Bivariate gaussian copula for reluctances and activities #39
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Co-authored-by: Amrita Goswami <[email protected]>
Test is a generous word, as we actually just write out some results and see if it crashes. But we plotted the histograms vs the expected pdf in python and they match. It's hard to quantify this in a unit test.
Added the probability density functions to the truncated gaussian and the power law distribution. Also renamed the cumulative distribution functions to cdf. Co-authored-by: Amrita Goswami <[email protected]>
Fixed issues with bivariate_gaussian_copula, due to previous renaming of cdf. Also put it into the same unit test and plotted the histograms. Co-authored-by: Amrita Goswami <[email protected]>
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Use the copula to generate correlated activities and reluctances. Co-authored-by: Amrita Goswami <[email protected]>
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Implemented a bivariate Gaussian copula (as well as a truncated normal distribution) to generate correlated activites and reluctances in the Activity driven model.