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pyscenarios: Python Scenario Generator

This package offers several modules used in Monte Carlo simulations:

:doc:`api/copula`
Gaussian Copula, Student T* Copula and IT Copula samples generators
:doc:`api/sobol`
Joe/Kuo Sobol series generator
:doc:`api/stats`
Tail dependence measures

All modules fully support and are optimized for dask and are compatible with dask distributed.

Index

.. toctree::

   installing
   whats-new
   api/copula
   api/sobol
   api/stats

License

pyscenarios is available under the open source Apache License.

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