Related Issues (20)
- Archimedean sampling through McNeil & Neslehova's Radial/Simplex decompositions HOT 1
- Fix type parameters of each copula consistently HOT 1
- [Bug] Frank Copula when parameter is negative HOT 6
- [New copulas] Extreme values copulas
- Add generic coherence check for archimedeans
- problem with Copula Frank samples HOT 5
- Inverse Gaussian Copula HOT 2
- Gumbel with parameter > 10
- [Interface] Clarify properties of several copulas
- Fix broken kendall tau on GumbelBarnettCopula and InvGaussianCopula HOT 11
- Doubt about the Williamson transform HOT 3
- [Bug] Kendall's tau for TCopula & non-archimedeans more generally HOT 9
- [Internals] move to FrailtyGenerator
- [Docs] Convert docstring references to the right format
- [New copulas] Vines Copulas
- [Fitting] Implement more fitting procedures
- Design automatic soundness test for all copulas.
- Add a precompile workflow
- [Bug] RafteryCopula broken tests HOT 15
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from copulas.jl.