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@sitoryu sitoryu commented Aug 27, 2025

Implementation of 2 methods to calculate Kucherenko Indices and ability to create conditional samples from a gaussian copula

New functions:

  • Standard Kucherenko Indices using conditional sampling
  • Sample based Kucherenko Indices using binning
  • create conditional samples from a gaussian copula

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codecov bot commented Aug 28, 2025

Codecov Report

❌ Patch coverage is 86.84211% with 25 lines in your changes missing coverage. Please review.
✅ Project coverage is 93.82%. Comparing base (ca17143) to head (6734b30).

Files with missing lines Patch % Lines
src/sensitivity/kucherenkoindices.jl 85.16% 23 Missing ⚠️
src/inputs/jointdistribution.jl 94.28% 2 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master     #266      +/-   ##
==========================================
- Coverage   94.53%   93.82%   -0.71%     
==========================================
  Files          43       44       +1     
  Lines        1884     2073     +189     
==========================================
+ Hits         1781     1945     +164     
- Misses        103      128      +25     

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@FriesischScott
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Closed in favour of #276.

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2 participants