CopulaFurtif
Getting Started
Installation
Basic Usage
Copula Fitting
Visualization
Extending the Pipeline: Adding a Copula
core
core package
Subpackages
core.DAO package
core.common package
core.copulas package
core.trading package
Module contents
CopulaFurtif
core
core package
core.copulas package
core.copulas.application package
core.copulas.application.use_cases package
View page source
core.copulas.application.use_cases package
Submodules
core.copulas.application.use_cases.diagnostics module
core.copulas.application.use_cases.evaluate_tail module
core.copulas.application.use_cases.fit_copula module
class
core.copulas.application.use_cases.fit_copula.
FitCopulaUseCase
[source]
Bases:
object
fit_cmle
(
data
,
copula
)
[source]
fit_ifm
(
data
,
copula
,
marginals
)
[source]
fit_mle
(
data
,
copula
,
marginals
,
known_parameters
=
True
)
[source]
Module contents