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L-UQ 1.0.0

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@DeepanJayaraman DeepanJayaraman released this 08 Jul 19:43
v1.0.0
af21844

[1.0.0] — 2026-07-08

First stable release, prepared alongside the Journal of Statistical
Software submission.

Added

  • Python port of the full MATLAB toolbox (python/lmoments/):
    lmom, pwm, l_moment_ratios, identify_dist,
    parameter_estimation, parameter_identify, fit_best,
    pdf_l, cdf_l, random_l, kl_div, js_div.
  • fit_best guarded fit with ranked fallback, in both languages
    (python/lmoments/parameters.py, fit_best.m): walks the
    ratio-diagram ranking and returns the first family whose closed-form
    estimator domain is satisfied, recording skipped families.
  • Domain guards in both languages: estimator domain violations raise
    informative errors (ParameterEstimationError in Python,
    LUQ:... identifiers in MATLAB) instead of returning NaN.
  • Explicit three-parameter Weibull support end-to-end in MATLAB
    (Parameter_estimation, PDF_l, CDF_l, Random_l); excluded
    from automatic identification by design (ratio-diagram curve overlap).
  • Interactive Streamlit application (python/app.py).
  • Test suites: 30 Python unit tests (python/tests/), a mirrored
    MATLAB suite (tests/test_uq_matlab.m), and an Octave-runnable
    verification script (tests/octave_verify.m, 38 checks) including
    machine-precision equivalence between the MATLAB and Python
    implementations on fixed reference samples.
  • GitHub Actions CI (pytest on ubuntu/windows × Python 3.9/3.12;
    MATLAB suite via matlab-actions).

Fixed

  • CDF_l.m: gamma branch now applies the same location shift as
    PDF_l.m (shifted-gamma PDF/CDF consistency).
  • Identify_dist.m: round(x, 4) rewritten in portable form
    (round(x*1e4)/1e4) so the toolbox runs unmodified under GNU Octave.
  • Identification tests: normal/gamma acknowledged as a degenerate pair
    (the zero-skew limit of the shifted gamma is the normal), same policy
    as Gumbel/GEV and uniform/GP.

Changed

  • Toolbox renamed UQ → L-UQ (repository, paper, error identifiers)
    to be descriptive and avoid collision with the existing UQLab
    framework.
  • MATLAB error identifier prefix UQ: → LUQ:.

Removed

  • lhsgeneral.m (third-party utility with unconfirmed licensing);
    the repository is now 100% MIT. The README points to the original
    File Exchange entry.
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