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@jonathf jonathf released this 26 Oct 12:52
· 88 commits to master since this release
v4.0.1
918b07a
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ADDED:

  • Multivariate kernel density estimation distribution GaussianKDE.
  • Gaussian Mixture Model: GaussianMixture.
  • Support for additive recursive sampling scheme additive_recursive.
  • New basic distribution: InverseGamma.
  • New error type of error UnsupportedFeatureError to differentiate illegal
    operations (covered by StochasticallyDependentError) and unsupported
    features.
  • Property for checking for dependencies: Dist.stochastic_dependent.
  • Lots of illegal probability distribution configuration that would cause
    trouble during execution are now caught earlier with an appropriate
    error.

CHANGED:

  • Lots of distribution have fixes such that dist.inv([0, 1]) is now allowed
    in general.
  • chaospy.Trunc updated to take both lower and upper at the same time.
  • Enhanced == operator, which deals with equality as in the same dist.
    E.g. dist == cp.J(dist) is now true.
  • Tiny changes in argument signature for some distribution. Same arguments,
    but some change in names or order to standardize. These changes affect:
    Angelit, Burr, Cauchy, ChiSquared, F, FoldedNormal,
    GeneralizedExtreme, HyperbolicSecant, Levy, LogWeibull, Logistic,
    MvStudentT, Pareto1, Pareto2, PowerLogNormal, PowerNormal,
    StudentT,
  • DependencyError deprecated in favor of StochasticallyDependentError.
  • Much improved REPR handle.

REMOVED:

  • chaospy.SampleDist removed in favor of chaospy.GaussianKDE.
  • Comparison operators <, <=, > and => for distributions.
  • matmul operator is in practice an really odd duckling that is highly
    incompatible with the rotation idea. If linear map is needed, use new
    MeanCovariance.
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