Search Packages

copulae

Multivariate data modelling with Copulas in Python

pyscarcopula

Python library for modelling complex multivariate dependencies using stochastic copulas

torchvinecopulib

A Python library for fitting and sampling vine copulas using PyTorch.

synthia

📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python

pycop

Python library for multivariate dependence modeling with Copulas

insurance-frequency-severity

Sarmanov copula joint frequency-severity for insurance pricing — analytical premium correction, IFM estimation, dependency diagnostics

copent

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

torchvine

Pure-PyTorch vine copula modelling — GPU-ready, differentiable, and API-compatible with pyvinecopulib

insurance-synthetic

Vine copula synthetic insurance portfolio data generator

mixedvines

Canonical vine copula trees with mixed marginals

insurance-dependent-fs

Dependent frequency-severity neural two-part model for insurance pricing — shared encoder trunk, Poisson/Gamma heads, MC and analytical pure premium

copulasimilarity

Official implementation of the paper: "CSIM: A Copula-based similarity index sensitive to local changes for Image quality assessment"

insurance-copula

Vine copulas for multi-peril home insurance pricing — exposure-weighted dependence modelling

dep-impact

A python package for conservative estimation of an output quantity of interest in reliabilty problems.