搜索资源列表
tCopulaFit
- t-coupala 拟合 在matlab中使用的m文件-t-copula fit
copula-var
- 基于copula函数求资产组合的风险VaR-Matlab copula VaR
Mixed-Copula-Estimate
- 一个基于matlab软件的混合Copula模型的估计方法，利用到了惩罚的思想。-A matlab software mixed Copula Model-based estimation method, to the idea of punishment.
application-of-copula
- copula函数的matlab应用，包括经验分布函数、核分布函数，参数的估计和检验。-Matlab application of Copula Functions, including the empirical distribution function, kernel distribution function, estimation and testing parameters.
matlab-for-copula-2d
- 实现二维copula函数的应用 生成边缘分布 计算copula函数参数 求出联合分布密度和分布函数 计算过程中的绘图-To achieve the application of two-dimensional copula function. Generate marginal distribution. Copula function parameter calculation. Obtain the joint distribution densit
copula
- GOOGLE代码网站最全的COPULA公式MATLAB合集-COPULA formula code on GOOGLE website the most complete collection for MATLAB
copula_functions
- 利用极大似然估计估计出copula函数参数后，求解常见的copula函数的对数似然值。(After estimating the parameters of the copula function by using the MLE, the log likelihood values of the common Copula Functions are solved.)
《MATLAB统计分析与应用1》
- 生成一元分布随机数、蒙特卡洛方法；正态总体参数的检验；描述性统计量等(Generating a bivariate distribution, random numbers, Monte Carlo methods, testing of normal population parameters, descr iptive statistics, etc.)
Patton_copula_toolbox
- matlab软件copula工具包，Patton_copula_toolbox(Matlab software copula toolkit, Patton_copula_toolbox)
Dynamic_Copula_Toolbox_3
- Matlab software copula toolkit, Dynamic_copula_toolbox
密度函数程序
- 主要应用于MATLAB编程，copula函数的工程实例(MATLAB VHN VDFB B VBDD VCBZFC CVBX VSC)
Dynamic_Copula_Toolbox_3.0
- matlab toolbox，目的是利用copula计算序列上下尾相关性(Computation of upper and lower tail correlations using copula)
Dynamic_Copula_Toolbox_3.0
- 时变copula的matlab程序，正态copula，t-copula，clayton copula，sjc copula(dynamic copula toolbox)
B_Copula_density
- matlab code for Bivariate Clayton Copula, Bivariate Frank Copula, Bivariate Gaussian Copula, Bivariate Gumbel Copula, Bivariate Student Copula with plot
work
- 自制，绘制常用 Copula函数的概率密度函数图。(Drawing density function diagram of commonly used Copula functions)
Patton_copula_toolbox 2
- Patton Coupla 工具包，包含常见的时变和非时变Copula代码(Patton Coupla Toolbox)
Patton_copula_toolbox
- matlab 的copula工具包（里面包含常见的copula的编程代码）(Patton copula toolbox for matlab)
frankcopula
- MATLAB中frank copula 函数的相关计算(Correlation calculation of Frank copula function in MATLAB)
Patton_copula_toolbox_2.5
- 时变Copula的估计，基于matlab，Patton的方法(Estimation of time-varying copula, based on MATLAB, Patton's method)
MATLAB copula函数
- MATLAB copula函数安装包，还挺不容易找到的希望能帮助到大家