title: Multivariate Copulas in Python
body: <p>I would like to compute a Copula of a k-dimensional vector in Python, where k > 2.</p>
  
  <p>When k=2, I found the <a href="https://pypi.python.org/pypi/ambhas/0.4.0" rel="nofollow noreferrer">AMBHAS package</a>, which seems to work fine, but as far as I can tell it only applies to 2-dimensional, i.e., bivariate, copulas.</p>
  
  <p>After digging a bit more, I found <a href="http://pydoc.net/scikits.statsmodels/0.3.1/scikits.statsmodels.sandbox.distributions.copula/" rel="nofollow noreferrer">scikits.statsmodels</a> but it is in sandbox form as far as I can tell.</p>
  
  <p>I could code this up manually myself, that's not an issue, but I was hoping to save myself the trouble of doing so by using a standard package.</p>
  
  <p>Is there a multivariate Copula package in Python available that I simply couldn't find?</p>