Risk analysis with copulas.
Project description
copulas_in_systemic_risk
Sample Usage
import copul
galambos = copul.Galambos() params = galambos.sample_parameters(3) galambos.plot_pickand(params)
Notes
python copula packages:
- pyvinecopulib
- copulas
- others: copula, copulae, pycopula, ...
more here: https://pypi.org/search/?q=copula
r copula packages:
- copula
- VineCopula
- others: GFGM.copula, FactorCopula, CommonMean.Copula, svines, ...
more here: https://cran.r-project.org/web/packages/available_packages_by_date.html
Installation
Run pip install ..
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