[New feature] Faster sampling for small-dimensional cops

lrnv / Copulas.jl

A fully `Distributions.jl`-compliant copula package

https://lrnv.github.io/Copulas.jl/

MIT License

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[New feature] Faster sampling for small-dimensional cops #180

Open lrnv opened 4 months ago

lrnv commented 4 months ago

Small dimensional archimedean copulas (in particular d=2) are really usefull and sometimes have specific samplign schemes taht are much faster than what we are doing right now.

We could try to implement some of them to fasten the sampling routines.