v0.10.0

• Univariate forecasting for ridge2f.
  See https://thierrymoudiki.github.io/blog/2024/02/26/python/r/julia/ahead-v0100.
• Fast calibration for ridge2f (univariate and multivariate case).
  See https://thierrymoudiki.github.io/blog/2024/02/26/python/r/julia/ahead-v0100.

v0.9.0

Progress bars for bootstrapping (independent, circular blocks, moving blocks) predictive simulations, in basicf and ridge2f. Both for sequential and parallel execution.

Now depends on R packages foreach, snow and doSNOW.

Also, necessary R packages are installed "on the fly" (i.e only when they’re needed).

v0.8.0

• empirical marginals for R-Vine copulas simulation (see also v0.7.0)
• risk-neutralize simulations (see long-form articles a.k.a articles a.k.a vignettes here: https://techtonique.r-universe.dev/ahead

Aligned Python version on Wednesday, 2023-09-06.

v0.7.0

version 0.7.0

• moving block bootstrap in ridge2f, basicf and loessf, in addition to circular block bootstrap from 0.6.2
• adjust R-Vine copulas on residuals for ridge2f simulation
• new plots for simulations see (new) vignettes on https://techtonique.r-universe.dev/
• Depends and selective Imports (beneficial to Python and rpy2 for installation time?)
• getsimulations extracts simulations from a given time series (from ridge2f and basicf)
• getreturns extracts returns/log-returns from multivariate time series
• splitts splits time series using a proportion of data
• split conformal prediction intervals (very very experimental and basic right now, too conservative)

Python version in ~10 days.

Do not hesitate to report bugs or submit a pull request.

Update version --> 0.6.1

• Align version with Python's
• Temporarily remove dependency with cclust