搜索资源列表
Copula
- 已调试好的Copula应用实例及其matlab程序源代码大全，案例为沪深股市日收益率的二元Copula模型及检验-failed to translate
Dynamic-Copula-Toolbox-2.0
- 包括二元Copula、时变Copula和藤Copula的估计原程序。-The dynamic copula toolbox we present here is a list of MATLAB functions specifically designed to estimated the three aforementioned classes of coplulas ad it is particularly oriented towards cases met in finance.
Matlab-for-Copula
- 至今最全的Copula函数计算程序，包含参数估计、模型检验、随机模拟等-Copula function has the most complete computer program, including parameter estimation, model checking, stochastic simulation, etc.
copulas
- 一些基本的做copula的matlab程序，可以画累计分布函数图。-Some of the basic copula matlab program, you can draw the cumulative distribution function diagram.
Patton_copula_toolbox_4jun06
- 大名鼎鼎的Patton的copula工具箱，不知道各位有没有-The famous Patton of the copula toolbox, do not know if you have any
DroughtFunctions
- Drought Functions with copula analysis
matlab--copula
- matlab中的copula函数估计的m文件-copula in matlab
Copula-theory
- Copula理论及matlab应用实例 内含详细代码 已经过调试运行-Copula theory and application example with detailed code
copula
- 统计分析学在matlab中的应用，Copula理论及应用实例-Statistical analysis to learn in matlab, Copula theory and application examples
copula and scatter
- 通过Copula函数来实现对离散数据拟合(Through the Copula function to achieve the discrete data fitting)
MalteKurz-VineCopulaMatlab-69f1230 (1)
- matlab code for vine copula estimation.
Copula似然函数
- 有助于新手学习Copula原理，内容比较简单，并且带有注释，非常详细(It helps the novice to learn the principle of Copula, the content is simple, and with annotations, very detailed)
Copula Simulation
- Matlab code for simulating Clayton copula, Frank copula, Gumbel copula, Gaussian copula and Student t-copula
Example code for some copula functions
- 将所有Copula的例子Code分享出来。 其中包括时变Copula的。 大家可以参考例子进行处理。 得到的结果请看MATLAB右边的LL和Kappa(Share all the examples of Copula, Code. It includes the time-varying Copula. You can deal with the examples. For the results, look at the LL and Kappa on the right of M
Copula理论及MATLAB应用实例
- Copula理论及MATLAB应用实例 沪深股票相关性(Copula theory and an example of MATLAB application)
第6章 Copula理论及应用实例
- Copula一词原意为连接，它把多个随机变量的边缘分布连接在一起形成联合分布。变量间的相关结构完全由Copula决定，而各变量的统计特征由其边缘分布确定。与我们描述变量问相关关系常用的相关性相比，Copula描述的多元随机变量间的相关结构可以提供更准确的信息，目前Copula已经成为流行的多变量建模工具。(Copula is originally meant to connect the edge distributions of multiple random variables togeth
第7章 Copula理论及应用实例
- 二维copula函数参数估计画图，边缘函数参数估计等等(Two-dimensional copula function parameter estimation drawing, edge function parameter estimation and so on)
copula
- 运用MATLAB进行混合copula函数的参数计算，基于em估计(Using MATLAB to calculate the parameters of mixed copula function, based on EM estimation)
copulaenglish
- 解决二个变量 之间的非线性关系，包括MATLAB中自带的五种copula函数。(Solve the non-linear relationship between two variables, including five Copula Functions in MATLAB.)
copula
- 沪深股市日收益率的二元copula模型，copula函数的选取 参数估计 深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock market and Shanghai Stock Mar