Authors:
Alexis Boulin, Université Côte d'Azur, CNRS, LJAD, France and Inria, Lemon
The package clayton is designed to be intuitive, user-friendly, and efficient. It offers a wide range of copula models, including Archimedean, Elliptical, and Extreme. The package is implemented in pure Python, making it easy to install and use. In addition, we provide detailed documentation and examples to help users get started quickly. We also conduct a performance comparison with existing R packages, demonstrating the efficiency of our implementation. The clayton package is a valuable tool for researchers and practitioners working with copulae in Python.