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sbgcop_0.95.tar
- sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric i
sbgcop_0.95
- sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric i
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.
hgfrz
- This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.
gausscml
- GAUSSIAN COPULA ESTIMATION
example06_01
- gaussian copula 相关参数的求取及绘制图表
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
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)