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Gumbel Copula Hinv #21

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wgurecky opened this issue Jul 22, 2019 · 1 comment

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wgurecky commented Jul 22, 2019

Inverse conditional distribution fn (hinv) for gumbel copula contains a bug that results in transposed samples.

wgurecky mentioned this issue

reverting gumbel copula sampler to old method. Fixes for c-vine sampler #20

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wgurecky commented Jul 24, 2019

TODO: Improve the gumbel copula inverse conditional distribution implementation. Needs vectorization.

wgurecky added the help wanted label

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