Add changelog (#12)

CHANGELOG.md

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+# Changelog
+
+## Unreleased
+
+### Breaking changes
+
+* Renamed `stats_utils` module to `profiler`
+* Data must now be provided to kernels on creation, unbound kernels are
+  no longer allowed
+* `Parameter`s are no longer subclasses of `float`, use `.value` to get
+  their stored value
+* `ConditioningMethod`s were removed, their uses can be replaced with
+  _score functions_
+* The `biv` parameter to the `Profiler` was removed, confidence
+  intervals are univariate only
+
+### Removed
+
+Many distributions and utilities which were created with a specific use
+case in mind and aren't generally useful have been removed:
+
+* `MixtureExponentialModel`,
+* `ExtendedGPD`,
+* `PointProcess`,
+* `CompositionDistribution`,
+* `DetrendedFluctuationAnalysis`,
+* `pettitt_test`,
+* `threshold_selection_GoF` and `threshold_selection_gpd_NorthorpColeman`,
+* extreme values visualisation routines,
+* process samplers (Poisson and Hawkes).
+
+### New features
+
+* Metrics: `{pp,qq}_l{1,2}_distance`, `likelihood`, `expo_ratio`
+* Log-normal distribution
+* Plotting functions now accept an `ax` argument to use instead of the
+  global `plt` figure
+* Constant kernel (most useful for testing)
+* `Kernel`s have a `with_covariate` method that returns a new kernel
+  with the provided data as covariate, but all parameters are kept the
+  same
+* The `random_state` parameter to the `Distribution.rvs` method is now
+  explicit and no longer hidden in the `**kwargs`
+
+### Bug fixes
+
+* Fixed `fit_instance` for nested kernels with fixed values
+* Fixed the `TruncatedDistribution` which forgot its bounds after fitting
+* A parameter which shows up in several places in a distribution will
+  keep the same value when fitting instead of returning independent
+  parameters
+
+### Other
+
+* Add section to README on fitting other score functions than the likelihood
+
+## 0.3.2 - 2021-03-26
+
+Various bug fixes due to new names in version 0.3.0
+
+## 0.3.1 - 2021-03-26
+
+### New features
+
+* New trigonometric kernel
+
+## 0.3.0 - 2021-03-23
+
+This release aims at making fitting even more generic by replacing
+penalized likelihoods with score functions
+
+### Breaking changes
+
+* Remove `log_likelihood` and `opposite_log_likelihood` methods from
+ `Distribution`s
+* Remove `penalty` argument from `fit`
+* `ConditioningMethod`s take `distribution` as the first argument and
+ `data` as the second
+* Rename `Likelihood` class to `Profiler`
+* Rename `mle` attribute to `optimum` in `Profiler` class
+
+### New features
+
+* `fit*` methods minimize a `score` function which takes a distribution
+  and data as arguments. By default, they maximize the log likelihood.
+* New `metrics` module which contains scoring functions
+* The `Profiler` has a `score_function` argument
+* Add `threshold_selection` based on a multiple threshold penultimate model
+* New QQ-plot visualization methods
+
+### Bug fixes
+* `Distribution.rvs` now passes all parameters to `scipy`'s `rvs` methods.
+  In particular, `random_state` is now propagated.
+* `TruncatedDistribution` now ignores data outside its range
+
+### Other
+
+* Improve overall typing of the library
+
+## 0.2.1 - 2021-02-21
+
+### New features
+
+* Add `TruncatedDistribution`
+
+### Bug fixes
+
+* Avoid replacing non-constant parameters with `ConstantParameter`s
+  inside `ParametrizedFunction`s
+* Fix nested kernel fitting
+
+## 0.2.0 - 2021-02-09
+
+This release aims at making the fitting feature more generic by allowing
+other forms of likelihood conditioning and other metrics than the return
+level in the confidence interval computation.
+
+### Breaking changes
+
+* Remove `simulations` and `stopping_times` modules
+* Removed `Likelihood.return_level`
+* Move `visualisation_utils` to their own subpackage
+* Rename `conditioning_method` argument to `penalty`
+* Rename `profile_likelihood` method to `fit_instance`
+
+### New features
+
+* New method `Likelihood.confidence_interval` with the `metric` argument
+  to control which value to estimate
+
+### Other
+
+* Add section to README.rst about parameter profiling
+* Add pre-commit hooks
+* Fix README.rst directives
+
+
+## 0.1.0 - 2021-02-04
+
+Initial release
+
+