pycop

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Can I specify the marginal distribution as one type of distribution and the copula as another type of distribution when estimating parameters？

2

Can I specify the marginal distribution as one type of distribution and the copula as another type of distribution when estimating parameters？(For example, in binary distribution, two variables are designated...

piper0124

Is there a way to estimate the probability of all RVs to be in the given percentile (given their joint probability distribution based on the given copula)? E.g., assume I...

PavelRechkalov

support time varying copulas

1

Hello, any plan to support time varying copulas?

jacktang

distutils deprecated in Python 3.12 causing import error

2

Hello there, Thanks a lot for your amazing work building this library, it is super helpful. There is one use in the simulation module of error, from distutils, while the...

ARBQuant

Wrong get_pdf formula for Gaussian copula

1

In the pdf computation for Gaussian copula, the formula in the last row is wrong. def get_pdf(self, u, v, param): """ # Computes the PDF Parameters ---------- u, v :...

shudabee

Would it be possible to make `pycop` available on conda-forge to avoid mixing solving the dependencies of different packages?

Timh37