pyscenarios: Python Scenario Generator

This package offers several modules used in Monte Carlo simulations:

• Gaussian Copula, Student T* Copula and IT Copula samples generators

• Sobol series generator

• Tail dependence measures

All modules fully support and are optimized for Dask and are compatible with Dask distributed.

Index

• Installation
  • Required dependencies
  • Installing with conda
  • Installing with pip
  • Minimum dependency versions
• API Reference
  • Sobol
    • sobol()
    • max_sobol_dimensions()
  • Copulas
    • gaussian_copula()
    • t_copula()
  • Statistical functions
    • tail_dependence()
• Development Guidelines
  • Reporting issues
  • Deploying a development environment
  • Test
  • Code Formatting
  • Documentation
• What’s New
  • v0.7.0 (unreleased)
  • v0.6.0 (2025-05-04)
  • v0.5.0 (2024-03-15)
  • v0.4.0 (2022-03-26)
  • v0.3.0 (2020-07-02)
  • v0.2.1 (2019-05-01)
  • v0.2.0 (2019-04-29)
  • v0.1.0 (2018-05-27)

License

This software is available under the open source Apache License.

Joe/Kuo direction numbers for Sobol are available under a bespoke BSD-style license.