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Small dimensional archimedean copulas (in particular d=2) are really usefull and sometimes have specific samplign schemes taht are much faster than what we are doing right now.
We could try to implement some of them to fasten the sampling routines.
The text was updated successfully, but these errors were encountered:
lrnv
changed the title
[New feature] Faster sampling for small-dimensional archimedeans
[New feature] Faster sampling for small-dimensional cops
Feb 24, 2024
Small dimensional archimedean copulas (in particular d=2) are really usefull and sometimes have specific samplign schemes taht are much faster than what we are doing right now.
We could try to implement some of them to fasten the sampling routines.
The text was updated successfully, but these errors were encountered: