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[BUG] Clayton partial_derivative implementation issue

Open HugoDelatte opened this issue 1 year ago • 0 comments

Hello,

The partial derivative here should implement F(v|u) as per docstring and consistency with the other copulas, but the implementation is F(u|v). More explicitly, the first term should be based on U (i.e. np.power(U, –self.theta – 1)) rather than V

Note that this impacts your vine copulas as they use the partial_derivative.

HugoDelatte avatar Jan 11 '25 11:01 HugoDelatte