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New families: rotation mixtures #485

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tnagler opened this issue Dec 19, 2019 · 1 comment
Open

New families: rotation mixtures #485

tnagler opened this issue Dec 19, 2019 · 1 comment

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@tnagler
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tnagler commented Dec 19, 2019

I'd like to implement the mixture models proposed here at some point. There are two options:

  1. 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.
  2. 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.
@tvatter
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tvatter commented May 22, 2020

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 ^^

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