blent-ai / pycopula

Python copulas library for dependency modeling
Apache License 2.0
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What the input data would be like? #11

Open godk0509 opened 2 years ago

godk0509 commented 2 years ago

Is the data the value of Probability density function ,or the value of random variable?

jansila commented 10 months ago

Did you have any success? I am trying to fit empirical return data with this package, but I keep getting array has an inhomogeneous shape error