DanielBok / copulae

Multivariate data modelling with Copulas in Python

Home Page:https://copulae.readthedocs.io/en/latest/

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Frank and Gaussian Copula give Error

CrisDS81 opened this issue · comments

Hey @DanielBok ,
if i try to fit Frank Copula on a dataset of dim 2 i have this error
AssertionError: Copula must have parameters to calculate parameters
in particular when the parameter of Frank Copula should be negative the code doesn't work even if in dimension 2.
Furthermore, very often using the Gaussian copula with some data it reports the error in the _mutivariate.py script because the covariance matrix becomes non-symmetric and not positive definite during the fitting.