Copula Python Packages

torchvinecopulib

A Python library for fitting and sampling vine copulas using PyTorch.

copulae

Multivariate data modelling with Copulas in Python

pyscarcopula

Python library for modelling complex multivariate dependencies using stochastic copulas

pycop

Python library for multivariate dependence modeling with Copulas

wayfault

Wrong-Way Risk (WWR) estimation for counterparty credit risk - a minimal, hexagonal, numpy-only Python library (CVA, alpha multiplier, Hull-White & copula models).

copent

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

insurance-frequency-severity

Joint frequency-severity modelling for insurance pricing: Sarmanov copula, compound distributions, and neural two-part models for UK personal lines claims.

torchvine

Pure-PyTorch vine copula modelling — GPU-ready, differentiable, and API-compatible with pyvinecopulib

insurance-synthetic

Vine copula synthetic insurance portfolio data generator

mixedvines

Canonical vine copula trees with mixed marginals

synthia

Multidimensional synthetic data generation in Python

copulasimilarity

Official implementation of the paper: "CSIM: A Copula-based similarity index sensitive to local changes for Image quality assessment"

insurance-dependent-fs

Dependent frequency-severity neural two-part model for insurance pricing

insurance-copula

Vine copulas for multi-peril home insurance pricing — exposure-weighted dependence modelling

dep-impact

A Python package on the influence of dependencies in a structural reliability problem.