10.5281/zenodo.5097393
https://zenodo.org/records/5097393
oai:zenodo.org:5097393
Nagler, Thomas
Thomas
Nagler
0000-0003-1855-0046
Vatter, Thibault
Thibault
Vatter
0000-0001-9212-0218
pyvinecopulib
Zenodo
2021
dependence
copula
vine
pair copula construction
simulation
2021-07-13
https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.0
10.5281/zenodo.4288292
v0.6.0
MIT License
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.