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Test different copulas and use multivariate Gaussian copulas

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SjoerdGn/copulabayesnet

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copulabayesnet

  • Load data
  • Test Copulas
  • Predict from multivariate normal copulas
  • Generate several useful plots

Documentation

Online documentation

Installation

Install basic

pip install copulabayesnet

If you are looking for latest updates, consider installation directly from sources.

git clone https://github.com/SjoerdGn/copulabayesnet.git
cd copulabayesnet
python setup.py install

Functionalities

-- make table here

Gaussian copula

Gaussian copula

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Test different copulas and use multivariate Gaussian copulas

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