StarVine

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Mixture copula

1

Adds initial support for mixture of two copula. Resolves #31

wgurecky

R-vine example

wgurecky

Support mixture copula

1

Allow fitting and sampling of mixtures of bivariate copula.

wgurecky

C-vine pdf

1

- New c-vine pdf and cdf routines. - C-vine PDF is from "Dependence Modeling with Copulas" by Harry Joe, 2015. Pg. 113. - No closed form cdf exists for a...

wgurecky

Proposed Enhancement: - Method to serialize a vine copula to json - Should be possible using networkx (https://networkx.github.io/documentation/stable/reference/readwrite/json_graph.html) but might require additional machinery for node-to-edge linkages across trees. - need...

wgurecky

Gumbel Copula Hinv

1

Inverse conditional distribution fn (hinv) for gumbel copula contains a bug that results in transposed samples.

wgurecky