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

Merged
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

Commits on Jul 22, 2019

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

    @wgurecky
    wgurecky committed Jul 22, 2019
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Commits on Jul 23, 2019

  1. updating copula base class to use abc abstract method decorator and a… 

    …dd mcmc fit to copula base class
    @wgurecky
    wgurecky committed Jul 23, 2019
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  2. improves c-vine test case

    @wgurecky
    wgurecky committed Jul 23, 2019
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  3. relax tol on corr matrix check

    @wgurecky
    wgurecky committed Jul 23, 2019
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Commits on Jul 24, 2019

  1. adding trial copula spec control to vine class

    @wgurecky
    wgurecky committed Jul 24, 2019
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  2. moving trial copula check to base vine class

    @wgurecky
    wgurecky committed Jul 24, 2019
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  3. adds additional sampling methods to transform vine copula samples bac… 

    …k to original distribution scales via inverse transform sampling each margin
    @wgurecky
    wgurecky committed Jul 24, 2019
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