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Test different copulas and use multivariate Gaussian copulas

Project description

# copulabayesnet

  • Load data

  • Test Copulas

  • Predict from multivariate normal copulas

  • Generate several useful plots

## Installation Install basic

pip install copulabayesnet

If you are looking for latest updates, consider installation directly from sources.

` git clone https://github.com/SjoerdGn/copulabayesnet.git cd copulabayesnet python setup.py install `

## Functionalities

– make table here

## Gaussian copula

![Gaussian copula](https://latex.codecogs.com/gif.latex?c_R%5E%7B%5Ctext%7BGa%7D%7D%28u%29%20%3D%20%5Cfrac%7B1%7D%7B%5Csqrt%7B%7C%7BR%7D%7C%7D%7D%5Cexp%5Cleft%28-%5Cfrac%7B1%7D%7B2%7D%20%5Cbegin%7Bpmatrix%7D%5CPhi%5E%7B-1%7D%28u_1%29%5C%5C%20%5Cvdots%20%5C%5C%20%5CPhi%5E%7B-1%7D%28u_d%29%5Cend%7Bpmatrix%7D%5ET%20%5Ccdot%20%5Cleft%28R%5E%7B-1%7D-I%5Cright%29%20%5Ccdot%20%5Cbegin%7Bpmatrix%7D%5CPhi%5E%7B-1%7D%28u_1%29%5C%5C%20%5Cvdots%20%5C%5C%20%5CPhi%5E%7B-1%7D%28u_d%29%5Cend%7Bpmatrix%7D%20%5Cright%29%2C)

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