base

Submodule causalis.dgp.base with no child pages and 1 documented members.

Functions

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1 items

function

causalis.dgp.base.estimate_gaussian_copula_corr

estimate_gaussian_copula_corr

Estimate a Gaussian copula correlation matrix from observational data_contracts. Uses rank -> normal scores -> Pearson correlation approach.

Canonical target

causalis.dgp.base.estimate_gaussian_copula_corr