A new interactive tool has been launched to help users understand copulas, statistical models used to describe the dependence between random variables. This tool allows users to select from various copula families, specify marginal distributions, and adjust copula parameters. It visualizes the resulting dependence structure, aiding in the comprehension of complex statistical relationships. Additionally, the tool features a standalone calculator that converts a given Kendall’s tau value into the corresponding copula parameter for each family, enabling consistent model comparison. The application, designed primarily for desktop use, is also accessible on mobile devices, though the interface may appear less tidy. This project was motivated by the developer’s interest in deploying containerized applications.
apsk32
@apsk32
·
Jan 21 Evolution of the Bitcoin Power Law Quantiles.
—
Quantile regression finds the trendline where x% of the data is below the trendline.
In this, I visualize different quantile trendlines and their Jan 2030 values.
Active Inference Institute
@InferenceActive
·
Mar 31 Awesome work from
@ReactiveBayes
. We took this new notebook example and made it into Julia script with more visualizations and animations. https://github.com/docxology/RxInferExamples.jl/tree/main/scripts/Experimental%20Examples/Recurrent%20Switching%20Linear%20Dynamical%20System…
Giovanni’s BTC_POWER_LAW
@Giovann35084111
·
Jan 12 I spent some time today analyzing the Bitcoin Power Law Quantile model by
@TheRealPlanC
, and I believe I’m successfully reproducing his results.
However, I have significant reservations about the model’s underlying assumptions and its implications when represented in a log-log
Scirp Papers
@Scirp_Papers
·
8h A Class of Copulas Derived from Residual Implications and Its Applications
More @ http://tinyurl.com/ynwyw4dk
Article by Yihua Liang, from Guilin University of Technology, China.
Sina 21st Capital
@Sina_21st
·
Jan 29 Comparing the Quantile Model and Power Law Model
This is part of a series of investigations that Plan C and I are doing on the quantile model. The findings will be aggregated in several articles.
Question: Does the quantile model fail the cross-validation test?
A good way to
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