Copulas
Copulas copied to clipboard
sdv-dev
A library to model multivariate data using copulas.
Working with Gumbel and Clayton Copula with weather dataset produces the following error for some set of variables. Clayton Error ValueError Traceback (most recent call last) in 14 clayton_parameters =...
### Environment details * Copulas version: 0.7 * Python version:3.8 * Operating System: MacOS ### Problem description I was trying to fit a Gaussian Copula to a bivariate data. After...
Below is the code from copulas/multivariate/tree.py The inner loop(j loop) repeatedly calculates kendalltau for the same data, and the columns of tau matrix are all the same. ``` def get_tau_matrix(self):...
### Problem Description Currently, we are fixing the random_state using a [decorator](https://github.com/sdv-dev/Copulas/blob/master/copulas/__init__.py#L39) that wraps around the desired functions (sample). This wrapper sets the global random state to the model's desired...
On September 13th 2020 Python 3.5 reached its end of life, so we can stop explicitly supporting it. On the other side, on October 5th, Python 3.9 was released, so...
I cannot use copulas because installing it using conda forge downgraded pandas to 0.25.3, which in turn broke a lot of my seaborn code. 1. Why does copula require pandas...
The workflow tests.yml is referencing action actions/checkout using references v1. However this reference is missing the commit [a6747255bd19d7a757dbdda8c654a9f84db19839](https://github.com/actions/checkout/commits/a6747255bd19d7a757dbdda8c654a9f84db19839) which may contain fix to the some vulnerability. The vulnerability fix that...
The workflow tests.yml is referencing action actions/checkout using references v1. However this reference is missing the commit [a6747255bd19d7a757dbdda8c654a9f84db19839](https://github.com/actions/checkout/commits/a6747255bd19d7a757dbdda8c654a9f84db19839) which may contain fix to the some vulnerability. The vulnerability fix that...
The `get_likelihood` method below may not work as expected: https://github.com/sdv-dev/Copulas/blob/dfe3bb9cc035c8d4880724db69c86e749178e65b/copulas/multivariate/vine.py#L246-L258 An explanation of what this method does should be added, and we should investigate whether it works as expected.
