Copula Python Packages

copulae

Multivariate data modelling with Copulas in Python

pyscarcopula

Python library for modelling complex multivariate dependencies using stochastic copulas

torchvinecopulib

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

pycop

Copula for multivariate dependence modeling

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

torchvine

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

insurance-frequency-severity

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

insurance-synthetic

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

mixedvines

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

copulasimilarity

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

synthia

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

insurance-dependent-fs

Dependent frequency-severity neural two-part model for insurance pricing — shared encoder trunk, Poisson/Gamma heads, MC and analytical pure premium

insurance-copula

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

dep-impact

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