Extreme value #219
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Extreme value #219
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new file: docs/src/extremevalue/generalities.md modified: src/Copulas.jl new file: src/ExtremeValue.jl new file: src/ExtremeValueCopulas/AsymGalambosCopula.jl new file: src/ExtremeValueCopulas/AsymLogCopula.jl new file: src/ExtremeValueCopulas/AsymMixedCopula.jl new file: src/ExtremeValueCopulas/BC2Copula.jl new file: src/ExtremeValueCopulas/CuadrasAugeCopula.jl new file: src/ExtremeValueCopulas/GalambosCopula.jl new file: src/ExtremeValueCopulas/HuslerReissCopula.jl new file: src/ExtremeValueCopulas/LogCopula.jl new file: src/ExtremeValueCopulas/MOCopula.jl new file: src/ExtremeValueCopulas/MixedCopula.jl new file: src/ExtremeValueCopulas/tEVCopula.jl new file: src/UnivariateDistribution/ExtremeDist.jl new file: test/Extreme_value_test.jl
modified: src/Copulas.jl modified: src/ExtremeValueCopulas/tEVCopula.jl modified: src/UnivariateDistribution/ExtremeDist.jl
modified: src/ExtremeValueCopulas/LogCopula.jl
modified: docs/src/assets/references.bib modified: docs/src/extremevalue/generalities.md modified: src/ExtremeValueCopula.jl
modified: src/UnivariateDistribution/ExtremeDist.jl modified: test/Extreme_value_test.jl
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Hum... I guess that this needs a good rebase before being able to be merged, since most of the changes here actually already happend when we merged the previous extreme value things. Could you try to, starting from the current main, re-change what you changed here to fix the galambos copula only ? That would be much easier to work with and merge |
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Yes i can do it, do you think it is better to do it in another branch? |
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Yes, in another branch on top of an up-to-date main branch, that would be the easiest to handle |
Merged
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I extracted your galambos changes in #220 so this PR can be closed i think |
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Hello Oskar, in this PR I try to solve something regarding the sampling of
GalambosCopulayou can notice that currently... if you take a parameter greater than 20... exactly 19.7 or greater... the function to obtain samples gives problems ...you can try this exampleYou may notice that he gives an error. However, I saw that in the
copulapackage ofRthe largest parameter that supports the generation of samples without error is approximately 72. In this sense I decided to implement an alternative. I added a warning to the structure and now it is possible to use larger parameter values... for example