After more than four years of developpement, Copulas.jl has reached version 1.0 ! I wanted to come back to the developpement journey, talk a bit about the functionalities but most importantly about why: why tag the 1.
This post highlights two recent Julia projects:
VineCopulas.jl, developed by Santiago Jimenez; KaimonSlate.jl, developed by Kahli Burke. Kahli used KaimonSlate to produce the video and PDF below about VineCopulas.
Motivation In many probabilistic and statistical models, the (regularized) incomplete beta function shows up in places where you do not expect it at first glance: CDFs of Beta and Student distributions, tail probabilities of binomial models, Bayesian posteriors, or parameterizations of the Student copula.
The Cox model is a standard and very well studied parametric model for censored time-to-event data, relying on very strict proportional hazard assumptions. It is one of the core tools of survival analysis and requires numerical estimation of its …
Relative survival methodology deals with a competing risks survival model where the cause of death is unknown. This lack of information occurs regularly in population-based cancer studies. Non-parametric estimation of the net survival is possible …
In many population-based medical studies, the specific cause of death is unidentified, unreliable or even unavailable. Relative survival analysis addresses this scenario, outside of standard (competing risks) survival analysis, to nevertheless …