A Python Package for Sampling from Copulae: clayton
Computation
2023-06-06 v2
Abstract
The package \textsf{clayton} is designed to be intuitive, user-friendly, and efficient. It offers a wide range of copula models, including Archimedean, Elliptical, and Extreme. The package is implemented in pure \textsf{Python}, making it easy to install and use. In addition, we provide detailed documentation and examples to help users get started quickly. We also conduct a performance comparison with existing \textsf{R} packages, demonstrating the efficiency of our implementation. The \textsf{clayton} package is a valuable tool for researchers and practitioners working with copulas in \textsf{Python}.
Keywords
Cite
@article{arxiv.2203.17177,
title = {A Python Package for Sampling from Copulae: clayton},
author = {Alexis Boulin},
journal= {arXiv preprint arXiv:2203.17177},
year = {2023}
}
Comments
25 pages, 6 figures, 6 tables. Computo, January 2023