Description: Copula function has the most complete computer program, including parameter estimation, model checking, stochastic simulation, etc.
- [copulas] - copua financial mathematical calculation
File list (Check if you may need any files):
Matlab for Copula\bcs.m
.................\check_alpha.m
.................\check_tau.m
.................\clayton.fig
.................\constrain_tau.m
.................\copCondCDF.m
.................\copulacdf.m
.................\copulaparam.asv
.................\copulaparam.m
.................\copulapdf.m
.................\copularnd.m
.................\copulastat.m
.................\dilog.m
.................\frank.fig
.................\gumbel.fig
.................\isnear.m
.................\kendall.m
.................\lambdaarch.m
.................\plot_uncertainty.asv
.................\plot_uncertainty.m
.................\posterior.m
.................\quadg.m
.................\tau03.fig
.................\tau05.fig
.................\tau08.fig
.................\tauboundaries.m
.................\taujacobian.m
Matlab for Copula
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