Add bivariate copula implementation

[chrischu12]

No description provided.

[simon-hirsch]

I miss the base class for the copulas, because now all distributions need to implement the param_link parameter. This should be solved by a CopulaMixin class that implements the necessary methods.

[Copilot]

Pull Request Overview

This PR adds support for bivariate copulas by introducing new link functions and multivariate copula distributions, and integrates them into the online multivariate distribution regression estimator.

• Introduce FisherZLink and TauToPar in copulalinks.py
• Extend base Distribution to accept param_links and update existing distributions
• Add BiCopNormal and MarginalCopula classes for Gaussian copula modeling
• Integrate copula-based parameter handling into online_mvdistreg

Reviewed Changes

Copilot reviewed 10 out of 10 changed files in this pull request and generated 3 comments.

Show a summary per file

File	Description
src/ondil/link/copulalinks.py	New Fisher Z and Kendall‐tau link functions
src/ondil/link/init.py	Export copula link functions
src/ondil/base/distribution.py	Add support for param_links in base Distribution
src/ondil/distributions/normal.py	Update constructor signature for param_links
src/ondil/distributions/mv_t_low_rank.py	Pass param_links through to superclass
src/ondil/distributions/mv_normal_chol.py	Pass param_links through to superclass
src/ondil/distributions/mv_marg_cop.py	New MarginalCopula distribution
src/ondil/distributions/bicop_normal.py	New BiCopNormal Gaussian copula distribution
src/ondil/distributions/init.py	Register new copula distributions
src/ondil/estimators/online_mvdistreg.py	Integrate copula option and branching logic into fitting routine

Comments suppressed due to low confidence (3)

src/ondil/distributions/normal.py:47

• The param_links parameter should be typed as dict[int, LinkFunction] instead of LinkFunction, and default to an empty dict. Update the annotation to param_links: dict[int, LinkFunction] = {}.

        param_links: LinkFunction = {},

src/ondil/distributions/bicop_normal.py:33

• The constructor uses a singular param_link but the base class expects param_links: dict[int, LinkFunction]. Consider renaming to param_links and accepting a mapping keyed by parameter index.

        param_link: LinkFunction = TauToPar(),

src/ondil/estimators/online_mvdistreg.py:690

• The code previously scaled X and stored it in X_scaled but now passes the raw X to _outer_fit, bypassing the scaling step. It should likely be X_scaled here.

        self._outer_fit(X=X, y=y, theta=theta)

[simon-hirsch]

@chrischu12 I have changed the base branch as we #134 is merged now.

[Copilot]

Pull Request Overview

Copilot reviewed 18 out of 18 changed files in this pull request and generated 12 comments.

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[BerriJ]

What's the status on the tests in this PR? A lot of them fail.

And what about the numerous comments from @simon-hirsch above?
@chrischu12 Please mark them as resolved if they are not relevant anymore, to keep this PR overseeable.

[BerriJ]

Now the Lint and Commit Job passes :)
Still, we need to fix the failing tests.