I am completley new to pymc3 and really like the api and the flexibility that comes along. However, I am stuck at modelling something a cash flow model. For sake of simplicity let’s say I want to model the following: y = \sum_{t=0}^T \dfrac{CF_t}{(1+r)^t} where all CF and r are normally distribut…

Modelling multiple correlated variables

jonsedar November 6, 2023, 8:05pm 9

You rang? Yes I’ve been doing a few things with copulas on marginals recently - lots of bashing head against the wall, but I could try to help if you want

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Modelling multiple correlated variables

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