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[Interface] Clarify properties of several copulas #71

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lrnv opened this issue Nov 17, 2023 · 0 comments
Open

[Interface] Clarify properties of several copulas #71

lrnv opened this issue Nov 17, 2023 · 0 comments

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@lrnv
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lrnv commented Nov 17, 2023 •
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The following properties of the copulas:

  • kendall tau
  • spearman rho
  • tail dependence coefficients

should be clarified and included into the general API. it is weird that we dont have them yet for all copulas. For the moment, only several of them implements kendall tau and spearman rho, and the tail coefficients are lacking.
@lrnv lrnv added the enhancement New feature or request label Nov 17, 2023
@lrnv lrnv changed the title Clarify properties of several copulas [Interface] Clarify properties of several copulas Feb 7, 2024
@lrnv lrnv assigned lrnv and unassigned lrnv Feb 18, 2024
@lrnv lrnv removed their assignment Mar 17, 2024
@lrnv lrnv removed the enhancement New feature or request label May 9, 2024
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