Nagler, Thomas
Vatter, Thibault
2021-07-13
<p><a href="https://vinecopulib.github.io/pyvinecopulib/">pyvinecopulib</a> is the python interface to <a href="https://vinecopulib.github.io/vinecopulib/">vinecopulib</a>, 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.</p>
https://doi.org/10.5281/zenodo.5097393
oai:zenodo.org:5097393
Zenodo
https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.0
https://doi.org/10.5281/zenodo.4288292
info:eu-repo/semantics/openAccess
MIT License
https://opensource.org/licenses/MIT
dependence
copula
vine
pair copula construction
simulation
pyvinecopulib
info:eu-repo/semantics/other