Lmo

Trimmed L-moments and L-comoments for robust statistics.

BSD-3-CLAUSE License

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Lmo - v0.14.2 Latest Release

Published by jorenham 2 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.14.1...v0.14.2

Lmo - v0.14.1

Published by jorenham 2 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.14.0...v0.14.1

Lmo - v0.14.0

Published by jorenham 5 months ago

Breaking changes

  • typing_extensions>=4.5 is now a required dependency on python<3.13
  • Caching is now done automatically by default, i.f.f. r + sum(trim) <= 24, and the trim is integral. For the previous default behavior, pass cache=False.
  • The rowvar parameter for the L-comoment sample estimators is now automatically determined by default. Previously, the default was rowvar=True.
  • The deprecated lmo.distributions.l_rv_nonparametric has been removed (as planned). Use lmo.distributions.l_poly instead.

Fixes

  • Fixed several caching issues in lmo.l_weights. The consequence is that, all sample estimators will now be faster, more precise, and can handle larger orders.
  • The type annotations and the (undocumented) lmo.typing module, have been fully reworked. This fixes many typing issues. Runtime behavior shouldn't be affected (in theory).
  • Several documentation inconsistencies have been corrected.

Added

  • l_kurt and l_cokurt aliases for L-(co)kurtosis.
  • Type-tests to validate correct @overload and generic behavior of relevant lmo.l_* estimators.
  • More & better hypothesis tests, specifically for lmo.l_weights.

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.13.2...v0.14.0

Lmo - v0.13.2

Published by jorenham 6 months ago

Release highlights

  • Support numpy 2
  • Fix incorrect location fitting for asymmetric distributions in l_fit()
  • Improved numerical stability for large L-moment orders or trim-lengths
  • Adopt SPEC-0
  • Improved documentation

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.13.1...v0.13.2

Lmo - v0.13.1

Published by jorenham 6 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.13.0...v0.13.1

Lmo - v0.13.0

Published by jorenham 9 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.12.1...v0.13.0

Lmo - v0.12.1

Published by jorenham 10 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.12.0...v0.12.1

Lmo - v0.12.0

Published by jorenham 10 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.3...v0.12.0

Lmo - v0.11.3

Published by jorenham 11 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.2...v0.11.3

Lmo - v0.11.2

Published by jorenham 11 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.1...v0.11.2

Lmo - v0.11.1

Published by jorenham 12 months ago

Bugfix release

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.11.0...v0.11.1

Lmo - v0.11.0

Published by jorenham 12 months ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.10.1...v0.11.0

Lmo - v0.10.2

Published by jorenham about 1 year ago

What's Changed

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.10.1...v0.10.2

Lmo - v0.10.1

Published by jorenham about 1 year ago

What's Changed

New Contributors

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.10.0...v0.10.1

Lmo - v0.10.0

Published by jorenham about 1 year ago

What's Changed

New Contributors

Full Changelog: https://github.com/jorenham/Lmo/compare/v0.9.0...v0.10.0

Lmo - v0.9.0

Published by jorenham about 1 year ago

What's Changed

Full Changelog: https://github.com/jorenham/lmo/compare/v0.8.0...v0.9.0

Lmo - v0.8.0

Published by jorenham over 1 year ago

  • A novel generalization of trimmed L-moments and L-comoments: Fractional trimming 🎉 . Trim lengths can now be any positive float. (#11)
  • New convenience methods: lmo.l_stats, lmo.l_costats, and lmo.theoretical.l_(ratio|stats)_from_(cdf|ppf)
  • New low-level lmo.ostats module, for internally used (fractional) order-statistics calculations.
  • Improved function typing with typing.overload .
  • Improved parameter typing by annotating **kwargs with TypedDict.
  • Many documentation improvements.
  • Reduced test flakyness, removed redundant tests, and added some new ones.
  • Made the internal low-level _pwm module public, by renaming it to pwm_beta.
  • BREAKING: most dtype and axis kwargs are now keyword-only arguments.

Full Changelog: https://github.com/jorenham/lmo/compare/v0.7.0...v0.8.0

Lmo - v0.7.0

Published by jorenham over 1 year ago

  • Improved README.md [#1, #2]
  • Theoretical L-moments from univariate continuous distributions, using either a CDF of PPF [#6]
  • Improved numerical stability of sample L-(co)moments with several orders of magnitude
  • General documentation improvements
  • Improved code style, by enforcing a stricter ruff ruleset
  • [BREAKING] Bumped minimum numpy version to 1.22
  • [BREAKING] Bumped minimum scipy version to 1.9

Full Changelog: https://github.com/jorenham/lmo/compare/v0.6.1...v0.7.0

Lmo - v0.6.1

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

Lmo - v0.6.0

Published by jorenham over 1 year ago

  • Optional cache=True kwarg to speed up consecutive L-moment calculations

Full Changelog: https://github.com/jorenham/lmo/compare/v0.5.3...v0.6.0