Fix transformer compatibility

.github/workflows/gh-pages.yml

@@ -0,0 +1,43 @@
+name: Publish Documentation
+
+on:
+  push:
+    branches: 
+      - main
+      - '*'
+  pull_request:
+    branches: [main]
+  release:
+    types:
+      - published
+
+jobs:
+  docs:
+    name: Build and publish documentation
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v2.3.1
+      - name: Install dependencies 🔧
+        run: |
+          curl -LsSf https://astral.sh/uv/install.sh | sh
+          uv python install 3.11
+          uv venv --python 3.11
+          source .venv/bin/activate
+          uv pip install -e .[docs]
+
+      - name: Install pandoc
+        run: |
+          sudo apt-get update
+          sudo apt-get install -y pandoc
+
+      - name: Sphinx build
+        run: |
+          uv run sphinx-build docs docs/_build
+      - name: Deploy
+        uses: peaceiris/actions-gh-pages@v4
+        with:
+          publish_branch: gh-pages
+          github_token: ${{ secrets.GH_ACTION_PAT }}
+          publish_dir: docs/_build/
+          force_orphan: true

.github/workflows/test.yml

@@ -0,0 +1,57 @@
+name: test workflow
+
+on:
+  push:
+    branches: 
+      - main
+      - '*'
+  pull_request:
+    branches: [main]
+  release:
+    types:
+      - published
+
+jobs:
+  tests:
+    name: "py${{ matrix.python-version }} / ${{ matrix.os }}"
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.11", "3.12", "3.13"]
+        os: [ubuntu-latest, macos-latest, windows-latest]
+    steps:
+      - name: Clone the repository
+        uses: actions/checkout@v4
+      - name: Install dependencies
+        shell: bash {0}
+        run: |
+          if [ "${{ matrix.os }}" = "windows-latest" ]; then
+            powershell -ExecutionPolicy ByPass -c "irm https://astral.sh/uv/install.ps1 | iex"
+            export PATH="/c/Users/runneradmin/.local/bin:$PATH"
+          else
+            curl -LsSf https://astral.sh/uv/install.sh | sh
+          fi
+          uv python install ${{ matrix.python-version }}
+          uv venv --python ${{ matrix.python-version }}
+          if [ "${{ matrix.os }}" = "windows-latest" ]; then
+            .venv\\Scripts\\activate
+          else
+            source .venv/bin/activate   
+          fi
+          uv pip install -e .[tests]
+      - name: Test with pytest
+        shell: bash {0}
+        run: |
+          uv run pytest --cov=skpcp --cov-branch --cov-report=term-missing --cov-report=xml:coverage.xml -vv test
+      - name: Upload coverage to Codecov
+        uses: codecov/codecov-action@v3
+        with:
+          token: ${{ secrets.CODECOV_TOKEN }}
+          directory: .
+          env_vars: OS,PYTHON
+          fail_ci_if_error: true
+          files: coverage.xml
+          flags: unittests
+          name: codecov-umbrella
+          verbose: true

