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144 workflow runs

144 workflow runs

feat: add multivariate interface Rust #239: Commit e0a9d6e pushed by dancixx

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chore: reorganize correlation Rust #238: Commit 79fb41f pushed by dancixx

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feat: add gumbel and independence Rust #237: Commit baf893a pushed by dancixx

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feat: add frank copula Rust #236: Commit 3010e39 pushed by dancixx

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feat: rework clayton copula Rust #235: Commit c9c0abe pushed by dancixx

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feat: update test result Rust #234: Commit 292e5ba pushed by dancixx

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feat: add fgn speed test Rust #233: Commit 852e65f pushed by dancixx

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fix: optional delta for fou estimator Rust #232: Commit 8fbedef pushed by dancixx

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chore: fix workflow Rust #231: Commit 05c91ea pushed by dancixx

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feat: add kendall_tau and spearman copula stat Rust #230: Commit 2bd75a7 pushed by dancixx

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feat: add clayton, gumbel, empirical gaussian copula support Rust #229: Commit 00ecd25 pushed by dancixx

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feat: make fou estimator more flexible & add copula analysis module Rust #228: Commit c1edce3 pushed by dancixx

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feat: add FLOUP cov Rust #227: Commit 81098d6 pushed by dancixx

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fix: modules Rust #226: Commit 83f2cbf pushed by dancixx

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feat: add multiple fou estimartors Rust #225: Commit 2ded411 pushed by dancixx

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feat: add fou param estimator Rust #224: Commit d253ed9 pushed by dancixx

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fix: compiler error Rust #223: Commit 1556c31 pushed by dancixx

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chore: remove unused vars Rust #222: Commit 3e086dc pushed by dancixx

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fix: fou vae feed forward dim errors, mutlihead attention still not w… Rust #221: Commit 8fb7ce2 pushed by dancixx

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feat: update plot Rust #220: Commit ac9a3cc pushed by dancixx

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fix: heston nn calibration Rust #219: Commit 56e4a65 pushed by dancixx

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fix: batching Rust #218: Commit 11efd56 pushed by dancixx

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chore: update readme Rust #217: Commit e5242cf pushed by dancixx

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feat: update ci Rust #216: Commit 5be300f pushed by dancixx

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fix: cgmy x0 Rust #215: Commit 240aefd pushed by dancixx

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