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

藤Copula的Matlab程序From: Malte Kurz

行业分类-物理装置-基于藤copula和混合偏移正态分布的置信容量评估方法及装置.zip