Williamson transform sampling #46
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Exemples from Mcneil+Neshleova where the generator AND the williamson distribution are known analytically could be implemented as exemples |
Codecov Report
@@ Coverage Diff @@
## main #46 +/- ##
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+ Coverage 77.40% 77.97% +0.56%
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Files 22 23 +1
Lines 332 386 +54
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+ Hits 257 301 +44
- Misses 75 85 +10
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lrnv
commented
Oct 30, 2023
Bumps [actions/checkout](https://github.com/actions/checkout) from 2 to 4. - [Release notes](https://github.com/actions/checkout/releases) - [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md) - [Commits](actions/checkout@v2...v4) --- updated-dependencies: - dependency-name: actions/checkout dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <[email protected]>
Bumps [codecov/codecov-action](https://github.com/codecov/codecov-action) from 2 to 3. - [Release notes](https://github.com/codecov/codecov-action/releases) - [Changelog](https://github.com/codecov/codecov-action/blob/main/CHANGELOG.md) - [Commits](codecov/codecov-action@v2...v3) --- updated-dependencies: - dependency-name: codecov/codecov-action dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <[email protected]>
…decov-action-3
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Closed in favor of #51 |
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Fot the moment this implementation is barebone...
We also need documentation and bindings for a few known generators. and a lot of tests.
but otherwise this should work correctly.
In the future, some copulas may leverage this implmentation, in partiuclar the version that provide both the radial dist and the generator (if both are known, better give both).
We would also need the inverswe generator for some functions... maybe it can be provided through another field in the struct ? And/or computed automaticallly..