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doi: 10.5281/zenodo.4288292 , 10.5281/zenodo.7025719 , 10.5281/zenodo.7657597 , 10.5281/zenodo.5097393 , 10.5281/zenodo.13998714 , 10.5281/zenodo.10435751 , 10.5281/zenodo.13969357 , 10.5281/zenodo.13969358 , 10.5281/zenodo.13969365 , 10.5281/zenodo.4288293 , 10.5281/zenodo.14841456 , 10.5281/zenodo.14616803
doi: 10.5281/zenodo.4288292 , 10.5281/zenodo.7025719 , 10.5281/zenodo.7657597 , 10.5281/zenodo.5097393 , 10.5281/zenodo.13998714 , 10.5281/zenodo.10435751 , 10.5281/zenodo.13969357 , 10.5281/zenodo.13969358 , 10.5281/zenodo.13969365 , 10.5281/zenodo.4288293 , 10.5281/zenodo.14841456 , 10.5281/zenodo.14616803
pyvinecopulib is the python interface to vinecopulib, a header-only C++ library for vine copula models based on Eigen. It provides high-performance implementations of the core features of the popular VineCopula R library, in particular inference algorithms for both vine copula and bivariate copula models.
copula, dependence, vine, pair copula construction, simulation
copula, dependence, vine, pair copula construction, simulation
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| downloads | 3 |

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