Code

Add a python version#10

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ygeunkim merged 104 commits intodevelopygeunkim/bvhar:developfrom feature/pythonygeunkim/bvhar:feature/pythonCopy head branch name to clipboardSep 14, 2024

+7,811-538

Commits

Commits on Aug 23, 2024

• add files for python

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Commits on Aug 24, 2024

• Merge branch 'develop' into feature/python

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• add use_rcpp macro and setup.py that works

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• make module finding function in setup

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Commits on Aug 25, 2024

• Merge branch 'develop' into feature/python

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• fix setup.py to compile pybind modules

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• add omp check

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• make bvharcommon header work in pybind

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• add readme generated by quarto

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• add local installation script in readme

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Commits on Aug 26, 2024

• start to add modules

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• use two different env

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• add temp modules using r header

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• add quarto

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Commits on Aug 27, 2024

• add some random generation functions

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• set quartodoc locally

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• start to make ols module

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Commits on Aug 29, 2024

• Merge branch 'develop' into feature/python

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• Merge branch 'develop' into feature/python

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  d88e5da

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• change the ols module name

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• fix multiple openmp linking issue

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• make test code for internal cpp ols classes

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• make ols python classes

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Commits on Aug 30, 2024

• will move cpp files into one directory

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Commits on Aug 31, 2024

• use macros for py dict

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• add other methods in ols that will be defined later

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• start to make mcmcldlt in python

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• Merge branch 'develop' into feature/python

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Commits on Sep 1, 2024

• can do var ldlt mcmc with ssvs and horseshoe

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• use inheritance for vhar bayes

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• move pybind macro to bvharcommon header

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• add ng and dl

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• make separate common header that defines macros

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• try python ci

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Commits on Sep 2, 2024

• Merge branch 'develop' into feature/python

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• change requirements format and remove ci files

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• Merge branch 'develop' into feature/python

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• use inheritance for ols

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• add more steps for eigen directory code

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• use different lag name in error

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• add minnesota prior

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• add sv class in pybind

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Commits on Sep 3, 2024

• use pybind11extension instead of setuptools

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• add predict method for varbayes and vharbayes

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• added the same vix dataset as in r package

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Commits on Sep 4, 2024

• Merge branch 'develop' into feature/python

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• change pkl to csv

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• change sv python class name

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• add some doc in functions

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Commits on Sep 5, 2024

• add sv forecast and start to add rolling window

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Commits on Sep 6, 2024

• add pred roll argument in test

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• Merge branch 'develop' into feature/python

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Commits on Sep 7, 2024

• fix pybind rolling window

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• move forecast classes to separate modules

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• add use rcpp in the same line

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Commits on Sep 8, 2024

• Merge branch 'develop' into feature/python

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• add conda ci

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• fix env yaml file path in ci

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• simplify environment yaml

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• add conda init step in ci

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• separate conda init does not work

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• should specify the env name

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• use sys prefix instead of conda prefix

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• add openmp after check the flag

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• install llvm in macos check

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Commits on Sep 9, 2024

• fix macos cpplags in ci

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• add more messages to check and fix env variables usage in macos ci

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• change tempfile option against permission issue in windows

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• not use editable mode in ci

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• move tests folder

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• add more metadata

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• separate install and verify steps in ci

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• use close() to tempfile in setup

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• add m_pi macro for windows

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• use importlib.resources.path in python 3.9 and remove pybind11/numpy.h

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Commits on Sep 10, 2024

• change dataset method

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• set python 3.10 as minimum

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• try pip check ci

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• fix eigen_include_dir string in setup

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Commits on Sep 11, 2024

• add some temporary message in pip ci

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• simplify the pattern to find boost in windows runner

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• try boost folder also in windows

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• use src layout instead of flat layout

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• gitignore for doc was in home ignore so move it

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• add test coverage for python

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• add codecov badge in python readme

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• add some doc in model classes

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• add wheel check

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• separate install wheel step

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• use different path for whl file

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• fix windows whl finding and add sdist check

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• add manifest.in

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• try to use setup.py solution instead of manifest for sdist

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Commits on Sep 12, 2024

• add pip git install ci

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• change include path line in setup.py

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• remove sdistinclude and use manifest

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• use package-data for include

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• try to change package data path

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Commits on Sep 13, 2024

• do not use sdist

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• use temp directory in git install

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Commits on Sep 14, 2024

• add vhar ldlt bayes rolling forecast

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• add expanding window in ldlt

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• add rolling and expanding windows for sv

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• add quartodoc ci

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