Metadata-Version: 1.0
Name: copulalib
Version: 1.1.0
Summary: A library for the copula
Home-page: http://ambhas.com/
Author: Sat Kumar Tomer
Author-email: satkumartomer@gmail.com
License: UNKNOWN
Download-URL: http://ambhas.com/tools/copulalib-1.1.0.tar.gz
Description: ==========
        Copulalib
        ==========
        
        This is a package/library in python to model the copulas.
        This is being developed under the project `AMBHAS <http://www.ambhas.com/'_. 
        
        This contains module for the following copula:
        ----------------------------------------------
        * Frank
        * Clayton
        * Gumbel
        
        
        Installing copulalib
        ======================
        
        Installing copulalib is done by
        
            python setup.py install
        
        with the usual Distutils options available
        
        
        Usage
        =========
        Import required modules
            import numpy as np
            import matplotlib.pyplot as plt
            from copulalib.copulalib import Copula
        
        Generate random (normal distributed) numbers
            x = np.random.normal(size=100)
            y = 2.5*x+ np.random.normal(size=100)
        
        Make the instance of Copula class with x, y and clayton family
            foo = Copula(x, y, family='clayton')
        
        Print the Kendall's rank correlation
           print foo.tau 
        
        Print spearmen's correlation
           print foo.sr
        
        Print pearson's correlation
           print foo.pr
        
        Print the parameter (theta) of copula
           print foo.theta
        
        Generate the 1000 samples (U,V) of copula
        X1, Y1 = foo.generate_xy(1000)
        
        For more details see the test.py file inside module.
        
        Changes
        =============
        Version 1.0.0 -- May, 2011 --- Initial release
        Version 1.1.0 -- June, 2011 --- changed from function orieted to object oriented, documentation improved
        
        
        Any questions/comments
        =====================
        If you have any comment/suggestion/question, 
        please feel free to write me at satkumartomer@gmail.com
        
        So far, the documents are not well explained, 
        I will be updating them soon.
        
        
Keywords: copula,bi-variate statistics
Platform: UNKNOWN
Classifier: Programming Language :: Python
Classifier: Development Status :: 4 - Beta
Classifier: Environment :: Other Environment
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: GNU Library or Lesser General Public License (LGPL)
Classifier: Operating System :: OS Independent
Classifier: Topic :: Scientific/Engineering
