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Create wrapper for copulae Copulas #10

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OpheliaMiralles opened this issue Oct 14, 2022 · 0 comments
Open

Create wrapper for copulae Copulas #10

OpheliaMiralles opened this issue Oct 14, 2022 · 0 comments
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@OpheliaMiralles
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A milestone in fitting and profiling multivariate distribution would be to be able to create Multivariate distribution initialized with a correlation structure (e.g. Copula), the number of dimensions ndim and the ndim marginal distributions. We should be able to manage the fit of the composed likelihood function and compute profile likelihood with the flattened vector of parameters.

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