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Published July 2, 2024 | Version v2024.7.0
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TorchVineCopuLib

Creators

Contributors

Project member:

  • 1. ROR icon National University of Singapore

Files

Restricted

The record is publicly accessible, but files are restricted to users with access.

Additional details

Software

Programming language
Python
Development Status
Active

References

  • Czado, C., & Nagler, T. (2022). Vine copula based modeling. Annual Review of Statistics and Its Application, 9, 453-477.
  • Czado, C. (2019). Analyzing dependent data with vine copulas. Lecture Notes in Statistics, Springer, 222.
  • Nagler, T., & Vatter, T. (2020). Pyvinecopulib. Zenodo.