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        "author": "Daniel Bok",
        "author_email": "daniel.bok@outlook.com",
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            "Development Status :: 3 - Alpha",
            "Intended Audience :: End Users/Desktop",
            "Intended Audience :: Financial and Insurance Industry",
            "License :: OSI Approved :: MIT License",
            "Operating System :: MacOS :: MacOS X",
            "Operating System :: Microsoft :: Windows",
            "Operating System :: POSIX",
            "Programming Language :: Python",
            "Programming Language :: Python :: 3.6",
            "Programming Language :: Python :: 3.7",
            "Topic :: Scientific/Engineering"
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        "description": "# Copulae\n\nCopulae is a package used to model complex dependency structures. Copulae implements common and popular copula structures to bind multiple univariate streams of data together. All copula implemented are multivariate by default. \n\n###### Versions\n\n[![Anaconda Version](https://anaconda.org/conda-forge/copulae/badges/version.svg)](https://anaconda.org/conda-forge/copulae/badges/version.svg)\n[![PyPI version](https://badge.fury.io/py/copulae.svg)](https://badge.fury.io/py/copulae)\n\n###### Continuous Integration\n\n[![Build Status](https://travis-ci.com/DanielBok/copulae.svg?branch=master)](https://travis-ci.com/DanielBok/copulae)\n\n###### Documentation\n\n[![Documentation Status](https://readthedocs.org/projects/copulae/badge/?version=latest)](https://copulae.readthedocs.io/en/latest/?badge=latest)\n\n###### Coverage\n\n[![Coverage Status](https://coveralls.io/repos/github/DanielBok/copulae/badge.svg?branch=master)](https://coveralls.io/github/DanielBok/copulae?branch=master)\n\n## Installing\n\nInstall and update using [pip](https://pip.pypa.io/en/stable/quickstart/) and on conda.\n\n```bash\n# conda\nconda install -c conda-forge copulae \n\n```\n\n```bash\n# PyPI\npip install -U copulae\n```\n\n## Documentation\n\nThe documentation is located at https://copulae.readthedocs.io/en/latest/. Please check it out. :)\n\n\n## Simple Usage\n\n```python\nfrom copulae import NormalCopula\nimport numpy as np\n\nnp.random.seed(8)\ndata = np.random.normal(size=(300, 8))\ncop = NormalCopula(8)\ncop.fit(data)\n\ncop.random(10)  # simulate random number\n\n# getting parameters\np = cop.params\n# cop.params = ...  # you can override parameters too, even after it's fitted!  \n\n# get a summary of the copula. If it's fitted, fit details will be present too\ncop.summary()\n\n# overriding parameters, for Elliptical Copulae, you can override the correlation matrix\ncop[:] = np.eye(8)  # in this case, this will be equivalent to an Independent Copula\n```\n\nMost of the copulae work roughly the same way. They share pretty much the same API. The difference lies in the way they are parameterized. Read the docs to learn more about them. \ud83d\ude0a\n\n\n## Acknowledgements\n\nMost of the code has been implemented by learning from others. Copulas are not the easiest beasts to understand but here are some items that helped me along the way. I would recommend all the works listed below.\n\n#### [Elements of Copula Modeling with R](https://www.amazon.com/Elements-Copula-Modeling-Marius-Hofert/dp/3319896342/)\n\nI referred quite a lot to the textbook when first learning. The authors give a pretty thorough explanation of copula from ground up. They go from describing when you can use copulas for modeling to the different classes of copulas to how to fit them and more.\n\n#### [Blogpost from Thomas Wiecki](https://twiecki.io/blog/2018/05/03/copulas/) \n\nThis blogpost gives a very gentle introduction to copulas. Before diving into all the complex math you'd find in textbooks, this is probably the best place to start. \n\n## Motivations\n\nI started working on the copulae package because I couldn't find a good existing package that does multivariate copula modeling. Presently, I'm building up the package according to my needs at work. If you feel that you'll need some features, you can drop me a message. I'll see how I can schedule it. \ud83d\ude0a\n\n## TODOS\n\n- [x] Set up package for pip and conda installation\n- [ ] More documentation on usage and post docs on rtd\n    - [ ] Add sample problems\n- [x] Elliptical Copulas\n    - [x] Gaussian (Normal)\n    - [x] Student (T)\n- [ ] Implement in Archimedean copulas\n    - [x] Clayton\n    - [x] Gumbel\n    - [x] Frank\n    - [x] Empirical\n    - [ ] Joe\n    - [ ] AMH \n    - [ ] Implement Rho finding via cubatures\n- [ ] Implement Copulae Tests\n    - [x] Radial Symmetry\n    - [x] Exchangeability\n    - [ ] Goodness of Fit\n        - [ ] Pairwise Rosenblatt\n        - [ ] Multi-Independence\n        - [ ] General GOF\n    - [ ] Model Selection\n        - [ ] Cross-Validated AIC/BIC\n- [ ] Implement mixed copulas\n- [ ] Implement more solvers\n- [ ] Implement convenient graphing functions\n\n\n",
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        "maintainer": "Daniel Bok",
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