搜索资源列表
Dynamic_Copula_Toolbox._1
- The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines. Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
DroughtFunctions
- Drought Functions with copula analysis
copula_functions
- copula functions is included
patton-copula
- patton的一些copula估计案例，包括各种静态copula估计方法和三种动态copulad估计，以及绘图-Example code for some copula functions
GAS_factor_copula_toolbox_17feb16
- 时间序列copula工具箱，包含密度函数，分布函数，对数似然函数等等，主要正对二元copula-This zip file contains a collection of Matlab functions for research on copulas for financial time series. Some simple example code is given in copula_example_code.m . A table of contents is given in c
Couplafunction
- Copula函数描述的是变量间的相关性，实际上是一类将联合分布函数与它们各自的边缘分布函数连接在一起的函数，因此也有人将它称为连接函数。本程序已调试，可以运行。-Copula function describes the correlation between variables, in fact, is a class of joint distribution functions and their respective edge distribution functions connect
Example code for some copula functions
- 将所有Copula的例子Code分享出来。 其中包括时变Copula的。 大家可以参考例子进行处理。 得到的结果请看MATLAB右边的LL和Kappa(Share all the examples of Copula, Code. It includes the time-varying Copula. You can deal with the examples. For the results, look at the LL and Kappa on the right of M
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)
copulaenglish
- 解决二个变量 之间的非线性关系，包括MATLAB中自带的五种copula函数。(Solve the non-linear relationship between two variables, including five Copula Functions in MATLAB.)