Dynamic Copula Toolbox 2.0

Version 1.3.0.0 (269 KB) von Manthos Vogiatzoglou
functions to estimates various copula models via MLE
0.0
(0)
2,4K Downloads
Aktualisiert 21 Okt 2009

Lizenz anzeigen

Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.

Zitieren als

Manthos Vogiatzoglou (2024). Dynamic Copula Toolbox 2.0 (https://www.mathworks.com/matlabcentral/fileexchange/25411-dynamic-copula-toolbox-2-0), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2008b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Dynamic Copula Toolbox 2.0/

Dynamic Copula Toolbox 2.0/tutorials/

Dynamic Copula Toolbox 2.0/user functions/

Dynamic Copula Toolbox 2.0/utilities functions/

Version Veröffentlicht Versionshinweise
1.3.0.0

A bug was fixed, thanks to Dirk Scheele
1.2.0.0

Two files, setcopulallinputs.m and setcopulavinellinputs.m were accidentally saved twise in the toolbox, in both folders. The ones in the user defined functions folder are an older version and they should be deleted.

1.1.0.0

some files were saved twice, I deleted these double files. The toolbox should contain two files, "user functions" and "utilities functions", an m file "CopulaToolboxtutorial.m" and a pdf file named Dynamic Copula Toolbox
1.0.0.0