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Calculate a single "best fit" multivariate linear regression, optimized across multiple dependent variables concurrently
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9 years ago | 0 answers | 0
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Using copulafit to randomly sample just one of the distributions, based on actual timeseries data of the other distribution
I used copulafit to fit a copula to historical monthly returns (S&P vs. 'X'). Instead of randomly sampling both distributions w...
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