Published January 8, 2025
| Version v0.7.0
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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-v0.7.0.zip
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(313.4 kB)
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Additional details
Related works
- Is supplement to
- Software: https://github.com/vinecopulib/pyvinecopulib/tree/v0.7.0 (URL)
Software
- Repository URL
- https://github.com/vinecopulib/pyvinecopulib