Published July 13, 2021
| Version v0.6.0
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pyvinecopulib
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Description
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
vinecopulib/pyvinecopulib-v0.6.0.zip
Files
(11.1 MB)
| Name | Size | Download all |
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md5:1c8de72cca000cb55f5a2cab094d13b5
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Additional details
Related works
- Is supplement to
- https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.0 (URL)