Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Frank and Gaussian Copula give Error #54

Open
CrisDS81 opened this issue May 12, 2023 · 0 comments
Open

Frank and Gaussian Copula give Error #54

CrisDS81 opened this issue May 12, 2023 · 0 comments

Comments

@CrisDS81
Copy link

CrisDS81 commented May 12, 2023

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.

@CrisDS81 CrisDS81 changed the title Frank Copula give Error Frank and Gaussian Copula give Error May 13, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant