Trimmed L-moments and L-comoments for robust statistics.
BSD-3-CLAUSE License
lmo.distributions
as a submodule by @jorenham in https://github.com/jorenham/Lmo/pull/298
lmo.inference
as a submodule by @jorenham in https://github.com/jorenham/Lmo/pull/300
lmo.theoretical
as a submodule by @jorenham in https://github.com/jorenham/Lmo/pull/303
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.14.1...v0.14.2
Published by jorenham 2 months ago
basedpyright --verifytypes
errors by @jorenham in https://github.com/jorenham/Lmo/pull/287
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.14.0...v0.14.1
Published by jorenham 5 months ago
typing_extensions>=4.5
is now a required dependency on python<3.13
r + sum(trim) <= 24
, and the trim is integral. For the previous default behavior, pass cache=False
.rowvar
parameter for the L-comoment sample estimators is now automatically determined by default. Previously, the default was rowvar=True
.lmo.distributions.l_rv_nonparametric
has been removed (as planned). Use lmo.distributions.l_poly
instead.lmo.l_weights
. The consequence is that, all sample estimators will now be faster, more precise, and can handle larger orders.lmo.typing
module, have been fully reworked. This fixes many typing issues. Runtime behavior shouldn't be affected (in theory).l_kurt
and l_cokurt
aliases for L-(co)kurtosis.@overload
and generic behavior of relevant lmo.l_*
estimators.lmo.l_weights
.Full Changelog: https://github.com/jorenham/Lmo/compare/v0.13.2...v0.14.0
Published by jorenham 5 months ago
l_fit()
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.13.1...v0.13.2
Published by jorenham 6 months ago
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.13.0...v0.13.1
Published by jorenham 9 months ago
numpy>=1.23
, folllowing NEP 29 by @jorenham in https://github.com/jorenham/Lmo/pull/153
pandas>=2.2
by @jorenham in https://github.com/jorenham/Lmo/pull/154
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.12.1...v0.13.0
Published by jorenham 10 months ago
TypeError
in some scipy.stats
distributions by @jorenham in https://github.com/jorenham/Lmo/pull/143
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.12.0...v0.12.1
Published by jorenham 10 months ago
l_poly
polynomial quantile distribution by @jorenham in https://github.com/jorenham/Lmo/pull/130
constants.theta_m_bar
by @jorenham in https://github.com/jorenham/Lmo/pull/131
diagnostic.l_ratio_bounds
by @jorenham in https://github.com/jorenham/Lmo/pull/134
@typing.overload
by @jorenham in https://github.com/jorenham/Lmo/pull/135
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.3...v0.12.0
Published by jorenham 11 months ago
distributions.genlambda
by @jorenham in https://github.com/jorenham/Lmo/pull/119
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.2...v0.11.3
Published by jorenham 11 months ago
lmo.constants
and lmo.special
namespaces by @jorenham in https://github.com/jorenham/Lmo/pull/111
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.1...v0.11.2
Published by jorenham 12 months ago
IntegerOverflow
on windows: prefer np.int64
over np.int_
by @jorenham in https://github.com/jorenham/Lmo/pull/69
inf
by @jorenham in https://github.com/jorenham/Lmo/pull/73
@overload
s for L-moment aliases by @jorenham in https://github.com/jorenham/Lmo/pull/75
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.0...v0.11.1
Published by jorenham 12 months ago
lmo.contrib
namespace by @jorenham in https://github.com/jorenham/Lmo/pull/55
'stable'
to None
, i.e. 'quicksort'
(which actually is introsort) by @jorenham in https://github.com/jorenham/Lmo/pull/59
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.10.1...v0.11.0
Published by jorenham about 1 year ago
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.10.1...v0.10.2
Published by jorenham about 1 year ago
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.10.0...v0.10.1
Published by jorenham about 1 year ago
scipy.stats.rv_continuous
distributions by @jorenham in https://github.com/jorenham/Lmo/pull/16
scipy.integrate.quad
options in lmo.theoretical
by @jorenham in https://github.com/jorenham/Lmo/pull/21
lmo.theoretical
: Discrete distributions, numerical accuracy improvements, and cleaner code by @jorenham in https://github.com/jorenham/Lmo/pull/25
scipy.stats
univariate distributions by @jorenham in https://github.com/jorenham/Lmo/pull/26
trim=t
as alias for trim=(t, t)
by @jorenham in https://github.com/jorenham/Lmo/pull/29
Full Changelog: https://github.com/jorenham/Lmo/compare/v0.9.0...v0.10.0
Published by jorenham about 1 year ago
lmo.l_rv
.Full Changelog: https://github.com/jorenham/lmo/compare/v0.8.0...v0.9.0
Published by jorenham over 1 year ago
lmo.l_stats
, lmo.l_costats
, and lmo.theoretical.l_(ratio|stats)_from_(cdf|ppf)
lmo.ostats
module, for internally used (fractional) order-statistics calculations.typing.overload
.**kwargs
with TypedDict
._pwm
module public, by renaming it to pwm_beta
.dtype
and axis
kwargs are now keyword-only arguments.Full Changelog: https://github.com/jorenham/lmo/compare/v0.7.0...v0.8.0
Published by jorenham over 1 year ago
Full Changelog: https://github.com/jorenham/lmo/compare/v0.6.1...v0.7.0
Published by jorenham over 1 year ago
Bugfix release: fix cache=True
if r
is larger than what's cached
Full Changelog: https://github.com/jorenham/lmo/compare/v0.6.0...v0.6.1
Published by jorenham over 1 year ago
cache=True
kwarg to speed up consecutive L-moment calculationsFull Changelog: https://github.com/jorenham/lmo/compare/v0.5.3...v0.6.0