A Python library for fitting and sampling vine copulas using PyTorch.

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

Multivariate data modelling with Copulas in Python

Python library for multivariate dependence modeling with Copulas

A fully `Distributions.jl`-compliant copula package

Statistical inference of vine copulas

📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python

Supplementary material for ICDM 20 paper "COPOD: Copula-Based Outlier Detection"

Python package for canonical vine copula trees with mixed continuous and discrete marginals

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

A C++ library for vine copula models (w/ interfaces to R + Python)

R interface to the vinecopulib C++ library

ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

A professional, research-grade comparison of Gaussian Copula and Variational Autoencoder (VAE) methods for synthetic tabular data generation. Includes full evaluation pipeline with distribution overlap, correlation analysis, PCA projections, pairplots, metrics, and automated visual reports.

A narrative and technical exploration of data authenticity through the four pillars of synthetic data realism, Fidelity, Coverage, Privacy, and Utility. This thought-leadership piece combines storytelling, mathematics, and code to explain how these metrics define the ethical and functional “soul” of data in AI systems.

Autocurator is a comprehensive benchmarking toolkit for evaluating synthetic tabular data. It measures fidelity, coverage, privacy, and utility through quantitative metrics, visual reports, and PCA/correlation diagnostics. Ideal for validating VAE, GAN, Copula, or Diffusion-generated datasets.

Quantification of global drought recovery probability based on Vine Copula

Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals

Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.

[Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis

HACSurv: A Hierarchical Copula-based Approach for Survival Analysis with Dependent Competing Risks

R package for dependence modelling with factor copulas

MultiSKAT is an R-package focused at rare-variant analysis of continuous multiple phenotype data. This project contains the R-codes/functions (including an example dataset) to carry out the MultiSKAT tests.

D-vine quantile regression

Official implementation of the paper: "CSIM: A Copula-based similarity index sensitive to local changes for Image quality assessment"

No description provided.

Synthetic Data Generation Algorithms (VAE-GAN-Diffusion Model-LSTM-Copula)

Model-based clustering with vine copulas

The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.

The MultiHazard R package provides tools for stationary multivariate statistical modeling such as of the joint distribution of MULTIple co-occurring HAZARDs.