torch>=2.0
26
+ Requires-Dist: matplotlib>=3.5
27
+ Provides-Extra: dev
28
+ Requires-Dist: pytest>=7.0; extra == "dev"
29
+ Requires-Dist: pyvinecopulib>=0.6; extra == "dev"
30
+ Requires-Dist: scipy>=1.10; extra == "dev"
31
+ Requires-Dist: numpy>=1.24; extra == "dev"
32
+ Requires-Dist: nbformat>=5.0; extra == "dev"
33
+ Dynamic: license-file
34
+
35
+ # torchvine
36
+
37
+ <p align="center">
38
+ <img src="https://capsule-render.vercel.app/api?type=waving&height=180&color=0:ee4c2c,100:ff6f00&text=torchvine&fontColor=ffffff&fontSize=60&fontAlignY=35&desc=Pure-PyTorch%20Vine%20Copula%20Modelling&descAlign=50&descAlignY=55" width="100%" alt="torchvine"/>
39
+ </p>
40
+
41
+ <p align="center">
42
+ <a href="https://pypi.org/project/torchvine/"><img src="https://img.shields.io/pypi/v/torchvine?color=ee4c2c&style=for-the-badge" alt="PyPI"/></a>
43
+ <a href="https://pypi.org/project/torchvine/"><img src="https://img.shields.io/pypi/pyversions/torchvine?style=for-the-badge&color=ff6f00" alt="Python"/></a>
44
+ <a href="https://opensource.org/licenses/MIT"><img src="https://img.shields.io/badge/License-MIT-yellow?style=for-the-badge" alt="License"/></a>
45
+ <a href="https://pytorch.org/"><img src="https://img.shields.io/badge/PyTorch-2.0%2B-ee4c2c?style=for-the-badge&logo=pytorch&logoColor=white" alt="PyTorch"/></a>
46
+ </p>
47
+
48
+ <p align="center">
49
+ GPU-ready, differentiable vine copula modelling in pure PyTorch.<br>
50
+ <b>Drop-in replacement</b> for <a href="https://github.com/vinecopulib/pyvinecopulib">pyvinecopulib</a> — same API, but with autograd and CUDA support.
51
+ </p>
52
+
53
+ ---
54
+
55
+ ## ✨ Why torchvine?
56
+
57
+ | | torchvine | pyvinecopulib |
58
+ |---|---|---|
59
+ | **Backend** | Pure PyTorch (GPU / CPU) | C++ with Python bindings |
60
+ | **Differentiable** | ✅ Autograd-compatible | ❌ |
61
+ | **GPU acceleration** | ✅ CUDA tensors | ❌ CPU only |
62
+ | **API** | Drop-in replacement | Reference |
63
+ | **Copula families** | 13 (full parity) | 13 |
64
+
65
+ **Zero C/C++ dependencies** — everything is implemented in pure PyTorch, making it easy to install, debug, and extend.
66
+
67
+ ---
68
+
69
+ ## 🚀 Installation
70
+
71
+ ```bash
72
+ pip install torchvine
73
+ ```
74
+
75
+ From source:
76
+
77
+ ```bash
78
+ git clone https://github.com/Bluerrror/torchvine.git
79
+ cd torchvine
80
+ pip install -e .
