Published December 27, 2023
| Version v0.6.4
Software
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pyvinecopulib
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Description
pyvinecopulib is the python interface to vinecopulib, 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/pyvinecopulib-v0.6.4.zip
Files
(11.1 MB)
| Name | Size | Download all |
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md5:106e52ba01819beb4f4cb2448d00228a
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Additional details
Related works
- Is supplement to
- Software: https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.4 (URL)