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Mixed-Copula-Estimate
- 一个基于matlab软件的混合Copula模型的估计方法，利用到了惩罚的思想。-A matlab software mixed Copula Model-based estimation method, to the idea of punishment.
mixed-Copula
- 基于EM算法的混合COPULA（Frank、Gumbel和clayton）-EM algorithm based on hybrid COPULA (Frank, Gumbel and clayton)
sa
- liyongEMsuanfaguji混合Copula函数参数-Mixed Copula function uation parameters
COPULA
- 基于Copula计算混合联合分布函数包括初值设定 OLS和EM方法的程序-Copula joint distribution function is calculated based on a mixed OLS Initial setting method and a program EM
Mix-Copula
- 有助于新手学习，帮助学习Mix-Copula原理，注释简单明了，希望有用(It helps the beginners to learn, helps to learn the Mix-Copula principle, the annotations are simple and clear, and they hope to be useful.)
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)
R
- R语言对数据进行Garch-M-Copula建模并利用EM算法估计相应的参数(Garch-m-copula is used to model the data in R language and EM algorithm is used to estimate the corresponding parameters)