Density Estimation on Credit (d=24) (test)
0NLLpyvine-param
Evaluation results
| Method | Links | ||
|---|---|---|---|
| pyvine-paramFit (s)=151.412026.04 | 0 | 0.012 | |
| pyvine-TLLFit (s)=17.292026.04 | 0 | 0.012 | |
| Gaussian copulaFit (s)=0.022026.04 | 0 | — | |
| VDCFit (s)=3.582026.04 | 0.001 | 0.012 | |
| Flow (RealNVP)Fit (s)=1.952026.04 | 0.012 | — |