Published November 24, 2020
| Version v0.5.5
Software
Open
pyvinecopulib
Authors/Creators
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-v0.5.5.zip
Files
(11.1 MB)
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md5:cddd00ae70f4239e79db5c9aa72773bf
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Additional details
Related works
- Is supplement to
- https://github.com/vinecopulib/pyvinecopulib/tree/v0.5.5 (URL)