copula topic

Multivariate data modelling with Copulas in Python

DanielBok

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in...

majianthu

Python package for canonical vine copula trees with mixed continuous and discrete marginals

asnelt

Supplementary material for ICDM 20 paper "COPOD: Copula-Based Outlier Detection"

winstonll

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

majianthu

Statistical inference of vine copulas

tnagler

📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python

dmey

A fully `Distributions.jl`-compliant copula package

lrnv

ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

GustavoAlovisi

Python library for multivariate dependence modeling with Copulas

maximenc