Copula Fit Replication with SAS using Uniform Marginals about copulae HOT 2 CLOSED

Good point. I'll add an option to_pobs in 0.7.3 which will disable the automatic conversion of the input data in the fit method. This will be similar to the log_lik method's signature.

A little background, when I first wrote this for research work, most of the other researchers didn't bother casting the input data to its uniform marginals. Thus the default from the onset was to do this casting automatically (with the exception of the EmpiricalCopula). Most of the time, I guess it's fine since even if the data was already in its CDF form because if the dataset is representative enough, converting it to its pseudo observations will usually yield the same results. But I can see scenarios where it fails and where a manual treatment of the data is preferred over the automatic conversion.

from copulae.

Sounds good, thanks!

from copulae.