VineCopulas: an open-source Python package for vine copula modelling

Author:

Claassen Judith N.ORCID,Koks Elco E.ORCID,de Ruiter Marleen C.ORCID,Ward Philip J.ORCID,Jäger Wiebke S.ORCID

Publisher

The Open Journal

Reference18 articles.

1. Mixed vine copula flows for flexible modeling of neural dependencies;Mitskopoulos;Frontiers in Neuroscience,2022

2. Vine Copula Based Modeling;Czado;Annual Review of Statistics and Its Application,2021

3. Hofert, M., Kojadinovic, I., Maechler, M., & Yan, J. (2023). Copula: Multivariate dependence with copulas. https://CRAN.R-project.org/package=copula

4. Nagler, T., Schepsmeier, U., Stoeber, J., Brechmann, E. C., Graeler, B., Erhardt, T., Almeida, C., Min, A., Czado, C., Hofmann, M., Killiches, M., Joe, H., & Vatter, T. (2023). VineCopula: Statistical inference of vine copulas. https://cran.r-project.org/web/packages/VineCopula/index.html

5. Bevacqua, E. (2017). CDVineCopulaConditional: Sampling from conditional c- and d-vine copulas. https://CRAN.R-project.org/package=CDVineCopulaConditional

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