搜索资源列表
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)
GAS_factor_copula_toolbox_17feb16
- 时间序列copula工具箱，包含密度函数，分布函数，对数似然函数等等，主要正对二元copula-This zip file contains a collection of Matlab functions for research on copulas for financial time series. Some simple example code is given in copula_example_code.m . A table of contents is given in c
patton_copula_toolbox
- 都是大神巴顿编写的copula工具箱源程序，支持绝大多数常用的copula，包括t,正态，gumbel,clayton,frank,paccket等等，适合初学者下载应用
B_Copula_density
- matlab code for Bivariate Clayton Copula, Bivariate Frank Copula, Bivariate Gaussian Copula, Bivariate Gumbel Copula, Bivariate Student Copula with plot
Copula Simulation
- Matlab code for simulating Clayton copula, Frank copula, Gumbel copula, Gaussian copula and Student t-copula
frankcopula
- MATLAB中frank copula 函数的相关计算(Correlation calculation of Frank copula function in MATLAB)