81
+ ```
82
+
83
+ **Requirements:** Python ≥ 3.9 &nbsp;|&nbsp; PyTorch ≥ 2.0 &nbsp;|&nbsp; matplotlib ≥ 3.5
84
+
85
+ ---
86
+
87
+ ## 📖 Quick Start
88
+
89
+ ### Bivariate Copula
90
+
91
+ ```python
92
+ import torch
93
+ import torchvine as tv
94
+
95
+ # Create a Gaussian copula with correlation 0.7
96
+ cop = tv.Bicop(tv.BicopFamily.gaussian, parameters=torch.tensor([0.7]))
97
+ print(cop.str()) # <Bicop> family=gaussian, rotation=0, parameters=[0.7]
98
+ print(cop.parameters_to_tau()) # Kendall's tau ≈ 0.494
99
+
100
+ # Evaluate density and simulate
101
+ u = torch.rand(1000, 2, dtype=torch.float64)
102
+ pdf_vals = cop.pdf(u)
103
+ samples = cop.simulate(1000)
104
+
105
+ # Fit from data (automatic family selection)
106
+ fitted = tv.Bicop()
107
+ fitted.select(samples)
108
+ print(fitted.str())
109
+ ```
110
+
111
+ ### Vine Copula
112
+
113
+ ```python
114
+ # Fit a 5-dimensional vine copula
115
+ data = torch.rand(500, 5, dtype=torch.float64)
116
+ vine = tv.Vinecop(d=5)
117
+ vine.select(data, controls=tv.FitControlsVinecop(family_set=tv.parametric))
118
+
119
+ print(vine.str())
120
+ print(f"Log-likelihood: {vine.loglik(data):.2f}")
121
+ print(f"AIC: {vine.aic(data):.2f}")
122
+
123
+ # Simulate and transform
124
+ sim = vine.simulate(1000)
125
+ pit = vine.rosenblatt(data) # probability integral transform
126
+ ```
127
+
128
+ ### Dependence Measures
129
+
130
+ ```python
131
+ x = torch.randn(1000, dtype=torch.float64)
132
+ y = 0.6 * x + 0.8 * torch.randn(1000, dtype=torch.float64)
133
+
134
+ print(tv.kendall_tau(x, y)) # Kendall's tau
135
+ print(tv.spearman_rho(x, y)) # Spearman's rho
136
+ print(tv.pearson_cor(x, y)) # Pearson correlation
137
+ print(tv.blomqvist_beta(x, y)) # Blomqvist's beta
138
+ print(tv.hoeffding_d(x, y)) # Hoeffding's D
139
+ ```
140
+
141
+ ### GPU Acceleration
142
+
143
+ ```python
144
+ device = "cuda" if torch.cuda.is_available() else "cpu"
145
+ u_gpu = torch.rand(10000, 2, dtype=torch.float64, device=device)
146
+
147
+ cop = tv.Bicop(tv.BicopFamily.clayton, parameters=torch.tensor([3.0], device=device))
148
+ pdf_gpu = cop.pdf(u_gpu) # runs entirely on GPU
149
+ ```
150
+
151
+ ---
152
+
153
+ ## 📋 Supported Copula Families
154
+
155
+ | Family | Parameters | Type |
156
+ |--------|-----------|------|
157
+ | Independence | 0 | — |
158
+ | Gaussian | 1 (ρ) | Elliptical |
159
+ | Student-t | 2 (ρ, ν) | Elliptical |
160
+ | Clayton | 1 (θ) | Archimedean |
161
+ | Gumbel | 1 (θ) | Archimedean / Extreme-value |
162
+ | Frank | 1 (θ) | Archimedean |
163
+ | Joe | 1 (θ) | Archimedean |
164
+ | BB1 | 2 (θ, δ) | Archimedean |
165
+ | BB6 | 2 (θ, δ) | Archimedean |
166
+ | BB7 | 2 (θ, δ) | Archimedean |
167
+ | BB8 | 2 (θ, δ) | Archimedean |
168
+ | Tawn | 3 (ψ₁, ψ₂, θ) | Extreme-value |
169
+ | TLL | nonparametric | Kernel-based |
170
+
171
+ All asymmetric families support rotations (0°, 90°, 180°, 270°).
