search

damar-wicaksono / uqtestfuns

A Python3 library of test functions from the uncertainty quantification community with a common interface for validation and benchmarking purposes.
https://uqtestfuns.readthedocs.io/en/latest/
MIT License
8 stars 0 forks source link

Change Copulas : None into Copula : Independent #317

Open regislebrun opened 9 months ago

regislebrun commented 9 months ago

According to Sklar's theorem (https://en.wikipedia.org/wiki/Copula_(probability_theory)#Sklar's_theorem), there exists a unique copula for joint distributios with continuous marginal distributions. As a consequence, copulas should be changed into copula, and can never be None, even in the independent case.

Cheers

damar-wicaksono commented 9 months ago

@regislebrun: Indeed[^1]! Thank you very much for pointing that out!

[^1]: although as an instance in the code it is currently the Python None 😄