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Search results for vine copula

9 search results found

Vinecopula ⭐ 60

Statistical inference of vine copulas

Mixedvines ⭐ 42

Python package for canonical vine copula trees with mixed continuous and discrete marginals

Vinecopulib ⭐ 27

A C++ library for vine copula models (w/ interfaces to R + Python)

Rvinecopulib ⭐ 27

R interface to the vinecopulib C++ library

📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python

Starvine ⭐ 12

Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.

D-vine quantile regression

Vineclust ⭐ 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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1-9 of 9 search results

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