172
+
173
+ ---
174
+
175
+ ## 📚 API Reference
176
+
177
+ ### Core Classes
178
+
179
+ | Class | Description |
180
+ |-------|-------------|
181
+ | `tv.Bicop` | Bivariate copula — create, fit, evaluate, simulate |
182
+ | `tv.Vinecop` | Vine copula model — select, pdf, simulate, rosenblatt |
183
+ | `tv.Kde1d` | 1-D kernel density estimation — fit, pdf, cdf, quantile |
184
+ | `tv.RVineStructure` | R-vine structure matrix |
185
+ | `tv.DVineStructure` | D-vine structure (convenience subclass) |
186
+ | `tv.CVineStructure` | C-vine structure (convenience subclass) |
187
+ | `tv.FitControlsBicop` | Fitting options for bivariate copulas |
188
+ | `tv.FitControlsVinecop` | Fitting options for vine copulas |
189
+ | `tv.BicopFamily` | Enum of all copula families |
190
+
191
+ ### Dependence Measures
192
+
193
+ | Function | Description |
194
+ |----------|-------------|
195
+ | `tv.kendall_tau(x, y)` | Kendall's rank correlation |
196
+ | `tv.spearman_rho(x, y)` | Spearman's rank correlation |
197
+ | `tv.pearson_cor(x, y)` | Pearson linear correlation |
198
+ | `tv.blomqvist_beta(x, y)` | Blomqvist's beta (medial correlation) |
199
+ | `tv.hoeffding_d(x, y)` | Hoeffding's D statistic |
200
+ | `tv.wdm(x, y, method)` | Unified interface for all measures |
201
+
202
+ ### Utilities
203
+
204
+ | Function | Description |
205
+ |----------|-------------|
206
+ | `tv.to_pseudo_obs(data)` | Rank-transform to pseudo-observations |
207
+ | `tv.simulate_uniform(n, d)` | Uniform random / quasi-random samples |
208
+ | `tv.pairs_copula_data(data)` | Pairs plot with copula density contours |
209
+
210
+ ---
211
+
212
+ ## 📓 Examples
213
+
214
+ See the [`examples/`](examples/) directory for Jupyter notebooks:
215
+
216
+ | Notebook | Topics |
217
+ |----------|--------|
218
+ | [01 — Getting Started](examples/01_getting_started.ipynb) | Imports, copula basics, simulation, fitting |
219
+ | [02 — Bivariate Copulas](examples/02_bivariate_copulas.ipynb) | All families, rotations, Student-t, model selection |
220
+ | [03 — Vine Copulas](examples/03_vine_copulas.ipynb) | Vine fitting, structure, simulation, Rosenblatt transform |
221
+ | [04 — Kde1d & Statistics](examples/04_kde1d_and_stats.ipynb) | KDE, dependence measures, pairs plot visualization |
222
+
223
+ ---
224
+
225
+ ## 🤝 Contributing
226
+
227
+ 1. Fork the repo
228
+ 2. Create a feature branch: `git checkout -b feature/amazing-feature`
229
+ 3. Commit changes: `git commit -m "Add amazing feature"`
230
+ 4. Push: `git push origin feature/amazing-feature`
231
+ 5. Open a Pull Request
232
+
233
+ ---
234
+
235
+ ## 📄 License
236
+
237
+ MIT License — see [LICENSE](LICENSE) for details.
238
+
239
+ ---
240
+
241
+ ## 🙏 Acknowledgements
242
+
243
+ - API design follows [vinecopulib](https://github.com/vinecopulib/vinecopulib) / [pyvinecopulib](https://github.com/vinecopulib/pyvinecopulib) by Thomas Nagler and Thibault Vatter.
244
+
245
+ <img width="100%" src="https://capsule-render.vercel.app/api?type=waving&color=0:ee4c2c,100:ff6f00&height=100&section=footer"/>
@@ -0,0 +1,211 @@
1
+ # torchvine
2
+
3
+ <p align="center">
4
+ <img src="https://capsule-render.vercel.app/api?type=waving&height=180&color=0:ee4c2c,100:ff6f00&text=torchvine&fontColor=ffffff&fontSize=60&fontAlignY=35&desc=Pure-PyTorch%20Vine%20Copula%20Modelling&descAlign=50&descAlignY=55" width="100%" alt="torchvine"/>
5
+ </p>
6
+
7
+ <p align="center">
8
+ <a href="https://pypi.org/project/torchvine/"><img src="https://img.shields.io/pypi/v/torchvine?color=ee4c2c&style=for-the-badge" alt="PyPI"/></a>
9
+ <a href="https://pypi.org/project/torchvine/"><img src="https://img.shields.io/pypi/pyversions/torchvine?style=for-the-badge&color=ff6f00" alt="Python"/></a>
10
+ <a href="https://opensource.org/licenses/MIT"><img src="https://img.shields.io/badge/License-MIT-yellow?style=for-the-badge" alt="License"/></a>
11
+ <a href="https://pytorch.org/"><img src="https://img.shields.io/badge/PyTorch-2.0%2B-ee4c2c?style=for-the-badge&logo=pytorch&logoColor=white" alt="PyTorch"/></a>
12
+ </p>
13
+
14
+ <p align="center">
15
+ GPU-ready, differentiable vine copula modelling in pure PyTorch.<br>
16
+ <b>Drop-in replacement</b> for <a href="https://github.com/vinecopulib/pyvinecopulib">pyvinecopulib</a> — same API, but with autograd and CUDA support.
