9 Commits

Author SHA1 Message Date
ThotDjehuty d8682f61e5 release(v2.0.0-alpha.2): PyO3 bindings + executed companion notebooks + Sphinx RST with inline plots
PyO3 abi3 bindings for the 13 v2.0.0 functions across 8 module groups:
  bsde, pde, stochastic_control, optimal_control::quadratic_impact_control,
  mean_field::mckean_vlasov, agent_based, inference, optimization.

8 executed companion notebooks under examples/notebooks/10_bsde.ipynb …
17_generative_calibration.ipynb (cell outputs and matplotlib figures
preserved as proof-of-work; verified against analytic ground truths).

8 Sphinx RST pages under docs/source/algorithms/{bsde,pde,stochastic_control,
quadratic_impact_control,mckean_vlasov,agent_based,robust_drift,
generative_calibration_hooks}.rst with .. math:: derivations and inline
.. image:: directives placed immediately after each .. code-block:: python
so each plot appears directly under the code that produced it.

18 PNG plot assets under docs/source/_static/v2/<group>/.

index.rst extended with a new 'v2.0 Generic Stochastic Control & PDE'
toctree caption.

Forbidden-vocabulary audit on new src/, docs/source/algorithms/ and
binding files: zero matches.

All previously stable APIs untouched; v2.0.0 is additive at the binding
level — no v1.x function signature was changed.
2026-05-12 12:18:14 +02:00
ThotDjehuty d780ed81d7 release(v1.1.0): additive CPU-only generic numerical primitives
Adds 9 new top-level / sub-modules to the Rust API only (no Python
bindings yet), with at least one analytic unit test per module.

New Rust modules:
- optimal_control::matrix_riccati  (RK4 backward solver)
- timeseries_utils::nonsync_covariance  (Hayashi-Yoshida)
- timeseries_utils::wavelet  (Haar / Daubechies DWT and MODWT)
- risk_measures  (VaR, CVaR, projected sub-gradient CVaR minimisation)
- graph::laplacian + graph::spectral_clustering  (Jacobi + k-means++)
- topology  (Vietoris-Rips persistent homology, bottleneck distance)
- volterra  (Caputo Adams, Markovian lift, second-kind Volterra,
             Fourier inversion of characteristic functions)
- signatures  (truncated tensor signature, log-sig, random reservoir,
               Salvi-Cass-Lyons signature kernel, shuffle product)

All previously stable APIs untouched; abi3-py38 ABI preserved.
New module tests: 29/29 passing. Pre-existing 5 unrelated failures
unchanged.
2026-05-12 10:59:09 +02:00
ThotDjehuty 6ab4976e7a docs(point_processes): add comprehensive ReadTheDocs documentation
- Algorithm guide: Hawkes processes, fBM, mixed fBM, Mittag-Leffler
- Full mathematical background with LaTeX equations
- API reference for all 8 Python-bound functions
- Usage examples, performance benchmarks, module architecture
- Updated index.rst toctree with new entries
2026-02-19 21:16:26 +01:00
ThotDjehuty b10263b4f2 docs: Rebrand OptimizR to Optimiz-rs throughout documentation
Updated Branding in ReadTheDocs:
-  All 'OptimizR' → 'Optimiz-rs' (17 files)
-  Project name in conf.py
-  HTML title and short title
-  All algorithm documentation
-  Getting started guide
-  Installation guide
-  Theory/mathematical foundations
-  Archive documentation

Documentation now consistently uses the new 'optimiz-rs' branding that
matches both PyPI and crates.io package names.

Note: Python module name 'optimizr' in import statements intentionally
unchanged (that's the actual module name).
2026-02-17 10:09:15 +01:00
Melvin Alvarez 3e4390e462 chore(release): Prepare OptimizR v1.0.0 for production release
Production Release Preparation:

- 75% notebook success rate (6/8 fully functional)

- Comprehensive documentation and repository cleanup

Documentation:

- Created comprehensive examples/notebooks/README.md (200+ lines)

- Updated docs/source/index.rst version badge (0.3.0 to 1.0.0)

- Archived 17 temporary development markdown files to docs/archive/

- Added examples/notebooks/.gitignore for outputs/

Repository Cleanup:

- Removed test_release.py (temporary test script)

- Removed NOTEBOOK_EXECUTION_REPORT.md (development artifact)

- Organized development docs into docs/archive/

Working Notebooks (6/8):

1. 01_hmm_tutorial.ipynb - Market regime detection

2. 02_mcmc_tutorial.ipynb - Bayesian inference

3. 03_differential_evolution_tutorial.ipynb - Global optimization

4. 03_optimal_control_tutorial.ipynb - HJB equations

5. 04_kalman_filter_sensor_fusion.ipynb - Sensor fusion

6. 04_real_world_applications.ipynb - Portfolio optimization

Documented Limitations (2/8):

7. 05_performance_benchmarks.ipynb - Memory limits

8. mean_field_games_tutorial.ipynb - Numerical stability

Validation:

- All 11 core tests passing (0.73s)

- HMM, MCMC, Differential Evolution, Grid Search validated
2026-02-16 17:56:27 +01:00
Melvin Alvarez 74fbbd369b Add make docs commands for html build 2026-02-09 18:31:14 +01:00
Melvin Alvarez 7a9ab20b89 docs: add mfg tutorial and enrich theory 2026-02-09 17:27:35 +01:00
Melvin Alvarez 43af949904 docs(optimizr): add logo and fix rtd deps 2026-02-09 16:15:41 +01:00
Melvin Alvarez c1f4c0bde7 docs: add ReadTheDocs configuration and Sphinx documentation structure 2026-02-08 17:16:41 +01:00