stochastic-rs 3.0.0-beta.3

Quantitative finance in Rust: 120+ stochastic processes, option pricing, model calibration, volatility surfaces, fixed income, risk and copulas — SIMD/GPU accelerated, with Python bindings.
Documentation 
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//! Plot a copula: Clayton-sampled (u, v) pairs as a scatter cloud, showing
//! the family's characteristic lower-tail dependence (points cluster toward
//! the origin far more than an independence copula would).
//!
//! Writes a Plotly HTML chart to `target/plot_copula_clayton.html`. Run with
//! `cargo run --release --example plot_copula`.
use plotly::Layout;
use plotly::Plot;
use plotly::Scatter;
use plotly::common::Mode;
use plotly::layout::Axis;
use stochastic_rs::copulas::bivariate::clayton::Clayton;
use stochastic_rs::traits::BivariateExt;

fn main() {
  let tau = 0.6; // Kendall's tau -> strong lower-tail dependence

  let mut clayton = Clayton::new();
  clayton.set_tau(tau);
  clayton.set_theta(clayton.compute_theta());

  let uv = clayton.sample_with_seed(2_000, 42).expect("Clayton sample");
  let u = uv.column(0).to_vec();
  let v = uv.column(1).to_vec();

  let mut plot = Plot::new();
  plot.add_trace(
    Scatter::new(u, v)
      .mode(Mode::Markers)
      .name(format!("Clayton(τ={tau})")),
  );

  let layout = Layout::new()
    .title(format!(
      "Clayton copula samples (τ={tau}) — lower-tail clustering"
    ))
    .x_axis(Axis::new().title("u").range(vec![0.0, 1.0]))
    .y_axis(Axis::new().title("v").range(vec![0.0, 1.0]));
  plot.set_layout(layout);

  let out_path = "target/plot_copula_clayton.html";
  plot.write_html(out_path);
  println!("Wrote {out_path}");
}