ThotDjehuty
d780ed81d7
release(v1.1.0): additive CPU-only generic numerical primitives
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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
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- 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
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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
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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
ThotDjehuty