17
+ </p>
18
+
19
+ ---
20
+
21
+ ## ✨ Why torchvine?
22
+
23
+ | | torchvine | pyvinecopulib |
24
+ |---|---|---|
25
+ | **Backend** | Pure PyTorch (GPU / CPU) | C++ with Python bindings |
26
+ | **Differentiable** | ✅ Autograd-compatible | ❌ |
27
+ | **GPU acceleration** | ✅ CUDA tensors | ❌ CPU only |
28
+ | **API** | Drop-in replacement | Reference |
29
+ | **Copula families** | 13 (full parity) | 13 |
30
+
31
+ **Zero C/C++ dependencies** — everything is implemented in pure PyTorch, making it easy to install, debug, and extend.
32
+
33
+ ---
34
+
35
+ ## 🚀 Installation
36
+
37
+ ```bash
38
+ pip install torchvine
39
+ ```
40
+
41
+ From source:
42
+
43
+ ```bash
44
+ git clone https://github.com/Bluerrror/torchvine.git
45
+ cd torchvine
46
+ pip install -e .
47
+ ```
48
+
49
+ **Requirements:** Python ≥ 3.9 &nbsp;|&nbsp; PyTorch ≥ 2.0 &nbsp;|&nbsp; matplotlib ≥ 3.5
50
+
51
+ ---
52
+
53
+ ## 📖 Quick Start
54
+
55
+ ### Bivariate Copula
56
+
57
+ ```python
58
+ import torch
59
+ import torchvine as tv
60
+
61
+ # Create a Gaussian copula with correlation 0.7
62
+ cop = tv.Bicop(tv.BicopFamily.gaussian, parameters=torch.tensor([0.7]))
63
+ print(cop.str()) # <Bicop> family=gaussian, rotation=0, parameters=[0.7]
64
+ print(cop.parameters_to_tau()) # Kendall's tau ≈ 0.494
65
+
66
+ # Evaluate density and simulate
67
+ u = torch.rand(1000, 2, dtype=torch.float64)
68
+ pdf_vals = cop.pdf(u)
69
+ samples = cop.simulate(1000)
70
+
71
+ # Fit from data (automatic family selection)
72
+ fitted = tv.Bicop()
73
+ fitted.select(samples)
74
+ print(fitted.str())
75
+ ```
76
+
77
+ ### Vine Copula
78
+
79
+ ```python
80
+ # Fit a 5-dimensional vine copula
81
+ data = torch.rand(500, 5, dtype=torch.float64)
82
+ vine = tv.Vinecop(d=5)
83
+ vine.select(data, controls=tv.FitControlsVinecop(family_set=tv.parametric))
84
+
85
+ print(vine.str())
86
+ print(f"Log-likelihood: {vine.loglik(data):.2f}")
87
+ print(f"AIC: {vine.aic(data):.2f}")
88
+
89
+ # Simulate and transform
90
+ sim = vine.simulate(1000)
91
+ pit = vine.rosenblatt(data) # probability integral transform
92
+ ```
93
+
94
+ ### Dependence Measures
95
+
96
+ ```python
97
+ x = torch.randn(1000, dtype=torch.float64)
98
+ y = 0.6 * x + 0.8 * torch.randn(1000, dtype=torch.float64)
99
+
100
+ print(tv.kendall_tau(x, y)) # Kendall's tau
101
+ print(tv.spearman_rho(x, y)) # Spearman's rho
102
+ print(tv.pearson_cor(x, y)) # Pearson correlation
103
+ print(tv.blomqvist_beta(x, y)) # Blomqvist's beta
104
+ print(tv.hoeffding_d(x, y)) # Hoeffding's D
105
+ ```
106
+
107
+ ### GPU Acceleration
108
+
109
+ ```python
110
+ device = "cuda" if torch.cuda.is_available() else "cpu"
111
+ u_gpu = torch.rand(10000, 2, dtype=torch.float64, device=device)
112
+
113
+ cop = tv.Bicop(tv.BicopFamily.clayton, parameters=torch.tensor([3.0], device=device))
114
+ pdf_gpu = cop.pdf(u_gpu) # runs entirely on GPU
115
+ ```
116
+
117
+ ---
118
+
119
+ ## 📋 Supported Copula Families
120
+
121
+ | Family | Parameters | Type |
122
+ |--------|-----------|------|
123
+ | Independence | 0 | — |
124
+ | Gaussian | 1 (ρ) | Elliptical |
125
+ | Student-t | 2 (ρ, ν) | Elliptical |
126
+ | Clayton | 1 (θ) | Archimedean |
127
+ | Gumbel | 1 (θ) | Archimedean / Extreme-value |
128
+ | Frank | 1 (θ) | Archimedean |
129
+ | Joe | 1 (θ) | Archimedean |
130
+ | BB1 | 2 (θ, δ) | Archimedean |
131
+ | BB6 | 2 (θ, δ) | Archimedean |
132
+ | BB7 | 2 (θ, δ) | Archimedean |
133
+ | BB8 | 2 (θ, δ) | Archimedean |
134
+ | Tawn | 3 (ψ₁, ψ₂, θ) | Extreme-value |
135
+ | TLL | nonparametric | Kernel-based |
136
+
137
+ All asymmetric families support rotations (0°, 90°, 180°, 270°).
