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[BUG] Clayton partial_derivative implementation issue #450

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HugoDelatte opened this issue Jan 11, 2025 · 0 comments
Open

[BUG] Clayton partial_derivative implementation issue #450

HugoDelatte opened this issue Jan 11, 2025 · 0 comments
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bug There is an error in the code that needs to be fixed new Automatic label applied to new issues

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@HugoDelatte
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Hello,

The partial derivative here should implement F(v|u) as per docstring and consistency with the other copulas, but the implementation is F(u|v).
More explicitly, the first term should be based on U (i.e. np.power(U, –self.theta – 1)) rather than V

Note that this impacts your vine copulas as they use the partial_derivative.

@HugoDelatte HugoDelatte added bug There is an error in the code that needs to be fixed new Automatic label applied to new issues labels Jan 11, 2025
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Labels
bug There is an error in the code that needs to be fixed new Automatic label applied to new issues
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