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pyvinecopulib

Nagler, Thomas; Vatter, Thibault


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  <dc:creator>Nagler, Thomas</dc:creator>
  <dc:creator>Vatter, Thibault</dc:creator>
  <dc:date>2021-07-13</dc:date>
  <dc: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.</dc:description>
  <dc:identifier>https://zenodo.org/record/5097393</dc:identifier>
  <dc:identifier>10.5281/zenodo.5097393</dc:identifier>
  <dc:identifier>oai:zenodo.org:5097393</dc:identifier>
  <dc:relation>url:https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.0</dc:relation>
  <dc:relation>doi:10.5281/zenodo.4288292</dc:relation>
  <dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
  <dc:rights>https://opensource.org/licenses/MIT</dc:rights>
  <dc:subject>dependence</dc:subject>
  <dc:subject>copula</dc:subject>
  <dc:subject>vine</dc:subject>
  <dc:subject>pair copula construction</dc:subject>
  <dc:subject>simulation</dc:subject>
  <dc:title>pyvinecopulib</dc:title>
  <dc:type>info:eu-repo/semantics/other</dc:type>
  <dc:type>software</dc:type>
</oai_dc:dc>
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