138
+
139
+ ---
140
+
141
+ ## 📚 API Reference
142
+
143
+ ### Core Classes
144
+
145
+ | Class | Description |
146
+ |-------|-------------|
147
+ | `tv.Bicop` | Bivariate copula — create, fit, evaluate, simulate |
148
+ | `tv.Vinecop` | Vine copula model — select, pdf, simulate, rosenblatt |
149
+ | `tv.Kde1d` | 1-D kernel density estimation — fit, pdf, cdf, quantile |
150
+ | `tv.RVineStructure` | R-vine structure matrix |
151
+ | `tv.DVineStructure` | D-vine structure (convenience subclass) |
152
+ | `tv.CVineStructure` | C-vine structure (convenience subclass) |
153
+ | `tv.FitControlsBicop` | Fitting options for bivariate copulas |
154
+ | `tv.FitControlsVinecop` | Fitting options for vine copulas |
155
+ | `tv.BicopFamily` | Enum of all copula families |
156
+
157
+ ### Dependence Measures
158
+
159
+ | Function | Description |
160
+ |----------|-------------|
161
+ | `tv.kendall_tau(x, y)` | Kendall's rank correlation |
162
+ | `tv.spearman_rho(x, y)` | Spearman's rank correlation |
163
+ | `tv.pearson_cor(x, y)` | Pearson linear correlation |
164
+ | `tv.blomqvist_beta(x, y)` | Blomqvist's beta (medial correlation) |
165
+ | `tv.hoeffding_d(x, y)` | Hoeffding's D statistic |
166
+ | `tv.wdm(x, y, method)` | Unified interface for all measures |
167
+
168
+ ### Utilities
169
+
170
+ | Function | Description |
171
+ |----------|-------------|
172
+ | `tv.to_pseudo_obs(data)` | Rank-transform to pseudo-observations |
173
+ | `tv.simulate_uniform(n, d)` | Uniform random / quasi-random samples |
174
+ | `tv.pairs_copula_data(data)` | Pairs plot with copula density contours |
175
+
176
+ ---
177
+
178
+ ## 📓 Examples
179
+
180
+ See the [`examples/`](examples/) directory for Jupyter notebooks:
181
+
182
+ | Notebook | Topics |
183
+ |----------|--------|
184
+ | [01 — Getting Started](examples/01_getting_started.ipynb) | Imports, copula basics, simulation, fitting |
185
+ | [02 — Bivariate Copulas](examples/02_bivariate_copulas.ipynb) | All families, rotations, Student-t, model selection |
186
+ | [03 — Vine Copulas](examples/03_vine_copulas.ipynb) | Vine fitting, structure, simulation, Rosenblatt transform |
187
+ | [04 — Kde1d & Statistics](examples/04_kde1d_and_stats.ipynb) | KDE, dependence measures, pairs plot visualization |
188
+
189
+ ---
190
+
191
+ ## 🤝 Contributing
192
+
193
+ 1. Fork the repo
194
+ 2. Create a feature branch: `git checkout -b feature/amazing-feature`
195
+ 3. Commit changes: `git commit -m "Add amazing feature"`
196
+ 4. Push: `git push origin feature/amazing-feature`
197
+ 5. Open a Pull Request
198
+
199
+ ---
200
+
201
+ ## 📄 License
202
+
203
+ MIT License — see [LICENSE](LICENSE) for details.
