Comments on The Beginner Programmer: Copulalib: How to use copulas in Python

Thanks for pointing the bug and solution. I have u...

2022-10-02T05:33:01.528+01:00

Thanks for pointing the bug and solution. I have updated the package in pip.

Btw, I'm Andrea. Nice to talk to you. :-)

2021-11-30T09:18:11.115+00:00

Btw, I'm Andrea. Nice to talk to you. :-)

Thank you very much for this post. If I got correc...

2021-11-30T09:17:15.989+00:00

Thank you very much for this post. If I got correct here the intention is to create a dependence structure for U and V. The support of the numbers is 0,1. Inverting the random numbers using the desire analytical distribution should return a multivariate distribution. So let's suppose X and Y are lognormal, if I got correct I should invert respectively the distribution in U and V to get the multivariate. I tried to call generate_xy (not used in the code above but included in the library) but I'm getting back that the module 'statistics' has no attribute 'cpdf'. Btw, if I got correct, generate_xy is using a Kernel approach that can be replaced by the logic I explained above (inverting U and V using the lognormal). Could you please help me to understand if what above is correct?

thank you very useful post. I think the error men...

2021-03-24T10:04:58.671+00:00

thank you very useful post.

I think the error mentioned in the post, related to the large size of x and y is due to the line 58 of copulalib.py. There is a conditional statement, comparing the sizes of X and Y, by using is not, instead of using !=. The is not operator is checking if the sizes are not the same object, rather then check if they have not the same value.
to avoid the error you can modify the following code in the copulalib.py (line 58):

before:

# input array should have same zie
if X.size is not Y.size:
raise ValueError('The size of both array should be same.')

# input array should have same zie
if X.size != Y.size:
raise ValueError('The size of both array should be same.')

Grateful,
Luca

Thank you!! I was looking just for this :)

2019-11-02T03:49:22.934+00:00

Thank you!! I was looking just for this :)

I am also wandering why the fitting procedure is t...

2019-09-02T11:00:18.396+01:00

I am also wandering why the fitting procedure is taking the raw data values directly. Have you got any answer.

Thanks for the nice post. I am also trying to move...

2017-01-03T03:02:18.681+00:00

Thanks for the nice post. I am also trying to move my R copula script to Python.

I agree that the current copulalib is quite limited, and I think that size greater than 300 problem is a bug.

Also wonder why the fitting procedure is not taking U and V values in [0,1] and instead taking raw data values. Suppose I have X and Y raw data and fitted in certain (but different) distributions that I preferred, I would want to use my own set of Us and Vs to fit the copula.