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Search results for statistics copula
copula
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statistics
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10 search results found
Copulae
⭐
113
Multivariate data modelling with Copulas in Python
Vinecopula
⭐
60
Statistical inference of vine copulas
Mixedvines
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42
Python package for canonical vine copula trees with mixed continuous and discrete marginals
Rvinecopulib
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27
R interface to the vinecopulib C++ library
Vinecopulib
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27
A C++ library for vine copula models (w/ interfaces to R + Python)
Synthia
⭐
22
📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python
Vinereg
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11
D-vine quantile regression
Cvar_portfolio_optim
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8
ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
Vineclust
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8
Model-based clustering with vine copulas
Mixedvinetoolbox
⭐
5
Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
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1-10 of 10 search results
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