Vine Copulas with Matlab

Version 1.2.0.0 (218 KB) by Malte Kurz
A MATLAB toolbox for vine copulas based on the C++ library VineCopulaCPP
4.3
(12)
2.3K Downloads
Updated 27 Oct 2016
View License on GitHub

Please visit http://maltekurz.github.io/VineCopulaMatlab/ for a detailed discription and documentation.

Cite As

Malte Kurz (2026). Vine Copulas with Matlab (https://github.com/MalteKurz/VineCopulaMatlab), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2013b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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private

Versions that use the GitHub default branch cannot be downloaded

Version Published Release Notes
1.2.0.0

The C++ parts of the toolbox have been excluded to a C++ library called VineCopulaCPP.
1.1.0.0

This software was formerly distributed under the name TOSVC.
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.