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 Documents