An Open Source Project from the Data to AI Lab, at MIT
Development Status: Pre-Alpha
Copulas is a Python library for modeling multivariate distributions and sampling from them using copula functions. Given a table containing numerical data, we can use Copulas to learn the distribution and later on generate new synthetic rows following the same statistical properties.
Some of the features provided by this library include:
A variety of distributions for modeling univariate data.
Multiple Archimedean copulas for modeling bivariate data.
Gaussian and Vine copulas for modeling multivariate data.
Automatic selection of univariate distributions and bivariate copulas.