copula-modeling

copula-modeling is a Statistical modelling skill for AI agents, published by shreyas-lyzr in the quant-sim repository on GitHub. Skillspace rates copula-modeling D (66/100) and it passed the safety scan; the rating is based on static analysis only.

Dependency modeling beyond correlation matrices. Gaussian, Student-t, Clayton, and Gumbel copulas for correlated prediction market outcomes. Tail dependence quantification and vine copulas for high-dimensional portfolios. The reason Gaussian copulas failed in 2008 — and what to use instead.

Grade
D
Quality
66 / 100
Safety
Passed
GitHub stars
23

Unproven: rated by static analysis only, not yet compared head-to-head.

This rating describes the version of the repository we crawled; it may have changed since, so go by its current files.

View source on GitHubshreyas-lyzr/quant-sim

Our review

Architecture
84 / 100
Maturity
Basic: a single SKILL.md
Security scan
No issues found
License
Not declared. Check the repository before reusing it.
Adoption
Adopted by 1 other repositories, in 0 collections

Not checked yet

  • Not judged on the rubric yet (not a contender in its category)
  • No blind task eval yet
  • Scope (portable / vendor / repo-internal) not assessed; only the top of each category is read for scope
  • Sibling files (scripts, references) not fetched; security scan covers SKILL.md only

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