Copulas
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A library to model multivariate data using copulas.
Thanks the Copulas. I want to know whether the Archimedean Copulas (Bivariate) is debuging, and it's plan. Thank you for your hard work!
### Environment Details Please indicate the following details about the environment in which you found the bug: * Copulas version: 0.8.0 * Python version: 3.8.5 * Operating System: Ubuntu 18.04.6...
### Problem Description - We currently use `isort`, `flake8`, and `pydocstyle` for managing out python linting and code formatting. - However, many libraries have switched to using `ruff`. It is...
### Environment Details Please indicate the following details about the environment in which you found the bug: * Copulas version: 0.9.2.dev1 * Python version: 3.11 * Operating System: Mac ###...
### Problem Description Copulas might be time dependent in some time series. It is better to support dynamic copulas.
### Problem Description Python 3.12 was released on Oct 2, 2023. ### Expected behavior In order to upgrade the Copulas, we'll need to ensure that our external dependencies are compatible...
### Environment Details * Copulas version: 3.10.4 * Python version: 1.4.2 * Operating System: Linux ### Error Description Trying to fit a vine copula to a pandas dataframe with 3...
This copula pack is great. I work in financial risk management and mainly focus on the tail of distributions, but multivariate normal copula cannot capture the fat tail characteristics of...
### Problem Description The [copulas univariate package](https://sdv.dev/Copulas/api/copulas.univariate.html) contains 8 different distribution types to choose from. However, the underlying data science library [scipy](https://docs.scipy.org/doc/scipy/reference/stats.html) contains a larger variety of univariate distributions. Is...
### Environment Details Copulas was installed through mamba in a dedicated environnment, with the conda-forge channel * Copulas version:0.7.0 * Python version:3.7.12 * Operating System:Windows 10 ### Error Description I'm...