copula topic
List
copula repositories
rvinecopulib
33
Stars
8
Forks
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R interface to the vinecopulib C++ library
vinecopulib
33
Stars
9
Forks
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A C++ library for vine copula models (w/ interfaces to R + Python)
StarVine
15
Stars
3
Forks
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Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.
MixedVineToolbox
15
Stars
6
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Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
torchvinecopulib
245
Stars
24
Forks
245
Watchers
A Python library for fitting and sampling vine copulas using PyTorch.