搜索资源列表
Dynamic-Copula-Toolbox-2.0
- 包括二元Copula、时变Copula和藤Copula的估计原程序。-The dynamic copula toolbox we present here is a list of MATLAB functions specifically designed to estimated the three aforementioned classes of coplulas ad it is particularly oriented towards cases met in finance.
Copula-functions
- 基于Copula函数的程序化交易策略,可以有此原理编码做程式化交易-program trading strategy based on Copula functions
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
- METAPOP A metapopulation simulation model METAPOP(TAU) runs the metapopulation simulation described in the November 2003 MATLAB News&Notes article, "Monte-Carlo simulation in MATLAB using copulas.-includes functions for copula models that are more
strategies
- 基于Copula函数的程序化交易策略Copula functions based on program trading strategies-Copula functions based on program trading strategies
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
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
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
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.)
CDVine
- the cdvine R package.
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.)