rscopulas 0.1.0

Copula modeling for Python (NumPy) and Rust: vines, pair copulas, and reference-tested pseudo-observation workflows

rscopulas

rscopulas is a Python package for fitting, evaluating, and sampling copula models on validated pseudo-observations, backed by a Rust core built with PyO3 and maturin.

Install

pip install rscopulas

Optional plotting helpers are available with:

pip install "rscopulas[viz]"

Included models

• Gaussian and Student t copulas
• Archimedean families including Clayton, Frank, and Gumbel
• Pair copulas, including Khoudraji constructions
• C-vine, D-vine, and R-vine copulas
• Hierarchical Archimedean copulas

Python example

import numpy as np
from rscopulas import GaussianCopula

data = np.array(
    [
        [0.12, 0.18],
        [0.21, 0.25],
        [0.82, 0.79],
    ],
    dtype=np.float64,
)

fit = GaussianCopula.fit(data)
print("AIC:", fit.diagnostics.aic)
print("sample:\n", fit.model.sample(4, seed=7))

Project links

• Source: https://github.com/alexwox/rscopulas
• Documentation: https://github.com/alexwox/rscopulas/tree/master/docs
• Issue tracker: https://github.com/alexwox/rscopulas/issues