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tfm000 / sklarpy

Copula fitting in Python.
https://sklarpy.readthedocs.io/en/latest/
MIT License
6 stars 1 forks source link

Divergence with Wolfram Mathematica #18

Closed ZupoLlask closed 2 days ago

ZupoLlask commented 6 days ago

Dear Tyler,

Do you know about divergences with Wolfram Mathematica, for the same distributions/parameters and data?

I'm comparing implementations and getting very different results for the same data. But I'm still trying to figure it out...

tfm000 commented 6 days ago

Hi, what functions/distributions are you referring to?

ZupoLlask commented 6 days ago

I'll create a minimal case to illustrate the issue and to make it easier to narrow it down.

I stumbled upon this issue while trying to replicate in Python what I have in Mathematica...

I'll come back to you tomorrow.

Thanks.

ZupoLlask commented 2 days ago

Dear Tyler,

I'm glad to let you know that sklarpy is performing wonderfully when comparing with Wolfram Mathematica.

It was my mistake when calculating probabilities!

Sorry for the worrying you. :-)