Oskar Laverny

[API choices] `fit_mle` for insteances, `_tau`

1

```julia function Distributions.fit(D::SklarDist, x) # The first thing to do is to fit the marginals : @assert length(D) == size(x, 1) # One could put fit but EM works for...

So that W and M are in the same parametric family, ref https://github.com/AnderGray/ProbabilityBoundsAnalysis.jl/issues/42

Usage with turing could be smoothed out by the existance of a propepr bijector, e.g. in a package extension. Basically, Copulas are distributions functions supported on the unit d-variate hypercube,...

[New feature] Conditionning

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AnderGray said in the review: > in `BivariateCopulas.jl` we perform conditioning of copulas and joint distributions using numerical finite differencing. Not sure if there's a better way to do it,...

Fixes #150 First draft -- NOT FINISHED DO NOT MERGE

Aaaand maybe I should state a bit more clearly what is API and what is internals in the docs, I never took the time to do that :) _Originally posted...

This will allow to hide the ugly WilliamsonFromFrailty, with the same kind of interface as WilliamsonGenerator. Moreover, the \phi function can be directly taken as the laplace transfrom of the...

[Docs] Find new applications examples for the docs

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Link to JOSS review : https://github.com/openjournals/joss-reviews/issues/6189 Luca wrote: > Currently the documentation feels to have more theory than code, it would be nice to expand the `Examples` section with a...

https://discourse.julialang.org/t/ann-documenter-v1-3-0-inventories/111139

[New feature] Rosenblatt (and inverse) transformations

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AnderGray said in Joss's review: > Rossenblat (and inverse) transformation is often used in uncertainty analysis (particularly reliability analysis) to transform random variables into independent standard normal variables. ---------------- There...