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.domain package
  • View page source

core.copulas.domain package

Subpackages

  • core.copulas.domain.factories package
    • Submodules
    • core.copulas.domain.factories.copula_factory module
      • CopulaFactory
        • CopulaFactory.create()
        • CopulaFactory.register()
        • CopulaFactory.registry
    • Module contents
  • core.copulas.domain.models package
    • Subpackages
      • core.copulas.domain.models.elliptical package
        • Submodules
        • core.copulas.domain.models.elliptical.gaussian module
        • core.copulas.domain.models.elliptical.student module
        • Module contents
    • Submodules
    • core.copulas.domain.models.interfaces module
      • CopulaModel
        • CopulaModel.get_cdf()
        • CopulaModel.get_pdf()
        • CopulaModel.kendall_tau()
        • CopulaModel.sample()
    • core.copulas.domain.models.mixins module
      • AdvancedCopulaFeatures
        • AdvancedCopulaFeatures.AD()
        • AdvancedCopulaFeatures.IAD()
        • AdvancedCopulaFeatures.conditional_cdf_u_given_v()
        • AdvancedCopulaFeatures.conditional_cdf_v_given_u()
        • AdvancedCopulaFeatures.partial_derivative_C_wrt_u()
        • AdvancedCopulaFeatures.partial_derivative_C_wrt_v()
      • ModelSelectionMixin
        • ModelSelectionMixin.AIC()
        • ModelSelectionMixin.BIC()
        • ModelSelectionMixin.kendall_tau_error()
      • SupportsTailDependence
        • SupportsTailDependence.LTDC()
        • SupportsTailDependence.UTDC()
    • Module contents

Module contents

Previous Next

© Copyright 2025, Jérémy Loustau-laguide, Théo Reymermier.

Built with Sphinx using a theme provided by Read the Docs.