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Please indicate the following details about the environment in which you found the bug:
Documentation for partial derivative of Frank Copula is described as partial derivative w.r.t. first entry, but it's implemented w.r.t. second entry.
Documentation reads: partial_derivative(U, V) = F( V | U ) But code implementation suggests partial_derivative(U, V) = F( U | V ) as seen as https://sdv.dev/Copulas/_modules/copulas/bivariate/frank.html#Frank.partial_derivative
Which exactly matches F( U | V ) as seen in:
which is itself (self._g(U) * self._g(V) + self._g(U)) / (self._g(U) * self._g(V) + self._g(1))
according to the Frank.partial_derivative implementation
The text was updated successfully, but these errors were encountered:
Hello, I also found the same problem, how did you modify it? This function exists in both Frank.partial_derivative implementation and bivarior.base.
Sorry, something went wrong.
I didn't modify it. I changed my code to use f(b,a) instead of f(a,b) and rolled with it
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Environment Details
Please indicate the following details about the environment in which you found the bug:
Error Description
Documentation for partial derivative of Frank Copula is described as partial derivative w.r.t. first entry, but it's implemented w.r.t. second entry.
Documentation reads: partial_derivative(U, V) = F( V | U )
But code implementation suggests partial_derivative(U, V) = F( U | V ) as seen as https://sdv.dev/Copulas/_modules/copulas/bivariate/frank.html#Frank.partial_derivative
Which exactly matches F( U | V ) as seen in:
which is itself
(self._g(U) * self._g(V) + self._g(U)) / (self._g(U) * self._g(V) + self._g(1))
according to the Frank.partial_derivative implementation
Steps to reproduce
The text was updated successfully, but these errors were encountered: