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reverting gumbel copula sampler to old method. Fixes for c-vine sampler #20

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merged 7 commits into from
Jul 24, 2019
Merged

reverting gumbel copula sampler to old method. Fixes for c-vine sampler #20

merged 7 commits into from
Jul 24, 2019

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wgurecky
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  • Fix for gumbel copula samples. Implementation of the inverse conditional distribution for the gumbel copula contained a bug
  • This issue was impacting drawing samples from c-vine when gumbel copula were present at any of the tree levels. In some cases, the samples from a gumbel copula could have been transposed.

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wgurecky commented Jul 22, 2019 •
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addresses #21

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coveralls commented Jul 22, 2019 •
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Coverage Status

Coverage increased (+0.4%) to 79.558% when pulling 5211833 on gumbel_vine_fix into b70cc2a on master.

@wgurecky wgurecky merged commit 2e5f47d into master Jul 24, 2019
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