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Published October 25, 2023 | Version v0.1.12
Software Open

lrnv/Copulas.jl: v0.1.12

Authors/Creators

  • 1. Aix-Marseille Université

Description

Copulas v0.1.12

Diff since v0.1.11

Removed annoying dependencies and add a small test

Merged pull requests:

  • Remove precompilation and AlphaStableDistributions.jl dependency (#37) (@lrnv)

Closed issues:

  • MvNormalCDF 0.3 compatible (#32)
  • Difficulty generating independent copula samples and also evaluating density and cumulative functions for Fréchet–Hoeffding copula bounds (#35)

Files

lrnv/Copulas.jl-v0.1.12.zip

Files (34.4 kB)

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md5:01dc69ce2a94bc7e933092f902c3fff3
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Additional details

Related works

Is supplement to
Software: https://github.com/lrnv/Copulas.jl/tree/v0.1.12 (URL)