CorrectMatch

Installation

CorrectMatch requires gfortran to precompile the mvndst routines.

On macOS, using Homebrew, run: brew install gcc

On GNU/Linux, install the gfortran package with your preferred package manager:

sudo apt-get install gfortran  # on Debian-based systems
sudo pacman -S gcc-gfortran    # on Archlinux-based systems

Usage

CorrectMatch contains functions to fit a copula model and estimate the population uniqueness:

using CorrectMatch
# Create a simple dataset of 100 records and 4 independent columns, and compute the true uniqueness
d = rand(1:10, 1000, 3)
uniqueness(d)  # 0.377

# The first precompilation takes a few seconds
G = fit_mle(GaussianCopula, d)
d_sim = rand(G, 1000)
uniqueness(d_sim)  # 0.361

but also the likelihood of uniqueness for a single individual:

# Uniqueness of record (5, 5, 5)
individual_uniqueness(G, [5, 5, 5], 1000)  # 0.34276768289842735

See the examples folder to learn how to load a CSV file and estimate the uniqueness from a small sample.

License

GNU General Public License v3.0

See LICENSE to see the full text.

Patent-pending code. Additional support and details are available for commercial uses.