[package]
edition = "2021"
name = "copula-core"
version = "0.1.0"
authors = ["Diogo Ribeiro <dfr@esmad.ipp.pt>"]
build = false
exclude = [
"docs/*",
"scripts/*",
".github/*",
"*.py",
"*.R",
]
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "A comprehensive Rust library for copula modeling, estimation, and simulation"
homepage = "https://github.com/DiogoRibeiro7/copula-core"
documentation = "https://docs.rs/copula-core"
readme = "README.md"
keywords = [
"statistics",
"copula",
"finance",
"risk",
"mathematics",
]
categories = [
"science",
"mathematics",
"algorithms",
]
license = "MIT OR Apache-2.0"
repository = "https://github.com/DiogoRibeiro7/copula-core"
[package.metadata.docs.rs]
features = ["full"]
rustdoc-args = [
"--cfg",
"docsrs",
]
[features]
default = ["std"]
estimation = ["argmin"]
experimental = []
full = [
"estimation",
"parallel",
"serde",
]
parallel = ["rayon"]
serde = [
"dep:serde",
"dep:serde_json",
"nalgebra/serde-serialize",
]
std = []
[lib]
name = "copula_core"
path = "src/lib.rs"
doctest = false
[[example]]
name = "basic_usage"
path = "examples/basic_usage.rs"
required-features = ["std"]
[[example]]
name = "parameter_estimation"
path = "examples/parameter_estimation.rs"
required-features = ["estimation"]
[[example]]
name = "risk_management"
path = "examples/risk_management.rs"
required-features = ["std"]
[[test]]
name = "archimedean_integration"
path = "tests/archimedean_integration.rs"
[[test]]
name = "e2e_tests"
path = "tests/e2e_tests.rs"
[[test]]
name = "elliptical_integration"
path = "tests/elliptical_integration.rs"
[[test]]
name = "estimation_integration"
path = "tests/estimation_integration.rs"
[[test]]
name = "functional_tests"
path = "tests/functional_tests.rs"
[[test]]
name = "gof_integration"
path = "tests/gof_integration.rs"
[[test]]
name = "integration_test"
path = "tests/integration_test.rs"
[[test]]
name = "model_selection_integration"
path = "tests/model_selection_integration.rs"
[[test]]
name = "prelude_integration"
path = "tests/prelude_integration.rs"
[[test]]
name = "property_tests"
path = "tests/property_tests.rs"
[[test]]
name = "regression_tests"
path = "tests/regression_tests.rs"
[[test]]
name = "workflow_integration"
path = "tests/workflow_integration.rs"
[[bench]]
name = "copula_evaluation"
path = "benches/copula_evaluation.rs"
harness = false
[[bench]]
name = "parameter_estimation"
path = "benches/parameter_estimation.rs"
harness = false
required-features = ["estimation"]
[[bench]]
name = "sampling_performance"
path = "benches/sampling_performance.rs"
harness = false
[dependencies.argmin]
version = "0.8"
optional = true
[dependencies.libm]
version = "0.2"
[dependencies.mv-norm]
version = "0.1.6"
[dependencies.nalgebra]
version = "0.32"
features = ["serde-serialize"]
[dependencies.rand]
version = "0.8"
[dependencies.rand_distr]
version = "0.4"
[dependencies.rayon]
version = "1.7"
optional = true
[dependencies.serde]
version = "1.0"
features = ["derive"]
optional = true
[dependencies.serde_json]
version = "1.0"
optional = true
[dependencies.statrs]
version = "0.16"
[dependencies.thiserror]
version = "1.0"
[dev-dependencies.approx]
version = "0.5"
[dev-dependencies.criterion]
version = "0.5"
features = ["html_reports"]
[dev-dependencies.csv]
version = "1.2"
[dev-dependencies.proptest]
version = "1.0"
[dev-dependencies.tempfile]
version = "3.0"
[profile.bench]
debug = 2
[profile.release]
lto = true
codegen-units = 1
panic = "abort"