After more than four years of developpement, Copulas.jl has reached version 1.0 ! I wanted to come back to the developpement journey, talk a bit about the functionalities but most importantly about why: why tag the 1.
This post highlights two recent Julia projects:
VineCopulas.jl, developed by Santiago Jimenez; KaimonSlate.jl, developed by Kahli Burke. Kahli used KaimonSlate to produce the video and PDF below about VineCopulas.
Motivation In many probabilistic and statistical models, the (regularized) incomplete beta function shows up in places where you do not expect it at first glance: CDFs of Beta and Student distributions, tail probabilities of binomial models, Bayesian posteriors, or parameterizations of the Student copula.
Announce I am proud to annonce the publication and the registration of my new Julia package, Copulas.jl.
As it’s name suggests, Copulas.jl is a package that implements methods and tools to work with an arround copulas in the Julia programming language.