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lrnv authored Nov 9, 2023
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# What is this package ?


**Warning: This is fairly untested and experimental work and the API might change without notice.**

This package brings most standard [copula](https://en.wikipedia.org/wiki/Copula_(probability_theory)) features into native Julia: random number generation, pdf and cdf, fitting, copula-based multivariate distributions through Sklar's theorem, etc., while fully complying with the [`Distributions.jl`](https://github.com/JuliaStats/Distributions.jl) API (after all, copulas are distributions functions) in order to provide interoperability with other packages based on this API such as, e.g., [`Turing.jl`](https://github.com/TuringLang/Turing.jl).
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