Vine Copulas with Matlab

Version 1.2.0.0 (218 KB) by Malte Kurz
A MATLAB toolbox for vine copulas based on the C++ library VineCopulaCPP
4.3
(12)
2.1K Downloads
Updated 27 Oct 2016
View License on GitHub

Please visit http://maltekurz.github.io/VineCopulaMatlab/ for a detailed discription and documentation.

Cite As

Malte Kurz (2024). Vine Copulas with Matlab (https://github.com/MalteKurz/VineCopulaMatlab), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

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

Start Hunting!

private

Versions that use the GitHub default branch cannot be downloaded

Version Published Release Notes
1.2.0.0

The C++ parts of the toolbox have been excluded to a C++ library called VineCopulaCPP.
1.1.0.0

This software was formerly distributed under the name TOSVC.
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.