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copula 拟合函数
- copula 拟合函数
copulas
- copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型，如clayton等中的参数估计等内容-copua financial mathematical calculation of a new type of model. This code provides the most commonly used model of Copulas, such as Clayton of parameter estimati
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 al
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 al
CDS_Copula
- code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
Patton_copula_toolbox_4jun06
- 大名鼎鼎的Patton的copula工具箱，不知道各位有没有-The famous Patton of the copula toolbox, do not know if you have any
BB7UgivenV_t
- Computes the value of the conditional BB7 (U given V) copula cdf at a specified point-Computes the value of the conditional BB7 (U given V) copula cdf at a specified point
DroughtFunctions
- Drought Functions with copula analysis
t-copulas
- ClaytonRND Random matrix from a Clayton n-copula.Build and share code simulating Clayton n-copula n>2 indeed it possible to extend letting alpha be a vector of size n, each entry >0 but could be different. U = C
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
copulas
- Copula matlab程序 可以作为多变量分析，用在经济，金融，水利等相关专业-Copula matlab program can be used as multivariate analysis, used in the economic, financial, irrigation and other related professional
copulas
- copula函数经典 Roger B. Nelsen An Introduction to Copulas- Roger B. Nelsen An Introduction to Copulas
091228011930d631747c0474ff
- copula工具箱，可以进行copula计算，比自带的更加好用-copula toolbox
copula
- Modelling Financial Time Series with S-Plus
copula_toolbox
- copula函数 主要应用于BB7UgivenV_inverse2-copula function BB7UgivenV_inverse2
frankcml
- Maximum Likelihood Function for CLATON copula.
copula_functions
- copula functions is included
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 t
matlab--copula
- matlab中的copula函数估计的m文件-copula in matlab
Copula
- 包括copula分布参数估计、秩相关系数估计、平方欧式距离求解等，两个随机变量，从求边缘分布，到求二元联合copula函数的全过程，(copula function estimate)