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Copula fitting in Python.

Home Page: https://sklarpy.readthedocs.io/en/latest/

License: MIT License

Python 100.00%
copula-asymmetries copula-models copulas finance machine-learning multivariate multivariate-distributions portfolio-optimization python quantitative-finance

sklarpy's Issues

Requesting for implementing Vine copula

Hi developer,
Thank you for your excellent work of providing this comprehensive package for copula implemention. Is that possible to implement Vine copula also in the package? Although there is a implementation of vine copula already, it would be nice to use all copulas in the same package with the same implementation methodology.
Thanks again, nice work!

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