×

VineCopulaMATLAB

swMATH ID: 33251
Software Authors: Kurz M
Description: VineCopulaMATLAB Toolbox: A MATLAB toolbox for vine copulas based on C++ . The toolbox can be used for high-dimensional dependence modeling with vine copula models. A key feature of the toolbox is a framework, which allows to test whether the simplifying assumption is a reasonable assumption for approximating high-dimensional distributions using simplified vine copula models.
Homepage: https://maltekurz.github.io/VineCopulaMatlab/
Source Code: https://github.com/MalteKurz/VineCopulaMatlab
Dependencies: Matlab
Related Software: HACopula; Matlab; VineCopula; CDVine; MATVines; SAS; HAC; OctSymPy; SymPy; nacopula; copula; SAS/ETS; Octave
Cited in: 0 Publications