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

awesomepmc

Copula-based pairwise Markov chains for non-Gaussian time-series classification, estimation, imputation and forecasting.

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

pycop

Python library for multivariate dependence modeling with Copulas

insurance-frequency-severity

Sarmanov copula joint frequency-severity for insurance pricing — analytical premium correction, IFM estimation, dependency diagnostics

mixedvines

Python package for canonical vine copula trees with mixed continuous and discrete marginals

insurance-synthetic

Vine copula synthetic portfolio generation for insurance — exposure-aware, fidelity reporting

copula-scengen

Copula-based scenario generation for stochastic programming

torchvine

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

wayfault

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

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 — shared encoder trunk, Poisson/Gamma heads, MC and analytical pure premium

copulaendog

Stata and Python ports of the Gaussian copula endogeneity corrections. Ported from Rouven E. Haschka's R reference implementation (HashtagHaschka/Copula-based-endogeneity-corrections) and Ashwin Malshe's endogCopula (ashgreat/endogCopula).

synthia

📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python

insurance-copula

Copula models for insurance pricing — D-vine temporal dependence, two-part occurrence/severity

dep-impact

A python package for conservative estimation of an output quantity of interest in reliabilty problems.