Software Open Access

pyvinecopulib

Nagler, Thomas; Vatter, Thibault

pyvinecopulib is the python interface to vinecopulib, 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 (11.1 MB)
Name Size
vinecopulib/pyvinecopulib-v0.6.0.zip
md5:1c8de72cca000cb55f5a2cab094d13b5
11.1 MB Download
67
2
views
downloads
All versions This version
Views 6728
Downloads 20
Data volume 22.3 MB0 Bytes
Unique views 4821
Unique downloads 20

Share

Cite as