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25 changes: 25 additions & 0 deletions CHANGELOG.md
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# Changelog

## 0.2.0 — 2026-06-03

- **Transfer entropy** (`entroscope.transfer`) — the first bivariate measure:
directional information flow `TE(X→Y)` (Schreiber 2000) with two estimators,
Kraskov KSG k-NN (default, no binning) and a binned histogram cross-check.
API: `compute`, `rolling`, `delta`, `plot`. A sample-size guard warns when the
data is too thin for the embedding dimension. Correctness is validated against
three independent authorities: the bivariate-Gaussian closed form, the
Kraskov-2004 analytic mutual information, and a hand-checked isolated embedding.
- **Divergence** (`entroscope.divergence`) — distribution-vs-distribution
measures: `kl` (Kullback-Leibler, directional) and `js` (Jensen-Shannon,
symmetric, bounded `[0, 1]` bits), plus `plot`. Inputs are two raw samples,
binned over a shared range; KL uses epsilon smoothing to stay finite on empty
bins. Useful for data-drift detection (training vs production distributions).
- **Fixed:** importing a measure no longer forces matplotlib's `Agg` backend
(issue #2). The library no longer mutates global matplotlib state on import, so
interactive plotting (e.g. `df.plot()` in a notebook) keeps working. Headless,
Docker, and CI users who want a guaranteed non-interactive backend should set
`MPLBACKEND=Agg` in their environment.
- **Correlation-stability example** (`examples/correlation_stability.py`) —
entropy of a rolling correlation series as a regime-stability gauge, shipped
alongside a rolling-std baseline so the comparison stays honest.
- New worked examples: `examples/information_flow.py` (directional transfer
entropy) and `examples/drift.py` (KL/JS distribution drift).

## 0.1.1 — 2026-06-01

- Added a `LICENSE` file (MIT) and a `CONTRIBUTING.md` guide.
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2 changes: 1 addition & 1 deletion entroscope/__init__.py
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)
from .utils import plot

__version__ = "0.1.1"
__version__ = "0.2.0"
__all__ = [
"shannon",
"permutation",
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2 changes: 1 addition & 1 deletion pyproject.toml
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[project]
name = "entroscope"
version = "0.1.1"
version = "0.2.0"
description = "The definitive entropy toolkit for time series data"
readme = "README.md"
requires-python = ">=3.9"
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