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A library to model multivariate data using copulas.
Created 2017-11-13
851 commits to main branch, last one 3 days ago
Multivariate data modelling with Copulas in Python
Created 2019-01-13
322 commits to master branch, last one 3 months ago
19
107
apache-2.0
10
TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series, from ServiceNow Research
Created 2022-05-18
72 commits to tactis-2 branch, last one about a month ago