Problem description
I am looking for details on your vine copula fitting and sampling algorithms. For context, I am one of the two developers/maintainers of pyvinecopulib, and I am trying to benchmark our library, both regarding its features (e.g., which parametric families are included) and its performance (time, memory).
However, I have not been able to find a lot of details in the documentation about what exactly e.g. VineCopula("regular").fit(some_df) is doing. Apologies if I haven't looked in the right place.
What I already tried
Reading the documentation
Problem description
I am looking for details on your vine copula fitting and sampling algorithms. For context, I am one of the two developers/maintainers of pyvinecopulib, and I am trying to benchmark our library, both regarding its features (e.g., which parametric families are included) and its performance (time, memory).
However, I have not been able to find a lot of details in the documentation about what exactly e.g.
VineCopula("regular").fit(some_df)is doing. Apologies if I haven't looked in the right place.What I already tried
Reading the documentation