Published November 23, 2020
| Version v0.5.5
Software
Open
vinecopulib
Creators
Description
vinecopulib is a header-only C++ library for vine copula models based on Eigen. It provides high-performance implementations of the core features of the popular VineCopula R library, in particular inference algorithms for both vine copula and bivariate copula models
Files
vinecopulib/vinecopulib-v0.5.5.zip
Files
(1.0 MB)
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md5:216d68acfa4166e4af4fd63445f4f67e
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Additional details
Related works
- Is supplement to
- https://github.com/vinecopulib/vinecopulib/tree/v0.5.5 (URL)