Published July 14, 2021
| Version v0.6.1
Software
Open
vinecopulib
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Description
vinecopulib is 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
Files
vinecopulib/vinecopulib-v0.6.1.zip
Files
(1.2 MB)
| Name | Size | Download all |
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md5:eeeb3a7b3288e9ff43dc977815b52e03
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Additional details
Related works
- Is supplement to
- https://github.com/vinecopulib/vinecopulib/tree/v0.6.1 (URL)