Let’s say I’ve generated a bivariate gamma from a gaussian copula model, such as: import numpy as np import pymc3 as pm import scipy as sp import matplotlib.pyplot as plt import seaborn as sns sigma=np.array([[1,-.8],[-.8,1]]) alphas=np.array([1,2]) betas=np.array([2,2]) N=1000 u=np.random.multi…

Help with copula model with gamma marginals

junpenglao October 8, 2018, 2:40pm 4

Do you think it is possible to workaround it using theano.tensor.gamma or theano.tensor.gammaln?

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