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vinecopulib

Nagler, Thomas; Vatter, Thibault


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    "description": "<p><a href=\"https://vinecopulib.github.io/vinecopulib/\">vinecopulib</a> 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</p>", 
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