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Published July 29, 2024 | Version v2.0.0
Software Open

VineCopulas: an open-source Python package for vine copula modelling

Creators

  • 1. ROR icon Vrije Universiteit Amsterdam
  • 2. ROR icon Deltares

Description

VineCopulas is a Python package that is able to:

  • Fit both bivariate and vine copulas
  • Simulate from both bivariate and vine copulas
  • Allow for both discrete as well as continuous input data
  • Draw conditional samples for any variables of interest with the use of bivariate copulas and different vine structures

Files

VU-IVM/VineCopulas-v2.0.0.1.zip

Files (18.6 MB)

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md5:667aac2dbdf808ac6d9708f876a3b9b1
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Additional details

Identifiers

DOI
10.5281/zenodo.13121560

Related works

Is supplement to
Software: https://github.com/VU-IVM/VineCopulas/tree/v2.0.0 (URL)

Funding

European Commission
MYRIAD-EU - Multi-hazard and sYstemic framework for enhancing Risk-Informed mAnagement and Decision-making in the E.U. 101003276
European Commission
MIRACA - Multi-hazard Infrastructure Risk Assessment for Climate Adaptation 101093854

Dates

Available
2024-07-29