copula_distribution: 2 tools.
Inputs, limits and outputs are described in Fincept Copula. Full schemas:
fincept_describe_tool.Documentation Index
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Univariate margins (boundary-corrected kernel densities for continuous, discrete and zero-inflated data, or the best parametric family by AIC/BIC/AICc, or a density given on a grid) and joint distributions of many assets combining margins with a vine copula: density, joint probabilities, Rosenblatt transforms and samples on the original scale.
copula_distribution: 2 tools.
| Tool | What it does | Notes |
|---|---|---|
copula_joint_density | Fits a joint distribution of several assets on the original scale: each margin a kernel density (default; continuous, discrete or zero-inflated, with optional bounds) or the best parametric family, then a vine copula on the margins’ probability transforms. | |
copula_margin_fit | Fits one variable’s marginal distribution: a boundary-corrected kernel density (continuous, discrete or zero-inflated, default), the best parametric family among normal, Student t, Laplace, skew-normal and others by AIC/BIC/AICc (or one family with given or partly fixed parameters), or a density supplied on a grid. |
fincept_describe_tool.