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Published January 8, 2025 | Version v0.7.0

pyvinecopulib

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-v0.7.0.zip

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