Published October 27, 2024
| Version v0.6.8
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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.
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vinecopulib/pyvinecopulib-v0.6.8.zip
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(136.6 kB)
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md5:785e5224d720ad27cc0b4849d0dd48a3
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Related works
- Is supplement to
- Software: https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.8 (URL)