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Hi, Mis.susanki, I have received your letter , I have benefited a lot from your article, thank you very much, but I would like to ask you two questions about your ARMA-GARCH-COPULA-VAR model right now…
kinyk updated
3 years ago
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see also #4046
random notes because results are all over the literature, and it's often difficult to find a specific item
- multivariate copulas, formulas for Frank, Gumbel and Cook-Johnson
S…
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similar to #8765 but when "treatment" and outcome are binary.
recursive, triangular
y1 = 1(α y2 + x1 β + ε1 ≥ 0)
y2 = 1(x2 β2 + ε2 ≥ 0)
ε1, ε2 are correlated
full, parametric MLE but with cop…
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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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Paul I see that you list general multivariate models as an area for future development in brms. In randomized clinical trials there is a significant need for multivariate modeling of mixtures of univa…
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https://www.groups.ma.tum.de/en/statistics/research/vine-copula-models/packageslibraries/
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Where can I find the paper corresponding to the experiment in the script? The title is 'Bayesian inference of structural breaks in factor copula models'. It seems a bit difficult to understand those…
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## Summary
Requesting the [betaincinv](https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.betaincinv.html) function be added to `jax.scipy.special`. This is the inverse of the regular…
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Hey,
What would be needed for your code to use any copulas from [ `Copulas.jl`](https://github.com/lrnv/Copulas.jl)? It might reduce maintenability burden in your `copulas.jl` file, and allow for …
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Of the currently implemented copulas only elliptical copulas allow for negative correlation. Most copulas require positive or non-nrgative correlation.
If cop_args are set in `__init__` then we can…