mardi 31 octobre 2023

generate random data when they are potentially correlated using copula

I have a task to evaluate companies' pro-environment performance, I have some sample indicators: ['Emissions', 'Energy_Use', 'Waste', 'Water_Use', 'Recycling',......]

some of the indicators may be correlated, for example, if a company has a large number of emissions, then the energe_use will not be low.

I know copula can deal with the dependence between random variables, my aim is to generate random numbers for each indicator (let's say 100 companies) that may be close to realisaion. But I only know the basic way (np.random) to generate isolated indicator numbers, however, indicators may be correlated.




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