Software Open Access

pyvinecopulib

Nagler, Thomas; Vatter, Thibault


MARC21 XML Export

<?xml version='1.0' encoding='UTF-8'?>
<record xmlns="http://www.loc.gov/MARC21/slim">
  <leader>00000nmm##2200000uu#4500</leader>
  <datafield tag="653" ind1=" " ind2=" ">
    <subfield code="a">dependence</subfield>
  </datafield>
  <datafield tag="653" ind1=" " ind2=" ">
    <subfield code="a">copula</subfield>
  </datafield>
  <datafield tag="653" ind1=" " ind2=" ">
    <subfield code="a">vine</subfield>
  </datafield>
  <datafield tag="653" ind1=" " ind2=" ">
    <subfield code="a">pair copula construction</subfield>
  </datafield>
  <datafield tag="653" ind1=" " ind2=" ">
    <subfield code="a">simulation</subfield>
  </datafield>
  <controlfield tag="005">20210714014824.0</controlfield>
  <controlfield tag="001">5097393</controlfield>
  <datafield tag="700" ind1=" " ind2=" ">
    <subfield code="0">(orcid)0000-0001-9212-0218</subfield>
    <subfield code="a">Vatter, Thibault</subfield>
  </datafield>
  <datafield tag="856" ind1="4" ind2=" ">
    <subfield code="s">11133128</subfield>
    <subfield code="z">md5:1c8de72cca000cb55f5a2cab094d13b5</subfield>
    <subfield code="u">https://zenodo.org/record/5097393/files/vinecopulib/pyvinecopulib-v0.6.0.zip</subfield>
  </datafield>
  <datafield tag="542" ind1=" " ind2=" ">
    <subfield code="l">open</subfield>
  </datafield>
  <datafield tag="260" ind1=" " ind2=" ">
    <subfield code="c">2021-07-13</subfield>
  </datafield>
  <datafield tag="909" ind1="C" ind2="O">
    <subfield code="p">software</subfield>
    <subfield code="o">oai:zenodo.org:5097393</subfield>
  </datafield>
  <datafield tag="100" ind1=" " ind2=" ">
    <subfield code="0">(orcid)0000-0003-1855-0046</subfield>
    <subfield code="a">Nagler, Thomas</subfield>
  </datafield>
  <datafield tag="245" ind1=" " ind2=" ">
    <subfield code="a">pyvinecopulib</subfield>
  </datafield>
  <datafield tag="540" ind1=" " ind2=" ">
    <subfield code="u">https://opensource.org/licenses/MIT</subfield>
    <subfield code="a">MIT License</subfield>
  </datafield>
  <datafield tag="650" ind1="1" ind2="7">
    <subfield code="a">cc-by</subfield>
    <subfield code="2">opendefinition.org</subfield>
  </datafield>
  <datafield tag="520" ind1=" " ind2=" ">
    <subfield code="a">&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;</subfield>
  </datafield>
  <datafield tag="773" ind1=" " ind2=" ">
    <subfield code="n">url</subfield>
    <subfield code="i">isSupplementTo</subfield>
    <subfield code="a">https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.0</subfield>
  </datafield>
  <datafield tag="773" ind1=" " ind2=" ">
    <subfield code="n">doi</subfield>
    <subfield code="i">isVersionOf</subfield>
    <subfield code="a">10.5281/zenodo.4288292</subfield>
  </datafield>
  <datafield tag="024" ind1=" " ind2=" ">
    <subfield code="a">10.5281/zenodo.5097393</subfield>
    <subfield code="2">doi</subfield>
  </datafield>
  <datafield tag="980" ind1=" " ind2=" ">
    <subfield code="a">software</subfield>
  </datafield>
</record>
75
2
views
downloads
All versions This version
Views 7535
Downloads 20
Data volume 22.3 MB0 Bytes
Unique views 5527
Unique downloads 20

Share

Cite as