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The pdf (method pdf_param) of Archimedian copulas seems to be incorrect if the dimension is 3 or higher, since I am getting negative and complex results.
I see that for n>2 a numeric differentiation with scipy is used.
The pdf (method pdf_param) of Archimedian copulas seems to be incorrect if the dimension is 3 or higher, since I am getting negative and complex results.
I see that for n>2 a numeric differentiation with scipy is used.