sdv-dev / Copulas

A library to model multivariate data using copulas.
https://sdv.dev/Copulas/
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Hyper Laplace Distribution #193

Open ZhuofanXie opened 4 years ago

ZhuofanXie commented 4 years ago

Description

Implement Hyper-Laplace distribution

ZhuofanXie commented 4 years ago

The hyper-laplacian distribution is realized through a wrapper around the gamma distribution provided by scipy, where the mathematical relation between hyper-laplacian and gamma distributions is as the following: