copula工具库,包括各种copula函数，及联合分布函数的概率密度函数、分布函数和随机数的生成
资源文件列表
Patton_copula_toolbox/ang_chen1.m , 1593
Patton_copula_toolbox/BB7UgivenV_inverse2.m , 1341
Patton_copula_toolbox/BB7UgivenV_t.m , 1243
Patton_copula_toolbox/bb7_rnd.m , 1570
Patton_copula_toolbox/bisect2.m , 2775
Patton_copula_toolbox/bivarnormcdf.m , 1972
Patton_copula_toolbox/bivarnormcdf2.m , 1600
Patton_copula_toolbox/bivarnormcdf_arg.m , 462
Patton_copula_toolbox/bivartcdfmc.m , 2172
Patton_copula_toolbox/bivartLL.m , 551
Patton_copula_toolbox/bivartpdf.m , 1065
Patton_copula_toolbox/bivnormpdf.m , 1118
Patton_copula_toolbox/bivnorm_tvp1_CL.m , 1757
Patton_copula_toolbox/claytonCL.m , 1082
Patton_copula_toolbox/clayton_cdf.m , 1532
Patton_copula_toolbox/clayton_pdf.m , 1483
Patton_copula_toolbox/clayton_rnd.m , 1573
Patton_copula_toolbox/Common factors in conditional distributions for bivariate time series.pdf , 225191
Patton_copula_toolbox/contents.xls , 25088
Patton_copula_toolbox/contour_plots_code.m , 4024
Patton_copula_toolbox/copula_example_code.m , 6974
Patton_copula_toolbox/corrcoef12.m , 832
Patton_copula_toolbox/cov12.m , 559
Patton_copula_toolbox/empiricalCDF.m , 994
Patton_copula_toolbox/ESTIMATION OF MULTIVARIATE MODELS FOR TIME SERIES.pdf , 345103
Patton_copula_toolbox/frankCL.m , 426
Patton_copula_toolbox/gumbelCL.m , 1095
Patton_copula_toolbox/GumbelUgivenV_inverse2.m , 810
Patton_copula_toolbox/GumbelUgivenV_t.m , 484
Patton_copula_toolbox/gumbel_cdf.m , 1143
Patton_copula_toolbox/gumbel_pdf.m , 1285
Patton_copula_toolbox/Gumbel_rnd.m , 1425
Patton_copula_toolbox/Gumbel_tvp1_CL.m , 1783
Patton_copula_toolbox/ibm_ccola_rets.txt , 85952
Patton_copula_toolbox/kappa2tau.m , 440
Patton_copula_toolbox/MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE∗.pdf , 517006
Patton_copula_toolbox/nines.m , 1403
Patton_copula_toolbox/NormalCopula_cdf.m , 864
Patton_copula_toolbox/NormalCopula_CL.m , 446
Patton_copula_toolbox/NormalCopula_pdf.m , 730
Patton_copula_toolbox/On the Out-of-Sample Importance of Skewness and Asymmetric Dependence.pdf , 436920
Patton_copula_toolbox/plackettCL.m , 959
Patton_copula_toolbox/PlackettUgivenV_inverse2.m , 1338
Patton_copula_toolbox/PlackettUgivenV_t.m , 437
Patton_copula_toolbox/plackett_cdf.m , 1324
Patton_copula_toolbox/plackett_pdf.m , 1175
Patton_copula_toolbox/plackett_rnd.m , 1530
Patton_copula_toolbox/quantiledep.m , 767
Patton_copula_toolbox/readme.txt , 1203
Patton_copula_toolbox/rho2theta.m , 517
Patton_copula_toolbox/sym_jc_cdf.m , 1657
Patton_copula_toolbox/sym_jc_CL.m , 1085
Patton_copula_toolbox/sym_jc_example_code.m , 1090
Patton_copula_toolbox/sym_jc_pdf.m , 2639
Patton_copula_toolbox/sym_jc_rnd.m , 2001
Patton_copula_toolbox/sym_jc_tvp_CL.m , 1998
Patton_copula_toolbox/tau2kappa.m , 469
Patton_copula_toolbox/tCopula.m , 1764
Patton_copula_toolbox/tcopulaCL.m , 1390
Patton_copula_toolbox/tCopula_cdf.m , 1898
Patton_copula_toolbox/tcopula_pdf.m , 1569
Patton_copula_toolbox/theta2rho.m , 732