https://github.com/computorg/published-202301-boulin-clayton

"A Python Package for Sampling from Copulae: clayton", by Alexis Boulin
https://github.com/computorg/published-202301-boulin-clayton

copulae python-package random-number-generation reproducible-research

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"A Python Package for Sampling from Copulae: clayton", by Alexis Boulin

• Host: GitHub
• URL: https://github.com/computorg/published-202301-boulin-clayton
• Owner: computorg
• License: cc-by-4.0
• Created: 2023-01-09T21:09:25.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2025-09-12T13:52:23.000Z (10 months ago)
• Last Synced: 2025-09-12T16:10:51.585Z (10 months ago)
• Topics: copulae, python-package, random-number-generation, reproducible-research
• Language: TeX
• Homepage: http://computo-journal.org/published-202301-boulin-clayton/
• Size: 12.1 MB
• Stars: 0
• Watchers: 5
• Forks: 0
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# A Python Package for Sampling from Copulae: clayton

Alexis Boulin

2023-01-12

### Citation

Alexis Boulin (January 2023). A Python Package for Sampling from Copulae: clayton. Computo.

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### Authors’ affiliations

- [Alexis Boulin](https://aleboul.github.io/) (Université Côte d’Azur, CNRS, LJAD, France, Inria, Lemon)

### 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 copulae in $\textsf{Python}$.