.gitignore

@@ -1,171 +1,56 @@
-# Byte-compiled / optimized / DLL files
-__pycache__/
-*.py[cod]
-*$py.class
-
-# C extensions
+*/build/*
+*.o
 *.so
-
-# Distribution / packaging
-.Python
-build/
-develop-eggs/
-dist/
-downloads/
-eggs/
-.eggs/
-lib/
-lib64/
-parts/
-sdist/
-var/
-wheels/
-share/python-wheels/
-*.egg-info/
-.installed.cfg
-*.egg
-MANIFEST
-
-# PyInstaller
-#  Usually these files are written by a python script from a template
-#  before PyInstaller builds the exe, so as to inject date/other infos into it.
-*.manifest
-*.spec
-
-# Installer logs
-pip-log.txt
-pip-delete-this-directory.txt
-
-# Unit test / coverage reports
-htmlcov/
-.tox/
-.nox/
-.coverage
-.coverage.*
-.cache
-nosetests.xml
-coverage.xml
-*.cover
-*.py,cover
-.hypothesis/
-.pytest_cache/
-cover/
-
-# Translations
-*.mo
-*.pot
-
-# Django stuff:
+*.d
+*.a
+*.exe
+*.out
+*.app
+*.class
+*.jar
+*.war
+*.ear
+*.dll
+*.dylib
+*.pdb
+*.idb
+*.ilk
 *.log
-local_settings.py
-db.sqlite3
-db.sqlite3-journal
-
-# Flask stuff:
-instance/
-.webassets-cache
-
-# Scrapy stuff:
-.scrapy
-
-# Sphinx documentation
-docs/_build/
-
-# PyBuilder
-.pybuilder/
-target/
-
-# Jupyter Notebook
-.ipynb_checkpoints
-
-# IPython
-profile_default/
-ipython_config.py
-
-# pyenv
-#   For a library or package, you might want to ignore these files since the code is
-#   intended to run in multiple environments; otherwise, check them in:
-# .python-version
-
-# pipenv
-#   According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
-#   However, in case of collaboration, if having platform-specific dependencies or dependencies
-#   having no cross-platform support, pipenv may install dependencies that don't work, or not
-#   install all needed dependencies.
-#Pipfile.lock
-
-# poetry
-#   Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
-#   This is especially recommended for binary packages to ensure reproducibility, and is more
-#   commonly ignored for libraries.
-#   https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
-#poetry.lock
-
-# pdm
-#   Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
-#pdm.lock
-#   pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
-#   in version control.
-#   https://pdm.fming.dev/latest/usage/project/#working-with-version-control
-.pdm.toml
-.pdm-python
-.pdm-build/
-
-# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
-__pypackages__/
-
-# Celery stuff
-celerybeat-schedule
-celerybeat.pid
-
-# SageMath parsed files
-*.sage.py
-
-# Environments
-.env
-.venv
-env/
-venv/
-ENV/
-env.bak/
-venv.bak/
-
-# Spyder project settings
-.spyderproject
-.spyproject
-
-# Rope project settings
-.ropeproject
-
-# mkdocs documentation
-/site
-
-# mypy
-.mypy_cache/
-.dmypy.json
-dmypy.json
-
-# Pyre type checker
-.pyre/
-
-# pytype static type analyzer
-.pytype/
-
-# Cython debug symbols
-cython_debug/
-
-# PyCharm
-#  JetBrains specific template is maintained in a separate JetBrains.gitignore that can
-#  be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
-#  and can be added to the global gitignore or merged into this file.  For a more nuclear
-#  option (not recommended) you can uncomment the following to ignore the entire idea folder.
-#.idea/
-
-.DS_Store
-poetry.lock
-_autoapi_root
-_autoapi_root/*
-_autosummary
-settings.json
-
-quantfinlib/datasets/resources/*.csv
+*.tmp
+*.temp
+*.cache
+*.swp
+*.swo
+*.DS_Store
+*.vscode/*
+*.idea/*
+*.history/*
+*.coverage
+*.pyc
+*.pyo
+*.pyd
+__pycache__/*
+*venv/*
+*.mypy_cache/*
+*.pytest_cache/*
+*.ruff_cache/*
+*.tox/*
+*.dist-info/*
+*.egg-info/*    
+*.egg
+*.whl
+.python-version
+.git/*
+*.ipynb_checkpoints/*
+*.coverage.*
+dev/*
+uv.lock
+docs/index.md
+docs/_build/*
+skpcp.egg-info/*
+dist/*
+skpcp/__pycache__/*
+test/__pycache__/*
+tests/__pycache__/*
+.pytest_cache
+.pytest_cache/*

LICENSE

@@ -1,6 +1,6 @@
 MIT License
 
-Copyright (c) 2024 QuantFinLib
+Copyright (c) 2025 Mohammadjavad Vakili
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

README.md

@@ -1,2 +1,4 @@
 ## skpcp
 
+Robust principal component analysis via Principal Component Pursuit (PCP)
+

docs/README.md

@@ -0,0 +1,19 @@
+### Documentation
+
+The documentation is supported by [Sphinx](https://www.sphinx-doc.org/en/master/). 
+
+To build the HTML pages locally, first make sure you have installed the package with its documentation dependencies:
+
+```bash
+uv pip install -e .[docs]
+```
+
+then run the following:
+
+```bash
+sphinx-build docs docs/_build
+```
+
+ from the package root directory. The documentation can then be viewed by opening `./docs/_build/html/index.html``. 
+
+Github Actions is used for continuous integration, and the tests will fail if the documentation does not build.

docs/_static/style.css

@@ -0,0 +1,13 @@
+@import url("theme.css");
+
+/* Clearer distinction between each class. */
+dl.py.class {
+    border-left: 3px solid #008080;
+    padding: 10px;
+}
+
+/* Remove unnecessary scroll bar https://github.com/executablebooks/sphinx-book-theme/issues/732 */
+#rtd-footer-container {
+    margin-top: 0px !important;
+    margin-bottom: 0px !important;
+}

docs/api/pcp.rst

@@ -0,0 +1,12 @@
+PCP
+==========================
+This module implements Principal Component Pursuit (PCP) for robustly decomposing a data 
+matrix into low-rank and sparse components.
+
+API Reference
+-----------------
+
+.. automodule:: skpcp.pcp
+   :members:
+   :show-inheritance:
+   :member-order: groupwise