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bugThere is an error in the code that needs to be fixedThere is an error in the code that needs to be fixed
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Environment Details
Please indicate the following details about the environment in which you found the bug:
- Copulas version: 0.8.0
- Python version: 3.8.5
- Operating System: Ubuntu 18.04.6 LTS
Error Description
Documentation for partial derivative of Frank Copula is described as partial derivative w.r.t. first entry, but it's implemented w.r.t. second entry.
Documentation reads: partial_derivative(U, V) = F( V | U )
But code implementation suggests partial_derivative(U, V) = F( U | V ) as seen as https://sdv.dev/Copulas/_modules/copulas/bivariate/frank.html#Frank.partial_derivative
Which exactly matches F( U | V ) as seen in:
which is itself
(self._g(U) * self._g(V) + self._g(U)) / (self._g(U) * self._g(V) + self._g(1))
according to the Frank.partial_derivative implementation
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bugThere is an error in the code that needs to be fixedThere is an error in the code that needs to be fixed