Copulas

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

Copulas

Gabriel Mihalache
Hello!

Is anyone aware of exiting packages or plans for copulas support? Basically, counterparts to MATLAB's copularnd, copulacdf, etc.?

Thank you for any pointer!
Gabriel

--
You received this message because you are subscribed to the Google Groups "julia-stats" group.
To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email].
For more options, visit https://groups.google.com/d/optout.
Reply | Threaded
Open this post in threaded view
|

Re: Copulas

John Myles White
I don't think anyone's worked on copulas so far.

 -- John

On Sep 11, 2014, at 4:47 PM, Gabriel Mihalache <[hidden email]> wrote:

Hello!

Is anyone aware of exiting packages or plans for copulas support? Basically, counterparts to MATLAB's copularnd, copulacdf, etc.?

Thank you for any pointer!
Gabriel

--
You received this message because you are subscribed to the Google Groups "julia-stats" group.
To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email].
For more options, visit https://groups.google.com/d/optout.

--
You received this message because you are subscribed to the Google Groups "julia-stats" group.
To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email].
For more options, visit https://groups.google.com/d/optout.
Reply | Threaded
Open this post in threaded view
|

Re: Copulas

c.d. mclean
In reply to this post by Gabriel Mihalache

i have not reviewed these, but over on GitHub there are a coupl'a copula repos:

   a. https://github.com/cgroll/Copulas.jl

   2. https://github.com/floswald/Copulas.jl


the package from F. Oswald is the more recent ...

good luck,

cdm

--
You received this message because you are subscribed to the Google Groups "julia-stats" group.
To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email].
For more options, visit https://groups.google.com/d/optout.