文件名称:Patton_copula_toolbox_2.5
- 所属分类：
- matlab例程
- 资源属性：
- 上传时间：
- 2020-03-01
- 文件大小：
- 1.65mb
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- 0次
- 提 供 者：
- yinyin******
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时变Copula的估计，基于matlab，Patton的方法(Estimation of time-varying copula, based on MATLAB, Patton's method)
相关搜索： copula
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| Patton_copula_toolbox\theta2rho.m | 732 | 2004-05-16 |
| Patton_copula_toolbox\图表\SJC_L_3.jpg | 26225 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_L_3.fig | 140226 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_L_2.jpg | 35121 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_U_3.jpg | 28338 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_U_3.fig | 140796 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_U_2.jpg | 29327 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_U_2.fig | 141253 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_U_1.jpg | 26143 | 2020-02-04 |
| Patton_copula_toolbox | 0 | 2020-02-05 |
| Patton_copula_toolbox\BB7UgivenV_inverse2.m | 1341 | 2006-06-04 |
| Patton_copula_toolbox\BB7UgivenV_t.m | 1243 | 2006-06-04 |
| Patton_copula_toolbox\GumbelUgivenV_inverse2.m | 810 | 2006-08-22 |
| Patton_copula_toolbox\GumbelUgivenV_t.m | 484 | 2006-06-04 |
| Patton_copula_toolbox\Gumbel_rnd.m | 1425 | 2006-06-04 |
| Patton_copula_toolbox\Gumbel_tvp1_CL.m | 1788 | 2020-02-04 |
| Patton_copula_toolbox\NormalCopula_CL.m | 446 | 2006-03-09 |
| Patton_copula_toolbox\NormalCopula_cdf.m | 864 | 2001-10-15 |
| Patton_copula_toolbox\NormalCopula_pdf.m | 730 | 2001-07-27 |
| Patton_copula_toolbox\PlackettUgivenV_inverse2.m | 1338 | 2006-06-04 |
| Patton_copula_toolbox\PlackettUgivenV_t.m | 437 | 2001-08-13 |
| Patton_copula_toolbox\ang_chen1.m | 1593 | 2006-06-04 |
| Patton_copula_toolbox\bb7_rnd.m | 1570 | 2006-06-04 |
| Patton_copula_toolbox\beta_cdf.m | 1166 | 2000-10-09 |
| Patton_copula_toolbox\beta_inv.m | 1339 | 2000-10-09 |
| Patton_copula_toolbox\beta_pdf.m | 1122 | 2000-10-09 |
| Patton_copula_toolbox\bisect2.m | 2775 | 2000-11-15 |
| Patton_copula_toolbox\bivarnormcdf.m | 1972 | 2006-03-08 |
| Patton_copula_toolbox\bivarnormcdf2.m | 1600 | 2006-03-08 |
| Patton_copula_toolbox\bivarnormcdf_arg.m | 462 | 2006-03-08 |
| Patton_copula_toolbox\bivartLL.m | 551 | 2001-05-07 |
| Patton_copula_toolbox\bivartcdfmc.m | 2172 | 2003-08-18 |
| Patton_copula_toolbox\bivartpdf.m | 1065 | 2001-08-26 |
| Patton_copula_toolbox\bivnorm_tvp1_CL.m | 1757 | 2006-06-04 |
| Patton_copula_toolbox\bivnormpdf.m | 1118 | 2007-01-18 |
| Patton_copula_toolbox\claytonCL.m | 1082 | 2006-06-04 |
| Patton_copula_toolbox\clayton_cdf.m | 1532 | 2006-06-04 |
| Patton_copula_toolbox\clayton_pdf.m | 1483 | 2006-08-22 |
| Patton_copula_toolbox\clayton_rnd.m | 1573 | 2006-06-04 |
| Patton_copula_toolbox\contents.xls | 35328 | 2020-01-30 |
| Patton_copula_toolbox\contour_plots_code.m | 4024 | 2007-01-18 |
| Patton_copula_toolbox\copula_example_code.m | 6848 | 2020-01-31 |
| Patton_copula_toolbox\corrcoef12.m | 832 | 2002-10-12 |
| Patton_copula_toolbox\cov12.m | 559 | 2001-04-27 |
| Patton_copula_toolbox\empiricalCDF.m | 994 | 2006-02-27 |
| Patton_copula_toolbox\euclidediv.m | 3644 | 2013-05-24 |
| Patton_copula_toolbox\fdis_cdf.m | 780 | 2000-10-09 |
| Patton_copula_toolbox\frankCL.m | 426 | 2003-03-11 |
| Patton_copula_toolbox\gumbelCL.m | 1095 | 2020-02-01 |
| Patton_copula_toolbox\gumbel_cdf.m | 1143 | 2006-06-04 |
| Patton_copula_toolbox\gumbel_pdf.m | 1285 | 2006-06-04 |
| Patton_copula_toolbox\ibm_ccola_rets.txt | 85952 | 2006-02-27 |
| Patton_copula_toolbox\kappa2tau.m | 440 | 2002-05-05 |
| Patton_copula_toolbox\log_100.csv | 229248 | 2020-02-02 |
| Patton_copula_toolbox\nines.m | 1403 | 2003-04-16 |
| Patton_copula_toolbox\plackettCL.m | 959 | 2006-06-04 |
| Patton_copula_toolbox\plackett_cdf.m | 1324 | 2006-06-04 |
| Patton_copula_toolbox\plackett_pdf.m | 1175 | 2006-06-04 |
| Patton_copula_toolbox\plackett_rnd.m | 1530 | 2006-06-04 |
| Patton_copula_toolbox\quantiledep.m | 767 | 2006-03-01 |
| Patton_copula_toolbox\readme.txt | 1203 | 2006-06-04 |
| Patton_copula_toolbox\rho2theta.m | 517 | 2002-08-05 |
| Patton_copula_toolbox\sym_jc_CL.m | 1085 | 2006-06-04 |
| Patton_copula_toolbox\sym_jc_cdf.m | 1657 | 2006-06-04 |
| Patton_copula_toolbox\sym_jc_example_code.m | 1090 | 2003-02-13 |
| Patton_copula_toolbox\sym_jc_pdf.m | 2639 | 2006-06-04 |
| Patton_copula_toolbox\sym_jc_rnd.m | 2001 | 2007-08-02 |
| Patton_copula_toolbox\sym_jc_tvp_CL.m | 1998 | 2006-06-04 |
| Patton_copula_toolbox\tCopula.m | 1764 | 2006-06-04 |
| Patton_copula_toolbox\tCopula_cdf.m | 1898 | 2006-08-22 |
| Patton_copula_toolbox\tau2kappa.m | 469 | 2002-05-22 |
| Patton_copula_toolbox\tcopulaCL.m | 1390 | 2006-06-04 |
| Patton_copula_toolbox\tcopula_pdf.m | 1569 | 2006-06-04 |
| Patton_copula_toolbox\tdis_cdf.m | 918 | 2000-06-06 |
| Patton_copula_toolbox\tdis_inv.m | 852 | 2000-06-06 |
| Patton_copula_toolbox\图表\SJC_L_2.fig | 141006 | 2020-02-04 |
| Patton_copula_toolbox\try_N225_KS11.m | 6927 | 2020-02-04 |
| Patton_copula_toolbox\try_SSEC_KS11.m | 6794 | 2020-02-04 |
| Patton_copula_toolbox\try_SSEC_N225.m | 6885 | 2020-02-04 |
| Patton_copula_toolbox\unifcdf.m | 1309 | 2016-08-18 |
| Patton_copula_toolbox\图表 | 0 | 2020-02-04 |
| Patton_copula_toolbox\图表\N_3.fig | 138530 | 2020-02-04 |
| Patton_copula_toolbox\图表\N_3.jpg | 23476 | 2020-02-04 |
| Patton_copula_toolbox\图表\RG_1.fig | 143263 | 2020-02-04 |
| Patton_copula_toolbox\图表\RG_1.jpg | 28219 | 2020-02-04 |
| Patton_copula_toolbox\图表\RG_2.fig | 140499 | 2020-02-04 |
| Patton_copula_toolbox\图表\RG_2.jpg | 31146 | 2020-02-04 |
| Patton_copula_toolbox\图表\RG_3.fig | 140036 | 2020-02-04 |
| Patton_copula_toolbox\图表\RG_3.jpg | 27535 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_L_1.fig | 143929 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_L_1.jpg | 29701 | 2020-02-04 |
| Patton_copula_toolbox\图表\SJC_U_1.fig | 143654 | 2020-02-04 |
| contents.xls | 35328 | 2020-01-30 |
| corrcoef12.m | 832 | 2002-10-12 |
| bb7_rnd.m | 1570 | 2006-06-04 |
| BB7UgivenV_inverse2.m | 1341 | 2006-06-04 |
| BB7UgivenV_t.m | 1243 | 2006-06-04 |
| bisect2.m | 2775 | 2000-11-15 |
| bivarnormcdf.m | 1972 | 2006-03-08 |
| bivarnormcdf_arg.m | 462 | 2006-03-08 |