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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
1
- 该工具包是最新版本的pair copula工具厢。可实现高维数据的copula建模,并有时变copula函数可选择。(The toolkit is the latest version of the pair copula toolkit. The copula modeling of high dimensional data can be realized, and sometimes the copula function can
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- 该工具包是最新版本的pair copula工具包。可实现高维数据的copula建模,并有时变copula函数可选择利用。(The toolkit is the latest version of the pair copula toolkit. The copula modeling of high dimensional data can be realized, and sometimes the copula function c
B_Copula_density
- matlab code for Bivariate Clayton Copula, Bivariate Frank Copula, Bivariate Gaussian Copula, Bivariate Gumbel Copula, Bivariate Student Copula with plot
Copula_Handbook_toolbox_14may13
- 涉及12种copula的估计,以及模型的比较(Estimates of 12 kinds of copula, and comparison of the models)
新建文本文档
- copula函数 模型建立 相关性分析 模型拟合检验(Establishment of correlation analysis by copula function model)
example06_01
- MATLAB中copula函数的简单应用(Simple application of Copula function in MATLAB)
normal copula
- 包含: NormalCopula_cdf.m NormalCopula_CL.m NormalCopula_pdf.m(NormalCopula_cdf.m NormalCopula_CL.m NormalCopula_pdf.m)
MonteCarlo_Copulas
- 利用Copula函数实现相关性输入变量建模,通过蒙特卡洛进行潮流计算。(The Copula function was used to model the correlation input variables and the load flow was calculated by Monte Carlo.)
Dynamic_Copula_Toolbox_3[1].0
- 包含各种不同分布的garch模型及copula模型(IT CONTAINS MANY KINDS OF GARCH AND COPULA MODELS.)
copula
- 计算三大相关性系数(pearson、spearman、kendall)copula函数族检验(The family of three correlation coefficients (Pearson, Spearman, Kendall) copula is calculated.)
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)
Patton_copula_toolbox
- matlab 的copula工具包(里面包含常见的copula的编程代码)(Patton copula toolbox for matlab)
Copula_model
- copula实现多维相关分析,采用高斯分析多维的关系(Copula implements multidimensional correlation analysis)
Copula
- Dynamic Copula model in Matlab
frankcopula
- MATLAB中frank copula 函数的相关计算(Correlation calculation of Frank copula function in MATLAB)
R
- R语言对数据进行Garch-M-Copula建模并利用EM算法估计相应的参数(Garch-m-copula is used to model the data in R language and EM algorithm is used to estimate the corresponding parameters)
Patton_copula_toolbox_2.5
- 时变Copula的估计,基于matlab,Patton的方法(Estimation of time-varying copula, based on MATLAB, Patton's method)
copulaenglish
- 解决二个变量 之间的非线性关系,包括MATLAB中自带的五种copula函数。(Solve the non-linear relationship between two variables, including five Copula Functions in MATLAB.)
Patton copula toolbox
- Patton copula toolbox 部分copula代码