• copula

  • Referenced in 145 articles [sw14499]
  • commonly used elliptical, Archimedean, extreme value and some more copula families. Methods for density, distribution ... multivariate CDF. Goodness-of-fit tests for copulas based on multipliers, the parametric bootstrap with ... Merged former package ’nacopula’ for nested Archimedean copulas: Efficient sampling algorithms, various estimators, goodness...
  • copula

  • Referenced in 127 articles [sw07944]
  • most frequently used elliptical copulas and Archimedean copulas are implemented, with methods for density/distribution evaluation...
  • nacopula

  • Referenced in 48 articles [sw06778]
  • nacopula: Nested Archimedean Copulas. An R package for working with nested Archimedean copulas. Specifically, providing...
  • HAC

  • Referenced in 11 articles [sw11199]
  • Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC). Package provides the estimation ... methods and structural plots of Hierarchical Archimedean Copulae...
  • HACopula

  • Referenced in 5 articles [sw32758]
  • HACopula Toolbox: Hierarchical Archimedean copulas for MATLAB and Octave. he HACopula toolbox extends the copula ... MATLAB to modeling with hierarchical Archimedean copulas, which allows for non-elliptical distributions in arbitrary...
  • fgac

  • Referenced in 2 articles [sw22143]
  • package fgac: Generalized Archimedean Copula. Bi-variate data fitting is done by two stochastic components ... considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking...
  • gmp

  • Referenced in 274 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • Maple

  • Referenced in 5201 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 6112 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 12661 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • Octave

  • Referenced in 295 articles [sw00646]
  • GNU Octave is a high-level language, primarily...
  • polymake

  • Referenced in 308 articles [sw00724]
  • polymake is open source software for research in...
  • R

  • Referenced in 8873 articles [sw00771]
  • R is a language and environment for statistical...
  • SageMath

  • Referenced in 1778 articles [sw00825]
  • Sage (SageMath) is free, open-source math software...
  • SymPy

  • Referenced in 128 articles [sw00940]
  • SymPy is a Python library for symbolic mathematics...
  • MPFR

  • Referenced in 216 articles [sw03312]
  • The MPFR library is a C library for...
  • CPLEX

  • Referenced in 2641 articles [sw04082]
  • IBM® ILOG® CPLEX® offers C, C++, Java, .NET...
  • CRAN

  • Referenced in 502 articles [sw04351]
  • R is ‘GNU S’, a freely available language...
  • lattice

  • Referenced in 107 articles [sw04363]
  • R package lattice: Lattice Graphics , Lattice is a...
  • VGAM

  • Referenced in 94 articles [sw04490]
  • R package VGAM: Vector Generalized Linear and Additive...