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AnderGray said in the review:
> in `BivariateCopulas.jl` we perform conditioning of copulas and joint distributions using numerical finite differencing. Not sure if there's a better way to do it, …
lrnv updated
5 months ago
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Not sure if I am asking an unfair question (possibly yes), as I have just started learning Python.
Cheers.
N.
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Hi developer,
Thank you for your excellent work of providing this comprehensive package for copula implemention. Is that possible to implement Vine copula also in the package? Although there is a imp…
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We have recently encountered two issues while addressing the problem of fitting copulas in 2800 dimensions. Fortunately, we have found pre-existing code packages for this purpose, and we have used bot…
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Hey,
Writing up the frailty representation of Archimedean copulas in [Copulas.jl](https://www.github.com/lrnv/Copulas.jl), I wrote a few univariate distributions samplers:
- [Logarithmic distri…
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(need a list of parts missing or that we or I want to have)
- extend archimedean to k_dim > 2, see #8631,
- [x] pdf k_dim
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It would be very nice to have feature, thinking of something like in the R copula package (or in gofCopula package) but with a much better performance, capable of handling inputs in the range of +500k…
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### Environment details
If you are already running Copulas, please indicate the following details about the environment in
which you are running it:
* Copulas version: the latest version
* Pyt…
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(semi-random ideas, while thinking about robust or quantile regression)
objective:
find inlier `exog` observations so we can identify outliers that are possibly influential observations. If we downwe…
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In version 2.2 a dependency on Copulas was introduced. This pulls in GSL and crlibm which are both GPL licensed. The package also has a direct dependency on FFTW which is also GPL so it would be usefu…