pyscenarios: Python Scenario Generator¶
This package offers several modules used in Monte Carlo simulations:
- copula
Gaussian Copula, Student T* Copula and IT Copula samples generators
- sobol
Joe/Kuo Sobol series generator
- stats
Tail dependence measures
All modules fully support and are optimized for dask and are compatible with dask distributed.
Index¶
License¶
pyscenarios is available under the open source Apache License.