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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 fixednewAutomatic label applied to new issuesAutomatic label applied to new issues
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Hello,
The partial derivative here should implement F(v|u) as per docstring and consistency with the other copulas, but the implementation is F(u|v).
More explicitly, the first term should be based on U (i.e. np.power(U, –self.theta – 1)
) rather than V
Note that this impacts your vine copulas as they use the partial_derivative.
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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 fixednewAutomatic label applied to new issuesAutomatic label applied to new issues