Copulas Python Packages

copulas

A library to model multivariate data using copulas.

stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

copulae

Multivariate data modelling with Copulas in Python

pyscarcopula

Python library for modelling complex multivariate dependencies using stochastic copulas

tactis

TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Series, from ServiceNow Research

mixedvines

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

synloc

A Python Package to Create Synthetic Tabular Data

sklarpy

Copula fitting in Python.

stochastic-py

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.