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.
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 VNote that this impacts your vine copulas as they use the partial_derivative.