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  • pacotest
  • Referenced in 3 articles [sw18927]
  • Copulas and the Simplifying Assumption in Vine Copulas. Routines for two different test types ... copula. Functions to test whether a regular vine copula satisfies the so-called simplifying assumption ... test a single copula within a regular vine copula...

  • pyvine
  • Referenced in 1 article [sw38439]
  • pyvine: the Python package for regular vine copula modeling, sampling and testing. Regular vine copula ... structure modeling. It combines vine structures and families of bivariate copulas to construct a number ... different pairs. Two special cases of regular vine copulas, C-vine and D-vine copulas ... sampling and testing a more generalized regular vine copula (R-vine for short). R-vine...

  • MATVines
  • Referenced in 1 article [sw38544]
  • particular, simulation and estimation of regular vine copulas are accommodated. Furthermore, goodness-of-fit testing...

  • Matlab
  • Referenced in 13460 articles [sw00558]
  • MATLAB® is a high-level language and interactive...

  • R
  • Referenced in 9810 articles [sw00771]
  • R is a language and environment for statistical...

  • L-BFGS-B
  • Referenced in 198 articles [sw01234]
  • Algorithm 778: L-BFGS-B Fortran subroutines for...

  • QUADPACK
  • Referenced in 260 articles [sw01236]
  • Fortran subprograms for evaluating definite integrals of functions...

  • L-BFGS
  • Referenced in 805 articles [sw03229]
  • Algorithm 778: L-BFGS-B Fortran subroutines for...

  • UCI-ml
  • Referenced in 3379 articles [sw04074]
  • UC Irvine Machine Learning Repository. We currently maintain...

  • CRAN
  • Referenced in 549 articles [sw04351]
  • R is ‘GNU S’, a freely available language...

  • mvtnorm
  • Referenced in 161 articles [sw04359]
  • R package mvtnorm: Multivariate Normal and t Distributions...

  • CAViaR
  • Referenced in 185 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression...

  • MASS (R)
  • Referenced in 329 articles [sw04479]
  • R package MASS: Support Functions and Datasets for...

  • Gstat
  • Referenced in 24 articles [sw04488]
  • Gstat is an open source (GPL) computer code...

  • Matrix
  • Referenced in 97 articles [sw04514]
  • R package Matrix: Sparse and Dense Matrix Classes...

  • ggplot2
  • Referenced in 352 articles [sw04557]
  • R package ggplot2: An implementation of the Grammar...

  • KernSmooth
  • Referenced in 978 articles [sw04586]
  • Kernel smoothing refers to a general methodology for...

  • F2PY
  • Referenced in 35 articles [sw04610]
  • The purpose of the F2PY --Fortran to Python...

  • JStatCom
  • Referenced in 103 articles [sw04873]
  • JStatCom is a software framework that makes it...