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Probability and sampling functions for six common seen bivariate copulas

Project description


This module mainly contains routines of probability distribution functions,
density functions, random sample generating functions, H-functions and Inverse
H-functions for six bivariate copulas families (will includes BB1, BB6, BB7, BB8
etc families in future). In this package, we label the ten families with an
integer as below.

0 ~ Independent
1 ~ Normal
2 ~ Student t
3 ~ Clayton
4 ~ Gumbel
5 ~ Frank
6 ~ Joe
7 ~ BB1 (coming soon)
8 ~ BB6 (coming soon)
9 ~ BB7 (coming soon)
10 ~ BB8 (coming soon)

Project details

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