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@OpheliaMiralles OpheliaMiralles released this 14 Oct 19:01
· 10 commits to master since this release

This is a long overdue release of pykelihood with many breaking changes that have accumulated over time.

Breaking changes

  • Renamed stats_utils module to profiler
  • Data must now be provided to kernels on creation, unbound kernels are
    no longer allowed
  • Parameters are no longer subclasses of float, use .value to get
    their stored value
  • ConditioningMethods 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)
  • Kernels 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
  • Add changelog with all version changes up to this one