JuliaActuary / EconomicScenarioGenerators.jl

Status: Technical Preview
MIT License
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More interesting copulas than gaussian + tests #41

Closed lrnv closed 2 years ago

lrnv commented 2 years ago

hey,

I've replaced the examples with a clayton copula instead of a Gaussian one, in the light of the 2008 crisis. I also added some tests with another copula than the clayton, since your addition allows clearly for such things, it'll be sad to restrict to gaussian dependence structures ;)

codecov[bot] commented 2 years ago

Codecov Report

Merging #41 (d13b0d8) into main (e37c67a) will not change coverage. The diff coverage is n/a.

:exclamation: Current head d13b0d8 differs from pull request most recent head 7b9faa3. Consider uploading reports for the commit 7b9faa3 to get more accurate results

@@           Coverage Diff           @@
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  Coverage   94.23%   94.23%           
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  Files           4        4           
  Lines         104      104           
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  Hits           98       98           
  Misses          6        6           
Impacted Files Coverage Δ
src/EconomicScenarioGenerators.jl 96.49% <ø> (ø)

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alecloudenback commented 2 years ago

Thank you very much!