Vine Copulas with Matlab
Version 1.2.0.0 (218 KB) by
Malte Kurz
A MATLAB toolbox for vine copulas based on the C++ library VineCopulaCPP
Please visit http://maltekurz.github.io/VineCopulaMatlab/ for a detailed discription and documentation.
Cite As
Malte Kurz (2024). Vine Copulas with Matlab (https://github.com/MalteKurz/VineCopulaMatlab), GitHub. Retrieved .
MATLAB Release Compatibility
Created with
R2013b
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions >
- MATLAB > External Language Interfaces > C++ with MATLAB > Call C++ from MATLAB >
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Version | Published | Release Notes | |
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1.2.0.0 | The C++ parts of the toolbox have been excluded to a C++ library called VineCopulaCPP. |
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1.1.0.0 | This software was formerly distributed under the name TOSVC. |
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1.0.0.0 |
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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.