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Compute ranks to select the copula. #104

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merged 6 commits into from
Sep 3, 2019
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JDTheRipperPC
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Resolves #101

Compute ranks to select the copula.

Now return a copula, not a tuple with copula_type and theta. Bivariate.select_copula usage inside the project adapted.

Also, we still under discussion if there are a way to get the selected copula without computing the rank.

Important

A few tests are raising exceptions after changing the way the method return the selected copula.

tests/copulas/multivariate/test_tree.py

  • TestCenterTree.test_first_tree_likelihood
  • TestCenterTree.test_second_tree_likelihood
  • TestRegularTree.test_first_tree_likelihood
  • TestDirectTree.test_first_tree_likelihood
  • TestDirectTree.test_second_tree_likelihood

This tests has been marked with @pytest.mark.xfail temporally.

…with copula_type and theta. Bivariate.select_copula usage inside the project adapted
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codecov-io commented Sep 2, 2019

Codecov Report

Merging #104 into master will increase coverage by 0.64%.
The diff coverage is 92.5%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #104      +/-   ##
==========================================
+ Coverage    92.1%   92.74%   +0.64%     
==========================================
  Files          18       18              
  Lines        1305     1310       +5     
==========================================
+ Hits         1202     1215      +13     
+ Misses        103       95       -8
Impacted Files Coverage Δ
copulas/multivariate/tree.py 95.33% <100%> (+0.05%) ⬆️
copulas/bivariate/gumbel.py 89.28% <50%> (-1.46%) ⬇️
copulas/bivariate/base.py 89.5% <93.33%> (+1.16%) ⬆️
copulas/bivariate/clayton.py 86.66% <0%> (+15.55%) ⬆️

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@csala
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csala commented Sep 3, 2019

Good work @JDTheRipperPC !!

@csala csala merged commit f790c7f into master Sep 3, 2019
@csala csala deleted the issue_101_bivariate_select_copula branch September 3, 2019 11:50
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The method 'select_copula' of Bivariate return wrong CopulaType
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