gorecki/HACopula

版本 1.1.0.0 (3.2 MB) 作者: Jan Gorecki
Version R2018_08_24
5.0
(2)
195.0 次下载
更新时间 2018/9/11
在 GitHub 上查看许可证

*** Hierarchical Archimedean copulas for MATLAB and Octave: The HACopula Toolbox ***
The HACopula toolbox extends the copula modeling provided by MATLAB to modeling with hierarchical Archimedean copulas, which allows for non-elliptical distributions in arbitrary dimensions enabling for asymmetries in the tails. This includes their representation as MATLAB objects, evaluation, sampling, estimation and goodness-of-fit testing, as well as tools for their visual representation or computation of corresponding Kendall's tau and tail dependence coefficients. The toolbox is also compatible with Octave, where no support for copulas in more than two dimensions is currently provided.

引用格式

Jan Gorecki (2024). gorecki/HACopula (https://github.com/gorecki/HACopula), GitHub. 检索时间: .

MATLAB 版本兼容性
创建方式 R2017a
兼容 R2013a 到 R2018a 的版本
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HACopula

HACopula/@HACopula

HACopula/Auxiliary

HACopula/Demos

HACopula/Sampling

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版本 已发布 发行说明
1.1.0.0

fast Kendall's tau estimate computation, extended numerical stability when computing densities or conditional CDFs, new functionality to simplify access to bivariate margins of a HAC
1.0.0.0

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要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。