`causalis.dgp.base`¶

Module Contents¶

Estimate a Gaussian copula correlation matrix from observational data_contracts. Uses rank -> normal scores -> Pearson correlation approach.

causalis.dgp.base.estimate_gaussian_copula_corr(df: pandas.DataFrame, cols: list[str]) → numpy.ndarray¶: Estimate a Gaussian copula correlation matrix from observational data_contracts. Uses rank -> normal scores -> Pearson correlation approach.