Skip to content

Frank and Gaussian Copula give Error #54

@CrisDS81

Description

@CrisDS81

Hey @DanielBok ,
if i try to fit Frank Copula on a dataset of dim 2 i have this error
AssertionError: Copula must have parameters to calculate parameters
in particular when the parameter of Frank Copula should be negative the code doesn't work even if in dimension 2.
Furthermore, very often using the Gaussian copula with some data it reports the error in the _mutivariate.py script because the covariance matrix becomes non-symmetric and not positive definite during the fitting.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions