This repository contains a Python implementation of the method described in Katzfuss and Schäfer (2023) as well as code from related research projects. We aim to provide a comprehensive package integrating all developments. Please refer to the project specific branches for now:
- Wiemann and Katzfuss (2023): See branch mvtm
Run the following command in your local virtual environment. Please make sure that a c++ compiler and the python headers are installed since this is needed to install the dependecy veccs.
pip install -e .
- We have observed that the software seems to be unstable on a MacBook Pro with M1 Pro chip when using conda instead of a regular python installation.
- install the package with the additional dependencies for development using
pip install -e .[dev,docs] - before pushing on
mainor a PR, runpre-commit run --all-filesand ensure that all tests pass by runningpytest. - before pushing on
mainor merging a PR, make sure the code is well documented and covered by tests.
The documentenation can be viewed while editing the code using mkdocs serve.
An initial Python implementation was provided by Jian Cao.