gorecki/HACopula

버전 1.1.0.0 (3.17 MB) 작성자: Jan Gorecki

Version R2018_08_24

https://github.com/gorecki/HACopula

팔로우

5.0

(2)

다운로드 수: 195

업데이트 날짜: 2018/9/11

GitHub에서 라이선스 보기

*** Hierarchical Archimedean copulas for MATLAB and Octave: The HACopula Toolbox ***
The HACopula toolbox extends the copula modeling provided by MATLAB to modeling with hierarchical Archimedean copulas, which allows for non-elliptical distributions in arbitrary dimensions enabling for asymmetries in the tails. This includes their representation as MATLAB objects, evaluation, sampling, estimation and goodness-of-fit testing, as well as tools for their visual representation or computation of corresponding Kendall's tau and tail dependence coefficients. The toolbox is also compatible with Octave, where no support for copulas in more than two dimensions is currently provided.

인용 양식

Jan Gorecki (2024). gorecki/HACopula (https://github.com/gorecki/HACopula), GitHub. 검색 날짜: 2024/11/25.

MATLAB 릴리스 호환 정보

개발 환경: R2017a

R2013a에서 R2018a까지의 릴리스와 호환

플랫폼 호환성

Windows macOS Linux

태그 태그 추가

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

HACopula

HACopula/@HACopula

HACopula/Auxiliary

HACopula/Demos

HACopula/Sampling

GitHub 디폴트 브랜치를 사용하는 버전은 다운로드할 수 없음

버전	게시됨	릴리스 정보
1.1.0.0	2018/9/11	fast Kendall's tau estimate computation, extended numerical stability when computing densities or conditional CDFs, new functionality to simplify access to bivariate margins of a HAC
1.0.0.0	2018/5/18

이 GitHub 애드온의 문제를 보거나 보고하려면 GitHub 리포지토리로 가십시오.