204
+
205
+ ---
206
+
207
+ ## 🙏 Acknowledgements
208
+
209
+ - API design follows [vinecopulib](https://github.com/vinecopulib/vinecopulib) / [pyvinecopulib](https://github.com/vinecopulib/pyvinecopulib) by Thomas Nagler and Thibault Vatter.
210
+
211
+ <img width="100%" src="https://capsule-render.vercel.app/api?type=waving&color=0:ee4c2c,100:ff6f00&height=100&section=footer"/>
@@ -0,0 +1,56 @@
1
+ [build-system]
2
+ requires = ["setuptools>=68", "wheel"]
3
+ build-backend = "setuptools.build_meta"
4
+
5
+ [project]
6
+ name = "torchvine"
7
+ version = "0.1.0"
8
+ description = "Pure-PyTorch vine copula modelling — GPU-ready, differentiable, and API-compatible with pyvinecopulib"
9
+ readme = "README.md"
10
+ requires-python = ">=3.9"
11
+ license = "MIT"
12
+ keywords = ["copula", "vine-copula", "pytorch", "gpu", "statistics", "dependence-modeling"]
13
+ authors = [
14
+ { name = "Bluerrror" },
15
+ ]
16
+ classifiers = [
17
+ "Development Status :: 4 - Beta",
18
+ "Intended Audience :: Science/Research",
19
+ "Programming Language :: Python :: 3",
20
+ "Programming Language :: Python :: 3 :: Only",
21
+ "Programming Language :: Python :: 3.9",
22
+ "Programming Language :: Python :: 3.10",
23
+ "Programming Language :: Python :: 3.11",
24
+ "Programming Language :: Python :: 3.12",
25
+ "Programming Language :: Python :: 3.13",
26
+ "Topic :: Scientific/Engineering :: Mathematics",
27
+ "Topic :: Scientific/Engineering :: Artificial Intelligence",
28
+ ]
29
+ dependencies = [
30
+ "torch>=2.0",
31
+ "matplotlib>=3.5",
32
+ ]
33
+
34
+ [project.optional-dependencies]
35
+ dev = [
36
+ "pytest>=7.0",
37
+ "pyvinecopulib>=0.6",
38
+ "scipy>=1.10",
39
+ "numpy>=1.24",
40
+ "nbformat>=5.0",
41
+ ]
42
+
43
+ [project.urls]
44
+ Homepage = "https://github.com/Bluerrror/torchvine"
45
+ Repository = "https://github.com/Bluerrror/torchvine"
46
+ Issues = "https://github.com/Bluerrror/torchvine/issues"
47
+
48
+ [tool.setuptools]
49
+ package-dir = { "" = "." }
50
+
51
+ [tool.setuptools.packages.find]
52
+ where = ["."]
53
+ include = ["torchvine*"]
54
+
55
+ [tool.pytest.ini_options]
56
+ testpaths = ["tests"]
@@ -0,0 +1,4 @@
1
+ [egg_info]
2
+ tag_build =
3
+ tag_date = 0
4
+
@@ -0,0 +1,106 @@
1
+ """Test that torchvine has API parity with pyvinecopulib (excluding student copula)."""
2
+ import unittest
3
+
4
+ try:
5
+ import pyvinecopulib as pv
6
+ HAS_PV = True
7
+ except ImportError:
8
+ HAS_PV = False
9
+
10
+ import torchvine as tv
11
+
12
+
13
+ @unittest.skipUnless(HAS_PV, "pyvinecopulib not installed")
14
+ class TestBicopAPIParity(unittest.TestCase):
15
+ """Every public method on pv.Bicop should exist on tv.Bicop."""
16
+
17
+ SKIP = {"plot"} # plot may differ in implementation
18
+
19
+ def test_all_methods_exist(self):
20
+ pv_methods = {m for m in dir(pv.Bicop) if not m.startswith("_")} - self.SKIP
21
+ tv_methods = {m for m in dir(tv.Bicop) if not m.startswith("_")}
22
+ missing = pv_methods - tv_methods
23
+ self.assertEqual(missing, set(),
24
+ f"Missing Bicop methods: {missing}")
25
+
26
+
27
+ @unittest.skipUnless(HAS_PV, "pyvinecopulib not installed")
28
+ class TestVinecopAPIParity(unittest.TestCase):
29
+ """Every public method on pv.Vinecop should exist on tv.Vinecop."""
