VineCopulaMATLAB Toolbox: A MATLAB toolbox for vine copulas based on C++ . The toolbox can be used for high-dimensional dependence modeling with vine copula models. A key feature of the toolbox is a framework, which allows to test whether the simplifying assumption is a reasonable assumption for approximating high-dimensional distributions using simplified vine copula models.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Maximilian Coblenz: MATVines: A vine copula package for MATLAB (2021) not zbMATH
- Jan Górecki, Marius Hofert, Martin Holeňa: Hierarchical Archimedean Copulas for MATLAB and Octave: The HACopula Toolbox (2020) not zbMATH