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DanielBok / copulae

Multivariate data modelling with Copulas in Python
https://copulae.readthedocs.io/en/latest/
MIT License
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gumbel formula correction #23

Closed maksle closed 3 years ago

maksle commented 4 years ago

https://copulae.readthedocs.io/en/latest/copulae/archimedean/gumbel.html

It says the formula is C_\theta (u_1, \dots, u_d) = \exp( - (\sum_u^i (-\log u_{i})^{-\theta} )^{1/\theta})

It seems this formula should be C_\theta (u_1, \dots, u_d) = \exp( - (\sum_u^i (-\log u_{i})^{\theta} )^{1/\theta})

DanielBok commented 4 years ago

Ah yes! Thank you for pointing the typo out. I'll update it in the docs as soon as I can.