Python Copula Resources

Synthetic data need to preserve the statistical properties of real data in terms of their individual behavior and (inter-)dependences. Copula and functional Principle Component Analysis (fPCA) are statistical models that allow these properties to be simulated (Joe 2014). As such, copula generated data have shown potential to improve the generalization of machine learning (ML) emulators (Meyer et al. 2021) or anonymize real-data datasets (Patki et al. 2016).