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lrnv / Copulas.jl

A fully `Distributions.jl`-compliant copula package
https://lrnv.github.io/Copulas.jl/
MIT License
83 stars 9 forks source link

[New Generator] FrailtyGenerator #162

Open lrnv opened 5 months ago

lrnv commented 5 months ago

This is a first attempt to add a frailty generator: as the williamson generator, it owuld be constructed from univariate distribution, but the distribution would be used as a frailty distribution and not as the williamson distribution.

This could be really usefull to streamline the process and reduce bugs in the alreayd implemented frailty generators (clayton, gumbel, amh, etc...)