Rust API Reference Overview — rscopulas

The rscopulas crate is the primary Rust interface for copula modeling. All public types — copula models, fitting options, execution policy, and the PseudoObs wrapper — are re-exported from the crate root, so a single use rscopulas::... import covers most workflows. The crate expects your data to already be in pseudo-observation form: finite values strictly inside the open unit interval (0, 1).

Adding the dependency

Inside the rscopulas workspace, reference the core crate as a path dependency:

[dependencies]
ndarray = "0.17"
rand = "0.9"
rscopulas = { path = "crates/rscopulas-core" }

Key types

Import what you need from the crate root. The following types cover all standard workflows:

use rscopulas::{
    // Data validation
    PseudoObs,

    // Trait — bring into scope to call log_pdf / sample on concrete types
    CopulaModel,

    // Single-family copulas
    GaussianCopula,
    StudentTCopula,
    ClaytonCopula,
    FrankCopula,
    GumbelHougaardCopula,

    // Vine copulas
    VineCopula,
    VineFitOptions,

    // Options
    FitOptions,
    EvalOptions,
    SampleOptions,

    // Execution policy
    ExecPolicy,
    Device,

    // Selection criterion (vine fitting)
    SelectionCriterion,

    // Pair copulas (from the paircopula module)
    PairCopulaFamily,
};

PseudoObs

PseudoObs is a validated wrapper around an ndarray::Array2<f64>. Constructing it checks every entry:

• The value must be finite.
• The value must satisfy 0 < u < 1 (strict — boundary values are rejected).
• The matrix must have at least two columns and at least one row.

If any check fails, PseudoObs::new returns an Err(InputError) describing the offending position and value.

use ndarray::array;
use rscopulas::PseudoObs;

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let data = PseudoObs::new(array![
        [0.12_f64, 0.18],
        [0.21, 0.25],
        [0.82, 0.79],
    ])?;

    println!("observations: {}", data.n_obs()); // 3
    println!("dimension:    {}", data.dim());    // 2
    Ok(())
}

You can also construct from a borrowed view with PseudoObs::from_view, or recover the inner array with .into_inner() and borrow it with .as_view().

Runnable examples

All examples ship under crates/rscopulas-core/examples/ and can be run from the workspace root: