搜索资源列表
COPULA
- 使用Copula函数进行水质水量边缘分布及联合分布构建(Construction of water quality and water edge distribution and joint distribution)
Copula Simulation
- Matlab code for simulating Clayton copula, Frank copula, Gumbel copula, Gaussian copula and Student t-copula
3972405t-copula
- copula联合概率密度预测。适用于相关性研究(Copula joint probability density prediction)
copula-garch
- copula例子 与GARCH相结合，分析几个指标的相关性。(The copula example is combined with GARCH to analyze the correlation of several indicators.)
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
Copula理论及MATLAB应用实例
- Copula理论及MATLAB应用实例 沪深股票相关性(Copula theory and an example of MATLAB application)
copula
- 介绍coupla工具包函数用法，有助于在R中使用copula函数(ntroduce the use of the coupla package)
R语言copula
- R语言对数据进行Garch-t-Copula建模和Garch-Clayton-Copula建模(Garch-t-Copula modeling and Garch-Clayton-Copula modeling for data in R language)
第6章 Copula理论及应用实例
- Copula一词原意为连接，它把多个随机变量的边缘分布连接在一起形成联合分布。变量间的相关结构完全由Copula决定，而各变量的统计特征由其边缘分布确定。与我们描述变量问相关关系常用的相关性相比，Copula描述的多元随机变量间的相关结构可以提供更准确的信息，目前Copula已经成为流行的多变量建模工具。(Copula is originally meant to connect the edge distributions of mu
第7章 Copula理论及应用实例
- 二维copula函数参数估计画图，边缘函数参数估计等等(Two-dimensional copula function parameter estimation drawing, edge function parameter estimation and so on)
copula
- 二元copula函数代码相依关系，可以直接利用代码做两个市场的相依关系(Two yuan copula function code dependency relationship, you can directly use the code to do two market dependency relationship.)
COPULA
- COPULA函数的matlab程序应用实例举例(For example, the COPULA function example of Matlab Application)
Copula应用实例及程序
- 读取数据、绘制频率直方图、*计算偏度和峰度*、正态性检验*、求经验分布函数值*、核分布估计**、核分布估计**、*求Copula中参数的估计值**、绘制Copula的密度函数和分布函数图******、求Kendall秩相关系数和Spearman秩相关系数*******、模型评价(My English is poor i hope you can understand from the chinese introdunction
copula
- 可用于copula求解分期设计洪水频率，用于水利工程中汛期分期设计洪水求解。(It can be used in copula to solve the design flood frequency by stages and in hydraulic engineering to solve the design flood by stages in flood season.)
copula
- 运用MATLAB进行混合copula函数的参数计算，基于em估计(Using MATLAB to calculate the parameters of mixed copula function, based on EM estimation)
Arma-Garch-Copula
- garch copula 带论文和code例句(garch copula with paper and code)
Copula
- 获得对应Copula函数的LL\AIC\BIC值并选择最佳拟合函数，得到拟合系数值，绘制相关系数图形。(Obtain the ll \ AIC \ BIC value of the corresponding copula function and select the best fitting function to obtain the fitting coefficient value and draw the correlati
copula
- 沪深股市日收益率的二元copula模型，copula函数的选取 参数估计 深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock
Copula-CoVaR R 操作说明 zhang
- GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
copula 的极大似然估计
- 计算极大似然值copula，matlab代码(Calculate the maximum likelihood value)