A Python Package for Sampling from Copulae: clayton

Alexis Boulin 2023-01-12

Citation

Alexis Boulin (January 2023). A Python Package for Sampling from Copulae: clayton. Computo. https://doi.org/10.57750/4szh-t752

Badges

Authors’ affiliations

• Alexis Boulin (Université Côte d’Azur, CNRS, LJAD, France, Inria, Lemon)

Abstract

The package $\textsf{clayton}$ is designed to be intuitive, user-friendly, and efficient. It offers a wide range of copula models, including Archimedean, Elliptical, and Extreme. The package is implemented in pure $\textsf{Python}$, making it easy to install and use. In addition, we provide detailed documentation and examples to help users get started quickly. We also conduct a performance comparison with existing $\textsf{R}$ packages, demonstrating the efficiency of our implementation. The $\textsf{clayton}$ package is a valuable tool for researchers and practitioners working with copulae in $\textsf{Python}$.