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I'd like to implement the mixture models proposed here at some point. There are two options:
Do this in vinecopulib directly. In that case, we should start thinking about our default family set. That's maybe not such a bad idea anyway.
Do this in an extension library. Then we would need to come up with a mechanism that allows external libraries to extend the allowed families. Can't think of an easy way to do this though.
The text was updated successfully, but these errors were encountered:
I would like to include more families in vinecopulib. Actually, our oldest unresolved issue is exactly that #3. Ideally, we should find a MSc student to do that ^^
I'd like to implement the mixture models proposed here at some point. There are two options:
The text was updated successfully, but these errors were encountered: