[package]
name = "copula-core"
version = "0.2.0"
edition = "2021"
rust-version = "1.89"
authors = ["Diogo Ribeiro <dfr@esmad.ipp.pt>"]
license = "MIT OR Apache-2.0"
description = "Copula modelling, simulation, and dependence analysis (experimental, pre-1.0)"
homepage = "https://github.com/DiogoRibeiro7/copula-core"
repository = "https://github.com/DiogoRibeiro7/copula-core"
documentation = "https://docs.rs/copula-core"
readme = "README.md"
keywords = ["statistics", "copula", "dependence", "risk", "simulation"]
categories = ["science", "mathematics", "algorithms"]
include = [
"/src",
"/examples",
"/tests",
"/benches",
"/README.md",
"/CHANGELOG.md",
"/LICENSE-MIT",
"/LICENSE-APACHE",
]
[dependencies]
nalgebra = "0.35"
statrs = { version = "0.19", default-features = false, features = ["std"] }
mv-norm = "0.1.6"
rand = "0.10"
rand_distr = "0.6"
thiserror = "2"
argmin = { version = "0.11", optional = true, default-features = false }
serde = { version = "1.0", features = ["derive"], optional = true }
serde_json = { version = "1.0", optional = true }
[dev-dependencies]
approx = "0.5"
criterion = { version = "0.8", features = ["html_reports"] }
proptest = "1.0"
[features]
default = []
estimation = ["dep:argmin"]
serde = ["dep:serde", "dep:serde_json", "nalgebra/serde-serialize"]
full = ["estimation", "serde"]
[[bench]]
name = "copula_evaluation"
harness = false
[[bench]]
name = "parameter_estimation"
harness = false
required-features = ["estimation"]
[[bench]]
name = "sampling_performance"
harness = false
[[example]]
name = "parameter_estimation"
required-features = ["estimation"]
[package.metadata.docs.rs]
all-features = true
rustdoc-args = ["--cfg", "docsrs"]
[profile.bench]
debug = true