中文说明:
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。
English Description:
So far the most complete copula function calculation program, including parameter estimation, model testing, stochastic simulation, etc.
Copula function calculation program
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文件大小: 142KB
中文说明:
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。
English Description:
So far the most complete copula function calculation program, including parameter estimation, model testing, stochastic simulation, etc.
Matlab for Copula
.................\bcs.m
.................\check_alpha.m
.................\check_tau.m
.................\clayton.fig
.................\constrain_tau.m
.................\copCondCDF.m
.................\copulacdf.m
.................\copulaparam.asv
.................\copulaparam.m
.................\copulapdf.m
.................\copularnd.m
.................\copulastat.m
.................\dilog.m
.................\frank.fig
.................\gumbel.fig
.................\isnear.m
.................\kendall.m
.................\lambdaarch.m
.................\plot_uncertainty.asv
.................\plot_uncertainty.m
.................\posterior.m
.................\quadg.m
.................\tau03.fig
.................\tau05.fig
.................\tau08.fig
.................\tauboundaries.m
.................\taujacobian.m