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Feature Request: Truncated vine copulas #23

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meh2135 opened this issue Nov 4, 2024 · 0 comments
Open

Feature Request: Truncated vine copulas #23

meh2135 opened this issue Nov 4, 2024 · 0 comments

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@meh2135
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meh2135 commented Nov 4, 2024

Would be awesome to allow fitting truncated vine copulas (where interactions are assumed to be independent after a certain depth).
I'd probably need some hand holding to tackle this, but if any of the maintainers are open to it, I'd be happy to take that on.
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