GitHub - faizan90/phsann: Multivariate time series generator based on the Phase Annealing algorithm. Various objective functions that focus on multivariate copula properties while annealing. Various plotting routines to visualize results. Take a look at the scripts in the "test" directory for how to use.

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Name		Name	Last commit message	Last commit date
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core		core
cyth		cyth
docu		docu
test		test
.gitignore		.gitignore
__init__.py		__init__.py
misc.py		misc.py

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Multivariate time series generator based on the Phase Annealing algorithm. Various objective functions that focus on multivariate copula properties while annealing. Various plotting routines to visualize results. Take a look at the scripts in the "test" directory for how to use.

copula-asymmetries copula-entropy copulas higher-order-dependence simulated-annealing time-series

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