Giters

sdv-dev / Copulas

A library to model multivariate data using copulas.

Home Page:https://sdv.dev/Copulas/

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

supports dynamic copulas

jacktang opened this issue · comments

commented

Problem Description

Copulas might be time dependent in some time series. It is better to support dynamic copulas.