Dynamic Copula Toolbox 2.0

버전 1.3.0.0 (269 KB) 작성자: Manthos Vogiatzoglou
functions to estimates various copula models via MLE
0.0
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다운로드 수: 2.4K
업데이트 날짜: 2009/10/21

라이선스 보기

Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.

인용 양식

Manthos Vogiatzoglou (2025). Dynamic Copula Toolbox 2.0 (https://kr.mathworks.com/matlabcentral/fileexchange/25411-dynamic-copula-toolbox-2-0), MATLAB Central File Exchange. 검색 날짜: .

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개발 환경: R2008b
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Dynamic Copula Toolbox 2.0/

Dynamic Copula Toolbox 2.0/tutorials/

Dynamic Copula Toolbox 2.0/user functions/

Dynamic Copula Toolbox 2.0/utilities functions/

버전 게시됨 릴리스 정보
1.3.0.0

A bug was fixed, thanks to Dirk Scheele
1.2.0.0

Two files, setcopulallinputs.m and setcopulavinellinputs.m were accidentally saved twise in the toolbox, in both folders. The ones in the user defined functions folder are an older version and they should be deleted.

1.1.0.0

some files were saved twice, I deleted these double files. The toolbox should contain two files, "user functions" and "utilities functions", an m file "CopulaToolboxtutorial.m" and a pdf file named Dynamic Copula Toolbox
1.0.0.0