30
+
31
+ SKIP = {"plot"}
32
+
33
+ def test_all_methods_exist(self):
34
+ pv_methods = {m for m in dir(pv.Vinecop) if not m.startswith("_")} - self.SKIP
35
+ tv_inst = tv.Vinecop.from_dimension(3)
36
+ tv_methods = {m for m in dir(tv_inst) if not m.startswith("_")}
37
+ missing = pv_methods - tv_methods
38
+ self.assertEqual(missing, set(),
39
+ f"Missing Vinecop methods: {missing}")
40
+
41
+
42
+ @unittest.skipUnless(HAS_PV, "pyvinecopulib not installed")
43
+ class TestRVineStructureAPIParity(unittest.TestCase):
44
+ """Every public method on pv.RVineStructure should exist on tv.RVineStructure."""
45
+
46
+ def test_all_methods_exist(self):
47
+ pv_methods = {m for m in dir(pv.RVineStructure) if not m.startswith("_")}
48
+ tv_inst = tv.RVineStructure.from_dimension(4)
49
+ tv_methods = {m for m in dir(tv_inst) if not m.startswith("_")}
50
+ missing = pv_methods - tv_methods
51
+ self.assertEqual(missing, set(),
52
+ f"Missing RVineStructure methods: {missing}")
53
+
54
+
55
+ @unittest.skipUnless(HAS_PV, "pyvinecopulib not installed")
56
+ class TestFitControlsAPIParity(unittest.TestCase):
57
+ """FitControls classes should have matching attributes."""
58
+
59
+ SKIP_BICOP = set()
60
+ SKIP_VINECOP = set()
61
+
62
+ def test_bicop_controls(self):
63
+ pv_attrs = {m for m in dir(pv.FitControlsBicop) if not m.startswith("_")} - self.SKIP_BICOP
64
+ tv_inst = tv.FitControlsBicop()
65
+ tv_attrs = {m for m in dir(tv_inst) if not m.startswith("_")}
66
+ missing = pv_attrs - tv_attrs
67
+ self.assertEqual(missing, set(),
68
+ f"Missing FitControlsBicop attrs: {missing}")
69
+
70
+ def test_vinecop_controls(self):
71
+ pv_attrs = {m for m in dir(pv.FitControlsVinecop) if not m.startswith("_")} - self.SKIP_VINECOP
72
+ tv_inst = tv.FitControlsVinecop()
73
+ tv_attrs = {m for m in dir(tv_inst) if not m.startswith("_")}
74
+ missing = pv_attrs - tv_attrs
75
+ self.assertEqual(missing, set(),
76
+ f"Missing FitControlsVinecop attrs: {missing}")
77
+
78
+
79
+ @unittest.skipUnless(HAS_PV, "pyvinecopulib not installed")
80
+ class TestModuleLevelParity(unittest.TestCase):
81
+ """Module-level names should exist in torchvine."""
82
+
83
+ # Names that are intentionally excluded
84
+ SKIP = {"student", "benchmark", "pyvinecopulib_ext"}
85
+
86
+ def test_module_names(self):
87
+ pv_names = {m for m in dir(pv)
88
+ if not m.startswith("_") and m[0].islower()} - self.SKIP
89
+ tv_names = {m for m in dir(tv) if not m.startswith("_") and m[0].islower()}
90
+ missing = pv_names - tv_names
91
+ self.assertEqual(missing, set(),
92
+ f"Missing module-level names: {missing}")
93
+
94
+
95
+ @unittest.skipUnless(HAS_PV, "pyvinecopulib not installed")
96
+ class TestFamilyEnumParity(unittest.TestCase):
97
+ """BicopFamily enum should contain all pyvinecopulib families except student."""
98
+
99
+ def test_families_match(self):
100
+ pv_fams = {f.name for f in pv.BicopFamily} - {"student"}
101
+ tv_fams = {f.name for f in tv.BicopFamily}
102
+ self.assertEqual(pv_fams, tv_fams)
103
+
104
+
105
+ if __name__ == "__main__":
106
+ unittest.main()