GitHub - faizan90/phsann: Multivariate time series generator based on the Phase Annealing algorithm. Various objective functions that focus on multivariate copula properties while annealing. Various plotting routines to visualize results. Take a look at the scripts in the "test" directory for how to use.

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 253 Commits
core		core
cyth		cyth
docu		docu
test		test
.gitignore		.gitignore
__init__.py		__init__.py
misc.py		misc.py

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Multivariate time series generator based on the Phase Annealing algorithm. Various objective functions that focus on multivariate copula properties while annealing. Various plotting routines to visualize results. Take a look at the scripts in the "test" directory for how to use.

time-series simulated-annealing copulas copula-entropy copula-asymmetries higher-order-dependence