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Empirical copula #334

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adrmarty opened this issue Nov 30, 2022 · 0 comments
Open

Empirical copula #334

adrmarty opened this issue Nov 30, 2022 · 0 comments
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feature request Request for a new feature under discussion Issue is currently being discussed

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@adrmarty
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Problem Description

I'd like to use empirical copulas

Expected behavior

from copulas.multivariate import Empirical
from copulas.datasets import sample_trivariate_xyz

real_data = sample_trivariate_xyz()
copula = Empirical()
copula.fit(real_data)

Additional context

The cdf and pdf will be empirical aswell.
Maybe add this feature for bivariate copulas only?
@adrmarty adrmarty added feature request Request for a new feature under discussion Issue is currently being discussed labels Nov 30, 2022
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@adrmarty