Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Add a python version #10

Merged
merged 104 commits into from
Sep 14, 2024
Merged

Add a python version #10

merged 104 commits into from
Sep 14, 2024

Conversation

ygeunkim
Copy link
Owner

@ygeunkim ygeunkim commented Sep 7, 2024 •
edited
Loading

Make python version of bvhar

Python configuration

  • Use R package's headers with pybind11
  • conda
  • pip and wheel
  • Eigen and boost usage

Python codes

  • OLS
  • LDLT structure
  • SV structure
  • Forecasting
    • LDLT
    • SV
  • Rolling window
    • LDLT
    • SV
  • Expanding window
    • LDLT
    • SV

Documentation

  • quartodoc
  • Add doc to each class

ygeunkim and others added 30 commits August 23, 2024 18:08
@ygeunkim
add files for python
ecb536c
@ygeunkim
Merge branch 'develop' into feature/python
76bee86
@ygeunkim
add use_rcpp macro and setup.py that works
4f812b5
@ygeunkim
make module finding function in setup
a5e0362
@ygeunkim
Merge branch 'develop' into feature/python
dba8c82
@ygeunkim
fix setup.py to compile pybind modules
9fe5050
@ygeunkim
add omp check
8a94099
@ygeunkim
make bvharcommon header work in pybind
8a548bf
@ygeunkim
add readme generated by quarto
f032e21
@ygeunkim
add local installation script in readme
227940a
@ygeunkim
start to add modules
8293d3c
@ygeunkim
use two different env
da410fd
@ygeunkim
add temp modules using r header
e91c0e8
@ygeunkim
add quarto
7b9818d
@ygeunkim
add some random generation functions
483def2
@ygeunkim
set quartodoc locally
14b2b42
@ygeunkim
start to make ols module
7cd916f
@ygeunkim
Merge branch 'develop' into feature/python
a3d4063
@ygeunkim
Merge branch 'develop' into feature/python
d88e5da
@ygeunkim
change the ols module name
b3d8865
@ygeunkim
fix multiple openmp linking issue
23bc6d4
@ygeunkim
make test code for internal cpp ols classes
6e804a6
@ygeunkim
make ols python classes
8950fba
@ygeunkim
will move cpp files into one directory
dd2bedd
@ygeunkim
use macros for py dict
ee969fb
@ygeunkim
add other methods in ols that will be defined later
b1add63
@ygeunkim
start to make mcmcldlt in python
ee0f5ac
@ygeunkim
Merge branch 'develop' into feature/python
6bd4e83
@ygeunkim
can do var ldlt mcmc with ssvs and horseshoe
6bef3b2
@ygeunkim
use inheritance for vhar bayes
7ed9351
@ygeunkim
try pip check ci
6d580fd
@ygeunkim
fix eigen_include_dir string in setup
38520dd
@ygeunkim
add some temporary message in pip ci
73873c0
@ygeunkim
simplify the pattern to find boost in windows runner
0b591e4
@ygeunkim
try boost folder also in windows
9cd7fe0
@ygeunkim
use src layout instead of flat layout
b0bc727
@ygeunkim
gitignore for doc was in home ignore so move it
3fbfd9d
@ygeunkim
add test coverage for python
12cbbd1
@ygeunkim
add codecov badge in python readme
15e98de
@ygeunkim
add some doc in model classes
fd306da
@ygeunkim
add wheel check
1b348aa
@ygeunkim
separate install wheel step
fbc9a3c
@ygeunkim
use different path for whl file
d98738c
@ygeunkim
fix windows whl finding and add sdist check
8eb00fd
@ygeunkim
add manifest.in
63b6291
@ygeunkim
try to use setup.py solution instead of manifest for sdist
203437f
@ygeunkim
add pip git install ci
f807cc0
@ygeunkim
change include path line in setup.py
5b9c670
@ygeunkim
remove sdistinclude and use manifest
da125ef
@ygeunkim
use package-data for include
d683fd7
@ygeunkim
try to change package data path
f2f796f
@ygeunkim
do not use sdist
06b33f0
@ygeunkim
use temp directory in git install
a609f7f
@ygeunkim
add vhar ldlt bayes rolling forecast
b2cb0de
@ygeunkim
add expanding window in ldlt
5df25bf
@ygeunkim
add rolling and expanding windows for sv
c7905b3
@ygeunkim
add quartodoc ci
2a8599d
@ygeunkim ygeunkim marked this pull request as ready for review September 14, 2024 09:06
@ygeunkim ygeunkim merged commit a451039 into develop Sep 14, 2024
51 checks passed
@ygeunkim ygeunkim deleted the feature/python branch September 14, 2024 09:07
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers
No reviews
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.
1 participant
@ygeunkim