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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>", 
  "license": "https://opensource.org/licenses/MIT", 
  "creator": [
    {
      "@id": "https://orcid.org/0000-0003-1855-0046", 
      "@type": "Person", 
      "name": "Nagler, Thomas"
    }, 
    {
      "@id": "https://orcid.org/0000-0001-9212-0218", 
      "@type": "Person", 
      "name": "Vatter, Thibault"
    }
  ], 
  "url": "https://zenodo.org/record/5101277", 
  "codeRepository": "https://github.com/vinecopulib/vinecopulib/tree/v0.6.1", 
  "datePublished": "2021-07-14", 
  "version": "v0.6.1", 
  "keywords": [
    "dependence", 
    "copula", 
    "vine", 
    "pair copula construction", 
    "simulation"
  ], 
  "@context": "https://schema.org/", 
  "identifier": "https://doi.org/10.5281/zenodo.5101277", 
  "@id": "https://doi.org/10.5281/zenodo.5101277", 
  "@type": "SoftwareSourceCode", 
  "name": "vinecopulib"
}
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