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pyvinecopulib

Nagler, Thomas; Vatter, Thibault


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<resource xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://datacite.org/schema/kernel-4" xsi:schemaLocation="http://datacite.org/schema/kernel-4 http://schema.datacite.org/meta/kernel-4.1/metadata.xsd">
  <identifier identifierType="DOI">10.5281/zenodo.5097393</identifier>
  <creators>
    <creator>
      <creatorName>Nagler, Thomas</creatorName>
      <givenName>Thomas</givenName>
      <familyName>Nagler</familyName>
      <nameIdentifier nameIdentifierScheme="ORCID" schemeURI="http://orcid.org/">0000-0003-1855-0046</nameIdentifier>
    </creator>
    <creator>
      <creatorName>Vatter, Thibault</creatorName>
      <givenName>Thibault</givenName>
      <familyName>Vatter</familyName>
      <nameIdentifier nameIdentifierScheme="ORCID" schemeURI="http://orcid.org/">0000-0001-9212-0218</nameIdentifier>
    </creator>
  </creators>
  <titles>
    <title>pyvinecopulib</title>
  </titles>
  <publisher>Zenodo</publisher>
  <publicationYear>2021</publicationYear>
  <subjects>
    <subject>dependence</subject>
    <subject>copula</subject>
    <subject>vine</subject>
    <subject>pair copula construction</subject>
    <subject>simulation</subject>
  </subjects>
  <dates>
    <date dateType="Issued">2021-07-13</date>
  </dates>
  <resourceType resourceTypeGeneral="Software"/>
  <alternateIdentifiers>
    <alternateIdentifier alternateIdentifierType="url">https://zenodo.org/record/5097393</alternateIdentifier>
  </alternateIdentifiers>
  <relatedIdentifiers>
    <relatedIdentifier relatedIdentifierType="URL" relationType="IsSupplementTo">https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.0</relatedIdentifier>
    <relatedIdentifier relatedIdentifierType="DOI" relationType="IsVersionOf">10.5281/zenodo.4288292</relatedIdentifier>
  </relatedIdentifiers>
  <version>v0.6.0</version>
  <rightsList>
    <rights rightsURI="https://opensource.org/licenses/MIT">MIT License</rights>
    <rights rightsURI="info:eu-repo/semantics/openAccess">Open Access</rights>
  </rightsList>
  <descriptions>
    <description descriptionType="Abstract">&lt;p&gt;&lt;a href="https://vinecopulib.github.io/pyvinecopulib/"&gt;pyvinecopulib&lt;/a&gt; is the python interface to &lt;a href="https://vinecopulib.github.io/vinecopulib/"&gt;vinecopulib&lt;/a&gt;, 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.&lt;/p&gt;</description>
  </descriptions>
</resource>
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