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arXiv · 2203.17177

A Python Package for Sampling from Copulae: clayton

Alexis Boulin
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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 copulas in \textsf{Python}.

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Alexis Boulin. 2022-03-31. A Python Package for Sampling from Copulae: clayton. https://arxiv.org/abs/2203.17177

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