一个藤copula的matlab包-MATVines: A vine copula package for MATLAB

上传者: Yu_GEM | 上传时间: 2023-05-26 14:54:42 | 文件大小: 618KB | 文件类型: ZIP
Vine copulas provide a way to model a d-dimensional copula with bivariate building blocks and have been applied to a wide range of research topics. The MATVines package is presented, which implements vine copula functionalities for MATLAB. In particular, simulation and estimation of regular vine copulas are accommodated. Furthermore, goodness-of-fit testing as well as model comparison tests are provided. The package is exclusively written in MATLAB and uses parallelization for efficient computin

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