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Projects in Awesome Lists tagged with copula

A curated list of projects in awesome lists tagged with copula .

https://github.com/majianthu/pycopent

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

causal-discovery causality change-detection change-point-detection changepoint conditional-independence-test conditional-mutual-information copula copula-entropy correlation entropy granger-causality hypothesis-testing information-theory mutual-information normality-test python transfer-entropy two-sample-test variable-selection

Last synced: 11 Jun 2025

https://github.com/asnelt/mixedvines

Python package for canonical vine copula trees with mixed continuous and discrete marginals

c-vines copula copula-models copulae copulas data-analysis dependency-analysis dependency-modeling modeling python regular-vines statistics

Last synced: 17 Mar 2026

https://github.com/vinecopulib/rvinecopulib

R interface to the vinecopulib C++ library

copula estimation statistics vine

Last synced: 22 Oct 2025

https://github.com/asnelt/mixedvinetoolbox

Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals

c-vines copula copula-models copulae copulas data-analysis dependency-analysis dependency-modeling matlab modeling regular-vines statistics

Last synced: 17 Mar 2025

https://github.com/rena95/Loss-Distribution-Approach

The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.

copula copula-models extreme-value-statistics lda loss-distribution loss-distribution-approach operational-risk r risk-management value-at-risk

Last synced: 29 Jul 2025

https://github.com/maltekurz/pacotest

R-package: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

copula cran data-science r statistics

Last synced: 13 Apr 2025

https://github.com/majianthu/cpd

Code for the paper "Change Point Detection with Copula Entropy based Two-Sample Test"

change-point-detection changepoint copula copula-entropy two-sample-test

Last synced: 11 Feb 2026

https://github.com/athammad/pbox

pbox R package. Exploring multivariate spaces with Probability Boxes

climate-change copula environmental-monitoring financial-analysis probability r risk-assessment risk-management statistics

Last synced: 28 Oct 2025

https://github.com/lbelzile/lcopula

Liouville copulas

copula extremes

Last synced: 21 Feb 2026

https://github.com/kynaaaan/rscopula

A simple library implementing copulas in rust

copula rust statistics

Last synced: 23 Sep 2025

https://github.com/andreazoccatelli/tabular_data_augmentation_continuous

This repository contains the scripts used to write my master degree thesis project: "Augmentation of tabular data with continuous features for binary imbalanced classification problems"

cgan copula data-augmentation imbalanced-classification imbalanced-data imbalanced-learning

Last synced: 21 Apr 2026

https://github.com/majianthu/cda

Code for the paper "Causal Domain Adaptation with Copula Entropy based Conditional Independence Test"

causal-discovery conditional-independence copula copula-entropy domain-adaptation

Last synced: 11 Jun 2025