==========
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.

