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copulas
- Copula matlab程序 可以作为多变量分析,用在经济,金融,水利等相关专业-Copula matlab program can be used as multivariate analysis, used in the economic, financial, irrigation and other related professional
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.
t-copula
- t-copula 小程序,很是实用哦-t-copula small programs, it is practical Oh. . . . .
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
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
Matlab-for-Copula
- 本文件用于Copula函数的参数估计与拟合,基于Matlab程序(This document is used for Copula function parameter estimation and fitting, based on the Matlab program)
copula-master
- 计算matlab相关,可以使用,调试成功(this code is used for calculating copula of multivariate or bivariate cases.)
Matlab for Copula
- copula工具箱,用于Matlab中、(copula Hold-all Matlab for Copula\tauboundaries.m)
粒子滤波器&Copula
- 包含粒子滤波器,卡尔曼滤波,Copula函数的应用,适合适合新手学习,共享(Including particle filter, Calman filter, Copula function application, suitable for novice learning, sharing)
MalteKurz-VineCopulaMatlab-69f1230 (1)
- matlab code for vine copula estimation.
B_Copula_density
- matlab code for Bivariate Clayton Copula, Bivariate Frank Copula, Bivariate Gaussian Copula, Bivariate Gumbel Copula, Bivariate Student Copula with plot
Copula Simulation
- Matlab code for simulating Clayton copula, Frank copula, Gumbel copula, Gaussian copula and Student t-copula
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
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)