Metadata-Version: 2.1
Name: copul
Version: 0.0.1
Summary: Risk analysis with copulas.
Author-email: Marcus Rockel <marcus.rockel@finance.uni-freiburg.de>, Eva Lütkebohmert-Holtz <eva.luetkebohmert@finance.uni-freiburg.de>, Jonathan Ansari <jonathan.ansari@plus.ac.at>
Project-URL: Homepage, https://github.com/Corrram/copulas_in_systemic_risk
Classifier: Programming Language :: Python :: 3
Classifier: Operating System :: OS Independent
Requires-Python: >=3.7
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: interval
Requires-Dist: matplotlib (>=3.7.1)
Requires-Dist: numpy (>=1.24.2)
Requires-Dist: pandas (>=1.5.3)
Requires-Dist: pillow (>=9.4.0)
Requires-Dist: scipy (>=1.10.1)
Requires-Dist: statsmodels
Requires-Dist: sympy
Requires-Dist: sympy-plot-backends

# copulas_in_systemic_risk

## Sample Usage
import copul

galambos = copul.Galambos()
params = galambos.sample_parameters(3)
galambos.plot_pickand(params)

## Notes

python copula packages:
- pyvinecopulib
- copulas
- others: copula, copulae, pycopula, ...

more here: https://pypi.org/search/?q=copula

r copula packages:
- copula
- VineCopula
- others: GFGM.copula, FactorCopula, CommonMean.Copula, svines, ...

more here: https://cran.r-project.org/web/packages/available_packages_by_date.html

## Installation
Run `pip install .`.
