Published August 26, 2022
| Version v0.6.2
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-v0.6.2.zip
Files
(11.1 MB)
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md5:f7b4f013e06a9f4116ca1b51b9e601f7
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Additional details
Related works
- Is supplement to
- https://github.com/vinecopulib/pyvinecopulib/tree/v0.6.2 (URL)