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On the recordRead 12 Oct 202631 facts
Copulas.jl
On the record
- Additional interoperability
- An optional extension connects Copulas.jl with PartitionedDistributions.jl for marginal and conditional distribution operations.lrnv.github.io · read 12 Oct 2026
- Bayesian analysis
- Yeslrnv.github.io · read 23 Sep 2026
- Compound distributions
- Its SklarDist type constructs multivariate compound distributions from a copula and marginal distributions using Sklar’s theorem.lrnv.github.io · read 12 Oct 2026
- Conditioning
- Copulas and SklarDist models can be conditioned on points or intervals; discrete margins are handled as latent uniform intervals.lrnv.github.io · read 11 Oct 2026
- Core features
- The package supports random number generation, density and distribution function evaluation, fitting, copula based multivariate distributions, and dependence metrics.lrnv.github.io · read 12 Oct 2026
- Dependence analysis
- It provides dependence metrics, tail coefficients, and resampling-based hypothesis tests for dependence assumptions and goodness of fit.github.com · read 11 Oct 2026
- Deployment
- desktoplrnv.github.io · read 23 Sep 2026
- Diagnostics
- CopulaModel fitting supports diagnostics including covariance, confidence intervals, residuals, and information criteria.github.com · read 11 Oct 2026
- Experimental status
- The project’s GitHub README describes the work as fairly experimental and advises using it with caution.github.com · read 12 Oct 2026
- Fit limitation
- The documented Sklar fitting routes use sequential or rank-based methods and are not joint full maximum likelihood.github.com · read 11 Oct 2026
- Fitting and selection
- The package offers fitting procedures and automatic family selection using explicit candidate sets and information criteria.github.com · read 11 Oct 2026
- Installation
- The package is registered in Julia’s General registry and the site gives `] add Copulas` as the installation command.lrnv.github.io · read 12 Oct 2026
- Integration
- Copulas.jl follows the Distributions.jl API, supporting interoperability with packages based on that API such as Turing.jl.github.com · read 11 Oct 2026
- Intended users
- The package is aimed at Julia users modeling dependence structures and multivariate distributions with copulas.github.com · read 11 Oct 2026
- Julia ecosystem
- Copulas.jl follows the Distributions.jl API and the documentation describes interoperability with packages based on that API, including Turing.jl.lrnv.github.io · read 12 Oct 2026
- License
- The GitHub repository lists the package under the MIT license.github.com · read 12 Oct 2026
- Makers
- The package citation names Oskar Laverny and Santiago Jimenez as its authors.github.com · read 12 Oct 2026
- Model coverage
- The feature comparison marks extreme value copulas and Archimax copulas as bivariate only, and Archimedean chains as unavailable in Copulas.jl.github.com · read 12 Oct 2026
