Welcome to torchvinecopulib’s documentation!

torchvinecopulib is a Python library for fitting and sampling vine copulas using PyTorch. It is designed for researchers and practitioners in statistics, machine learning, and finance who need flexible, GPU-accelerated, and vectorized copula modeling and sampling.

GitHub Repository: https://github.com/TY-Cheng/torchvinecopulib

Core Modules

• torchvinecopulib
  • torchvinecopulib package
    • torchvinecopulib.bicop package
    • torchvinecopulib.util package
    • torchvinecopulib.vinecop package

Indices and tables

• Index

• Module Index

• Search Page