A question on ECOD and COPOD

[bl3e967]

Hello,

I have a question on the implementation of COPOD and its relationship with ECOD.

Having looked through the paper for COPOD, it seems that the methodology used for this model makes an independence assumption between each dimension of a dataset in order to compute the neg-log-likelihood as the sum of the neg-log-likelihood of each marginal.

This assumption means that in essence, we are not using a copula at all - which I think is why the paper on ECOD was written to acknowledge this fact and better address the implications of this assumption.

Assuming I am correct on the above, I'm unsure why we are maintaining both COPOD and ECOD in this package. Shouldn't COPOD be deprecated in favour of ECOD? I'm happy to be corrected if I am wrong, which is why I write this in the discussions section and not as an issue.

@yzhao062

[Lucew]

There might be two accompanying issues #453 and #561
I'm also interested.