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Inverse Gaussian Copula #66

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Santymax98 opened this issue Nov 16, 2023 · 2 comments · Fixed by #67
Closed

Inverse Gaussian Copula #66

Santymax98 opened this issue Nov 16, 2023 · 2 comments · Fixed by #67

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@Santymax98
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Hi!!,

In the Gaussian inverse copula when the parameter is zero it should return the independent copula (special case) as the verification is below the requirement that the parameter must be positive it is removing the opportunity to return the independent copula when the parameter is equal to zero

@Santymax98
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Hello, I noticed that the Gumbel copula does not allow obtaining samples larger than copulas with a parameter greater than 10, since the \alpha - stable distribution has a limitation of 0.1 to 2 and I think it should be 0 < \alpha < 1

@lrnv
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lrnv commented Nov 16, 2023

The invgaussian is fixed in #67. But the Gumbel indeed that is probably a limitation of the current algorithm. I will investigate a bit (but in a new issue, please a topic per problem)

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2 participants