QuantEcon / QuantEcon/QuantEcon.py
code for copulas --- suggestion
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- Dominant language
- Python
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Description
There's limited code in Python for working with or simulating copulas. This library
http://firsttimeprogrammer.blogspot.com.au/2015/02/copulalib-how-to-use-copulas-in-python.html
https://pypi.python.org/pypi/copulalib/1.1.0
has some functionality but is tied to outdated dependencies. That code could be used as a starting point in QuantEcon with dependencies only in more modern packages.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Review the linked copulalib project and its outdated dependencies to determine which copula functionality could fit QuantEcon.py. Define the supported functionality, modern dependency requirements, integration location, and tests needed to show that the new capability works.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100