Is there any method to get the tail dependence

[singledoggy]

I've found some equations to get tail dependence, so will it be added to the feature, or if I missed someting. If not, I'll try to calculate it by myself.

[tnagler]

This is not currently implemented, maybe some day.

[tvatter]

To clarify: pyvinecopulib is merely a wrapper around vinecopulib, the C++ library for vine copulas. Currently, vinecopulib doesn't have tail dependence implemented, as the point is to provide high-performance implementations of the core features of the popular VineCopula R library, with a focus on dimension > 2, whereas tail dependence is (mostly) useful for d = 2. If you are interested in the tail dependence in 2d, maybe pycop could be of interest to you.

[singledoggy]

Thanks for your prompt reply. I've checked pycop, and found some useful tools to calculate the tail dependence here. It seems that there are some theoretical results from the parameter.