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@@ -21,6 +21,21 @@ Yet another vine copula package, using [PyTorch](https://pytorch.org/get-started
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- Pure `Python` library, inspired by [pyvinecopulib](https://github.com/vinecopulib/pyvinecopulib/) on Windows, Linux, MacOS
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- IO and visualization support
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## Citation
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If you use `TorchVineCopuLib` in your work, please cite:
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> Cheng, Tuoyuan, Thibault Vatter, Thomas Nagler, and Kan Chen. "Vine Copulas as Differentiable Computational Graphs." arXiv preprint arXiv:2506.13318 (2025).
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```latex
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@article{cheng2025vine,
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title={Vine Copulas as Differentiable Computational Graphs},
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author={Cheng, Tuoyuan and Vatter, Thibault and Nagler, Thomas and Chen, Kan},
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journal={arXiv preprint arXiv:2506.13318},
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year={2025},
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url={https://arxiv.org/abs/2506.13318},
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}
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```
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## Examples
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Visit the [`./examples/`](https://github.com/TY-Cheng/torchvinecopulib/tree/main/examples) folder for `.ipynb` Jupyter notebooks.
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