Copulas
Copulas copied to clipboard
sdv-dev
A library to model multivariate data using copulas.
### Problem Description I'd like to use empirical copulas ### Expected behavior ``` from copulas.multivariate import Empirical from copulas.datasets import sample_trivariate_xyz real_data = sample_trivariate_xyz() copula = Empirical() copula.fit(real_data) ``` ###...
CU-86b07h928 Resolve #405
### Problem Description _As an engineer, I'd like to see the results of CI workflows quickly so that I cna make changes or merge PRs more efficiently._ Github only allows...
### Problem Description Conditional copulas allow to specify covariates for the relationship between two marginal distributions, see 4.2 in Palaro (2006). This can be useful whenever a covariate is significant...
### Problem Description Would love this package to include the Hüsler-Reiss copula. It's often called the "gaussian for extremes" and is well used. ### Expected behavior Use package as normal,...
Hi all. First, thanks for the great library! Considering the `GaussianMultivariate` as an example, does the input of `.fit` method expect the last column to be the samples' classes? I'm...
### Problem Description I work in academic space science research. When publishing research, journals are becoming more strict about citing the code that has been used, often requiring a digital...
### Description This pull request adds a new copula class, `Joe`, to the Copulas library. The `Joe` copula is a popular copula function used in statistics and financial modeling. It...
- Added [ruff](https://github.com/charliermarsh/ruff) for running linting - Added **ruff** commands to Makefile - Removed **flake8** as dev dependency, since **ruff** does this, but faster - Remove **isort** as dev dependency,...
### Problem Description - Currently, we restrict scikit-learn