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Empirical copula

Open adrmarty opened this issue 3 years ago • 0 comments

Problem Description

I'd like to use empirical copulas

Expected behavior

from copulas.multivariate import Empirical
from copulas.datasets import sample_trivariate_xyz

real_data = sample_trivariate_xyz()
copula = Empirical()
copula.fit(real_data)

Additional context

The cdf and pdf will be empirical aswell. Maybe add this feature for bivariate copulas only?

adrmarty avatar Nov 30 '22 09:11 adrmarty