Estimation of Structured t-Copulas

版本 1.2.0.0 (60.1 KB) 作者: Attilio Meucci
Recursive routine to estimate structured correlation matrix and degrees of freedom
5.0
(1)
4.2K 次下载
更新时间 2011/5/9

查看许可证

For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"

Latest version of article and code available at http://symmys.com/node/134

引用格式

Attilio Meucci (2024). Estimation of Structured t-Copulas (https://www.mathworks.com/matlabcentral/fileexchange/19751-estimation-of-structured-t-copulas), MATLAB Central File Exchange. 检索时间: .

MATLAB 版本兼容性
创建方式 R2006b
兼容任何版本
平台兼容性
Windows macOS Linux
类别
在 Help Center 和 MATLAB Answers 中查找有关 Probability Distributions 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

StructuredTCopulaMLE/

版本 已发布 发行说明
1.2.0.0

updated references
1.1.0.0

updated documentation link
1.0.0.0