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vine copulas about copulas HOT 3 CLOSED

noonsad avatar noonsad commented on May 28, 2024
vine copulas

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Comments (3)

DILIU899 avatar DILIU899 commented on May 28, 2024 2

Maybe you can try:
copula = copulas.multivariate.vine.VineCopula('regular')
copula.fit(data)

The vine copula document:
https://sdv.dev/Copulas/tutorials/03_Multivariate_Distributions.html#Vine-Copulas

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npatki avatar npatki commented on May 28, 2024 1

Hi @noonsad, I think @DILIU899 is correct.

I also referenced the API docs. When you instantiate a VineCopula, the first argument should be the vine type -- which a string of either 'regular', 'center' or 'direct'.

I'm closing the issue off since this seems to solve the error. Please feel free to reply if you continue to notice any crashes and we can reopen to investigate.

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noonsad avatar noonsad commented on May 28, 2024 1

@DILIU899 and @npatki thanks for the response guys! you're right.
I have tried this and it works:

from copulas.multivariate import VineCopula
copula = VineCopula('center') #center is the type, 'regular' and 'direct' are also available.
copula.fit(data)

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