• TwoCop

  • Referenced in 55 articles [sw12359]
  • estimated through empirical copulas. We provide inference for independent or paired samples. The multiplier central...
  • penDvine

  • Referenced in 2 articles [sw16858]
  • package penDvine: flexible pair-copula estimation in D-vines using bivariate penalized splines. Flexible Pair...
  • CDVineCopulaConditional

  • Referenced in 1 article [sw31344]
  • conditional copula density decomposed via Pair-Copula Constructions as C- or D- vine. Here ... function to compare scatterplot matrices and pair-dependencies of two multivariate datasets...
  • vinereg

  • Referenced in 1 article [sw31345]
  • regression models with parametric or nonparametric pair-copulas. See Kraus and Czado...
  • quantspec

  • Referenced in 5 articles [sw14419]
  • serial dependence based on copulas or joint distributions of pairs of observations...
  • CopulaRegression

  • Referenced in 2 articles [sw14548]
  • bivariate, copula-based model for the joint distribution of a pair of continuous and discrete ... their joint distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques...
  • pyvine

  • Referenced in 1 article [sw38439]
  • combines vine structures and families of bivariate copulas to construct a number of multivariate distributions ... dependence for different pairs. Two special cases of regular vine copulas, C-vine ... testing a more generalized regular vine copula (R-vine for short). R-vine modeling algorithm ... absolute values of kendall’s tau for paired variables on edges using PRIM algorithm...
  • idr

  • Referenced in 7 articles [sw11205]
  • replicates. Our curve is fitted by a copula mixture model, from which we derive ... computed at each set of paired replicate ranks and permits the principled setting of thresholds...
  • Cuba

  • Referenced in 61 articles [sw00173]
  • Cuba -- a library for multidimensional numerical integration. The...
  • gmp

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

  • Referenced in 5220 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 6129 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 12721 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • NAG

  • Referenced in 420 articles [sw00610]
  • Produced by experts for use in a variety...
  • R

  • Referenced in 8904 articles [sw00771]
  • R is a language and environment for statistical...
  • SageMath

  • Referenced in 1792 articles [sw00825]
  • Sage (SageMath) is free, open-source math software...
  • GLIM

  • Referenced in 189 articles [sw01126]
  • GLIM - a system for interactive fitting of generalized...
  • L-BFGS-B

  • Referenced in 181 articles [sw01234]
  • Algorithm 778: L-BFGS-B Fortran subroutines for...
  • S-PLUS

  • Referenced in 604 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...
  • L-BFGS

  • Referenced in 759 articles [sw03229]
  • Algorithm 778: L-BFGS-B Fortran subroutines for...