vinecopulib is a header-only C++ library for vine copula models based on Eigen. It provides high-performance implementations of the core features of the popular VineCopula R library, in particular inference algorithms for both vine copula and bivariate copula model
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field ...
In this paper, we present a new methodology based on vine copulas to estimate multivariate distribut...
To uncover complex hidden dependency structures among variables, researchers have used a mixture of ...
vinecopulib is a header-only C++ library for vine copula models based on Eigen. It provides high-per...
pyvinecopulib is the python interface to vinecopulib, a header-only C++ library for vine copula mode...
In this talk, the R-package VineCopula will be presented and illustrated by means of an example data...
Depends R (> = 2.11.0), MASS, mvtnorm, igraph Description This package provides functions for sta...
Imports MASS, mvtnorm, graphics, igraph, stats Description Functions for statistical inference of ca...
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical i...
Copulas are important models that allow to capture the dependence among variables. There are many ty...
A vine copula model is a flexible high-dimensional dependence model which uses only bivariate buildi...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
International audienceWe present a new recursive algorithm to construct vine copulas based on an und...
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field ...
In this paper, we present a new methodology based on vine copulas to estimate multivariate distribut...
To uncover complex hidden dependency structures among variables, researchers have used a mixture of ...
vinecopulib is a header-only C++ library for vine copula models based on Eigen. It provides high-per...
pyvinecopulib is the python interface to vinecopulib, a header-only C++ library for vine copula mode...
In this talk, the R-package VineCopula will be presented and illustrated by means of an example data...
Depends R (> = 2.11.0), MASS, mvtnorm, igraph Description This package provides functions for sta...
Imports MASS, mvtnorm, graphics, igraph, stats Description Functions for statistical inference of ca...
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical i...
Copulas are important models that allow to capture the dependence among variables. There are many ty...
A vine copula model is a flexible high-dimensional dependence model which uses only bivariate buildi...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
International audienceWe present a new recursive algorithm to construct vine copulas based on an und...
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field ...
In this paper, we present a new methodology based on vine copulas to estimate multivariate distribut...
To uncover complex hidden dependency structures among variables, researchers have used a mixture of ...
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