Published February 9, 2025
| Version v0.7.1
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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-v0.7.1.zip
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(316.2 kB)
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md5:041eda25e8ca40a99508794481c3881f
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Additional details
Related works
- Is supplement to
- Software: https://github.com/vinecopulib/pyvinecopulib/tree/v0.7.1 (URL)
Software
- Repository URL
- https://github.com/vinecopulib/pyvinecopulib