时间序列copula工具箱,包含密度函数,分布函数,对数似然函数等等,主要正对二元copula
资源文件列表
AAA_main_GASFacCop_Skewtt_Ngroup.m , 2232
AAA_main_GASFacCop_Skewtt_VT.m , 1934
AAA_main_JPD_EPD_forVT.m , 8777
factor_cop_FXpdf_GL_Skewtt.m , 3370
factor_cop_Gcdf_calc1_Skewtt.m , 1061
factor_cop_Gcdf_calc1_Skewtt_loading.m , 1131
factor_cop_Gcdf_GL_Skewtt.m , 857
factor_cop_Gcdfinv_spline.m , 2136
factor_cop_Gpdf_calc1_Skewtt_loading.m , 1134
factor_cop_Gpdf_GL_Skewtt.m , 875
factor_cop_Gpdfvec_Skewtt.m , 1556
fminsearchbnd.m , 7937
Gcdfpdf_Skewtt.m , 1507
Gcdfpdf_Skewtt_TOOL_temp.m , 814
GLNodeWt.m , 970
GLquad.m , 1119
LL_eacht_GASFacCop_Skewtt_Ngroup.m , 3783
LL_GASFacCop_Skewtt_NGroup.m , 3844
LL_GASFacCop_Skewtt_VT.m , 3558
nines.m , 1403
results_from_GASFactorToolbox.mat , 201816
results_VT_from_GASFactorToolbox2.mat , 510337
rhobar2betabar.m , 2419
sample_CDS_data.mat , 74060
sample_data.mat , 75887
sample_marignal_data.mat , 303193
skewtdis_cdf.m , 1526
skewtdis_inv.m , 1770
skewtdis_pdf.m , 1501
