Affine Diffusions

Simulation and estimation of Affine Diffusion models.

Install:

pip install affidiff

Documentation

khrapovs.github.io/diffusions

Contribute

Setup

Install project in editable mode and sync all dependencies:

uv sync --all-groups

Build

The project uses scikit-build-core with CMake to compile Cython extensions. The build process is automatic during installation, but you can manually trigger a build:

uv build

This compiles the Cython simulation module (src/affidiff/simulate.pyx → .c → .so extension).

Code Quality

Use pre-commit to automatically format and lint code:

uv run prek install
uv run prek run --all-files

Testing

Run the test suite:

uv run pytest