• copula

  • Referenced in 154 articles [sw07944]
  • classes for most frequently used elliptical copulas and Archimedean copulas are implemented, with methods...
  • copula

  • Referenced in 178 articles [sw14499]
  • copula: Multivariate Dependence with Copulas. Classes (S4) of commonly used elliptical, Archimedean, extreme value...
  • transCCA

  • Referenced in 1 article [sw38361]
  • Canonical correlation analysis for elliptical copulas. Canonical correlation analysis (CCA) is a common method used ... transelliptical distributions with an elliptical copula using pairwise Kendall’s tau to estimate a latent ... data generated from heavy tailed elliptical distributions. Our method also identifies more meaningful relationships when ... variables and works for all elliptical copulas. This is in contrast to permutation tests which...
  • fCopulae

  • Referenced in 5 articles [sw22144]
  • families of Archemedean, Elliptical, Extreme Value, and Empirical Copulae...
  • ElliptCopulas

  • Referenced in 1 article [sw42215]
  • package ElliptCopulas: Inference of Elliptical Distributions and Copulas. Provides functions for the simulation ... nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article...
  • HACopula

  • Referenced in 5 articles [sw32758]
  • modeling with hierarchical Archimedean copulas, which allows for non-elliptical distributions in arbitrary dimensions enabling ... compatible with Octave, where no support for copulas in more than two dimensions is currently...
  • ANSYS

  • Referenced in 713 articles [sw00044]
  • ANSYS offers a comprehensive software suite that spans...
  • gmp

  • Referenced in 289 articles [sw00363]
  • GMP is a free library for arbitrary precision...
  • Maple

  • Referenced in 5403 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 6445 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13702 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • NAG

  • Referenced in 425 articles [sw00610]
  • Produced by experts for use in a variety...
  • Octave

  • Referenced in 312 articles [sw00646]
  • GNU Octave is a high-level language, primarily...
  • polymake

  • Referenced in 328 articles [sw00724]
  • polymake is open source software for research in...
  • R

  • Referenced in 10196 articles [sw00771]
  • R is a language and environment for statistical...
  • SageMath

  • Referenced in 2033 articles [sw00825]
  • Sage (SageMath) is free, open-source math software...
  • SymPy

  • Referenced in 164 articles [sw00940]
  • SymPy is a Python library for symbolic mathematics...
  • GLIM

  • Referenced in 199 articles [sw01126]
  • GLIM - a system for interactive fitting of generalized...
  • L-BFGS-B

  • Referenced in 200 articles [sw01234]
  • Algorithm 778: L-BFGS-B Fortran subroutines for...
  • QUADPACK

  • Referenced in 266 articles [sw01236]
  • Fortran subprograms for evaluating definite integrals of functions...