Jasper Behrensdorf
Jasper Behrensdorf
> Yes, sounds good. We could alternatively think about decomposing the joints into a copula + marginals if we know it has a closed form (e.g. Normal). For the `MvNormal`...
I'll make this happen once I'm done with the rosenblatt transformation in Copulas.jl and we can add it as a dependency.
With *SlicedDistributions* now *Distributions.jl* compliant the resulting distributions are a `ContinuousMultivariateDistribution`. We can have a general implementation for these and be more specific in case the transport maps work out.
I think we have two base cases we need to support: 1. Any `MultivariateDistribution` implementing the correct *Distributions.jl* interface. In this case we need a `Vector{Symbol}` for the names. This...
> Very nice to have dependent p-boxes working! > > Overall I think it's nice. I do find it slightly confusing that we now need to wrap the p-box type...
With the package finally registered we can bring these in.
With the `JointProbability` now accepting any `MultivariateDistribution` (#261) sliced distributions work out of the box.
Great! I'll be happy to make any changes you want me to.
> the only problem with is, the total will keep on growing if you use same group, think it's better to have it in a separate section, so if users...
> > If you think it's too much on the group detail page I'm happy to put it somewhere else. > > The image you shared is of the `FriendBalance`....