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Published 20 hours ago • verified publisher icon lrnv

[Interface] Clarify properties of several copulas

Open lrnv opened this issue 1 year ago • 0 comments

The following properties of the copulas:

  • kendall tau
  • spearman rho
  • tail dependence coefficients

should be clarified and included into the general API. it is weird that we dont have them yet for all copulas. For the moment, only several of them implements kendall tau and spearman rho, and the tail coefficients are lacking.

lrnv avatar Nov 17 '23 08:11 lrnv