Skip to main content
Ctrl+K

vineknockoffs 0.1.0 documentation

Site Navigation

  • Introduction
  • API documenation

Site Navigation

  • Introduction
  • API documenation

Section Navigation

  • vineknockoffs.VineKnockoffs
  • vineknockoffs.copulas.ClaytonCopula
  • vineknockoffs.copulas.FrankCopula
  • vineknockoffs.copulas.GaussianCopula
  • vineknockoffs.copulas.GumbelCopula
  • vineknockoffs.copulas.IndepCopula
  • vineknockoffs.vine_copulas.DVineCopula

API documenation#

Vine copula knockoffs#

VineKnockoffs([dvine, marginals, ...])

Vine copula knockoffs.

Bivariate copulas#

ClaytonCopula([par, rotation])

Clayton copula (bivariate).

FrankCopula([par])

Frank copula (bivariate).

GaussianCopula([par])

Gaussian copula (bivariate).

GumbelCopula([par, rotation])

Gumbel copula (bivariate).

IndepCopula()

Independence / product copula (bivariate).

Vine copulas#

DVineCopula(copulas)

previous

Introduction

next

vineknockoffs.VineKnockoffs

On this page
  • Vine copula knockoffs
  • Bivariate copulas
  • Vine copulas
Show Source

© Copyright 2022, Malte S. Kurz.

Built with the PyData Sphinx Theme 0.12.0.

Created using Sphinx 5.3.0.