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copula

Here are 5 public repositories matching this topic...

vinecopulib / vinecopulib

A C++ library for vine copula models (w/ interfaces to R + Python)

statistics estimation vine copula

Updated Oct 28, 2024
C++

vinecopulib / rvinecopulib

R interface to the vinecopulib C++ library

statistics estimation vine copula

Updated Oct 24, 2024
C++

tnagler / vinereg

D-vine quantile regression

statistics estimation vine copula

Updated Feb 9, 2024
C++

torrentg / ccruncher

Portfolio credit risk modeling

statistics cpp gaussian monte-carlo-simulation copula mcmc-sampler correlation-matrices credit-risk copula-models

Updated Nov 16, 2023
C++

jobstdavid / cvinereg

C-vine copula based mean and quantile regression

regression vine copula

Updated Sep 20, 2024
C++

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