Trying out Copula packages in Python – II

And here we go with the copula package in (the sandbox of) statsmodels! You can look at the code first here. I am in love with this package. I was in love with statsmodels already, but this tiny little copula package has everything one can hope for! First Impressions First I was not sure about […]

Trying out Copula packages in Python – I

You may ask, why copulas? We do not mean this copulas. We mean the mathematical concept. Simply put, copulas are joint distribution functions with uniform marginals. The kicker, is that they allow you to study dependencies separately from marginals. Sometimes you have more information on the marginals than on the joint function of a dataset, […]