tausurv.nn.copulas.clayton

Reference

Clayton class

class Clayton

Differentiable Clayton copula with parameter $\theta > 0$.

See tausurv.copulas.Clayton for math. All operations are closed-form vectorized torch; gradients flow through theta.

Supports arbitrary $d$-variate log_pdf in closed form — the $k$-th derivative of $\varphi^{-1}$ has a clean factorial expression.