Fix broken kendall tau on GumbelBarnettCopula and InvGaussianCopula

[lrnv]

@Santymax98 This is yours to do. the gsl_... functions you wrote do not have the right interface for Julia, where the funtions are called GSL.integration_qags() intead, but the parameters are not the same as what you have ? where is this gsl_integration_qags() call coming from ?

[Santymax98]

https://www.cagnol.com/promotion2007/cs302/gsl/gsl-ref.pdf, page. 168

I was guided by that document.

[lrnv]

I think you could compute the same thing with quadgk from the QuadGK.jl package, if this is indeed a gauss-konrod quadrature. That will probably be better.

Anyhow m, could you I Clyde a few tests to check that these functions are working correctly ?

[Santymax98]

I am going to change to QuadGK.jl, the problem with gsl is that the function must be passed as type gsl_function and the 9 required fields must be completed El El vie, 17 nov 2023 a la(s) 8:39, Oskar Laverny ***@***.***> escribió:

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I think you could compute the same thing with quadgk from the QuadGK.jl package, if this is indeed a gauss-konrod quadrature. That will probably be better. Anyhow m, could you I Clyde a few tests to check that these functions are working correctly ? — Reply to this email directly, view it on GitHub <#72 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/A7PTWNVM6SREKNP3CN7RI7TYE5EIFAVCNFSM6AAAAAA7PTVCBCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMJWGIZTCMZWGM> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[lrnv]

Yes I think that it will be better. Also the frank one if i remember correctly, using the debye1 function, can be replaced by a quadgk integration which would probably be better-behaved near critical points, and would allow us to get rid of GSL entierly (and better compatibility with bigfloats).

[Santymax98]

I made the commits in the repository, however I am not sure if I did it in the copy that is in my repository or in yours I definitely have to get used to Github 😅 El El vie, 17 nov 2023 a la(s) 9:24, Oskar Laverny ***@***.***> escribió:

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Yes I think that it will be better. Also the frank one if i remember correctly, using the debye1 function, can be replaced by a quadgk integration which would probably be better-behaved near critical points, and would allow us to get rid of GSL entierly (and better compatibility with bigfloats). — Reply to this email directly, view it on GitHub <#72 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/A7PTWNR7FFE37OYK75CZJHDYE5JQFAVCNFSM6AAAAAA7PTVCBCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMJWGMZDCMBYGM> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[lrnv]

You clearly did not make the commit to my repository as you do not have the right to do that. What you need to do is to make a PR:

• Open a new branch in your repo on top of upstream/main (upstream means my repo)
• Make a PR out of it
• Commit to this branch.

As you already did once or twice :)

[lrnv]

I think that if you navigate to your branch, github will propose you to create a pull request. maybe ther e: main...Santymax98:Copulas.jl:main

[Santymax98]

Should any change or improvement you want to make be through PR? and always create a new Branch? El El vie, 17 nov 2023 a la(s) 9:38, Oskar Laverny ***@***.***> escribió:

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I think that if you navigate to your branch, github will propose you to create a pull request. maybe ther e: main...Santymax98:Copulas.jl:main <main...Santymax98:Copulas.jl:main> — Reply to this email directly, view it on GitHub <#72 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/A7PTWNVZNP3LVMFCGJYWKX3YE5LFPAVCNFSM6AAAAAA7PTVCBCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMJWGM2DGMRZG4> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[lrnv]

Yes i think so, sorry if it looks complicated but it is the best way for readibility of the changes later on, if we want to revert something or something like that that will be the easiest.

[Santymax98]

I learned about PR here, however I thought that for small changes such as the arrangement of today's Archimedean copulas a complete application was not necessary. But anyway, that's it, right? For now I will continue working on the visualization. By the way, I have reviewed literature to “quickly” sample extreme value copulas, there is an article that catches my attention. “Extreme-value copulas associated with the expected scaled maximum of independent random variables, Jan-Frederik Mai” it would be interesting to take a look El El vie, 17 nov 2023 a la(s) 9:54, Oskar Laverny ***@***.***> escribió:

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Yes i think so, sorry if it looks complicated but it is the best way for readibility of the changes later on, if we want to revert something or something like that that will be the easiest. — Reply to this email directly, view it on GitHub <#72 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/A7PTWNRIICGFTUKLUNN4TCDYE5NA5AVCNFSM6AAAAAA7PTVCBCVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMJWGM3TEMBXGI> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[lrnv]

Could you propose a PR correcting these kendall taus (and adding your name to the paper) before going into the visualisations please ?

Then the extreme values copulas from Mai looks interesting of course !