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Description: sbgcop: Semiparametric Bayesian Gaussian copula estimation
This package estimates parameters of a Gaussian copula, treating the univariate marginal distributions as nuisance parameters as described in Hoff(2007). It also provides a semiparametric imputation procedure for missing multivariate data.
Version: 0.95
Date: 2007-03-09
Author: Peter Hoff
Maintainer: Peter Hoff <hoff at stat.washington.edu>
License: GPL Version 2 or later
URL: http://www.stat.washington.edu/hoff
CRAN checks: sbgcop results
Downloads:
Package source: sbgcop_0.95.tar.gz
MacOS X binary: sbgcop_0.95.tgz
Windows binary: sbgcop_0.95.zip
Reference manual: sbgcop.pdf
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Size: 5120 |
Author: cy |
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Description: code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
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Size: 2048 |
Author: rajesh |
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Description: METAPOP A metapopulation simulation model
METAPOP(TAU) runs the metapopulation simulation described in the November 2003 MATLAB News&Notes article, "Monte-Carlo simulation in MATLAB using copulas.-includes functions for copula models that are more powerful and flexible than the ones originally included here. The original functions are no longer included here.
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Size: 1024 |
Author: qq |
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Description: t-copula 小程序，很是实用哦-t-copula small programs, it is practical Oh. . . . .
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Size: 2048 |
Author: qq |
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Description: The toolbox contains functions to estimate and simulate multivariate copula GARCH models and Copula Vines.
Supported copulas are the Gaussian and the T Copula. For the dynamic correlations, various specifications are supported.
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Size: 81920 |
Author: qq |
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Description: Copula matlab程序
可以作为多变量分析，用在经济，金融，水利等相关专业-Copula matlab program can be used as multivariate analysis, used in the economic, financial, irrigation and other related professional
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Size: 3072 |
Author: 刘勇 |
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Description: copula工具箱，可以进行copula计算，比自带的更加好用-copula toolbox
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Size: 275456 |
Author: xubin |
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Description: Modelling Financial Time Series with S-Plus
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Size: 1024 |
Author: 宇文 |
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Description: 利用matlab计算copula函数的代码及程序，希望可以给大家带来帮助-Copula function calculated using matlab code and procedure, hoping to give us help
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Size: 10240 |
Author: fzubning |
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Description: 至今最全的Copula函数计算程序，包含参数估计、模型检验、随机模拟等-Copula function has the most complete computer program, including parameter estimation, model checking, stochastic simulation, etc.
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Size: 145408 |
Author: 闫宝伟 |
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Description: 已调试好的Copula应用实例及其matlab程序源代码大全，案例为沪深股市日收益率的二元Copula模型及检验-failed to translate
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Size: 147456 |
Author: 胡盛亮 |
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Description: 本软文件是copula的matlab说明和案例，是Word文档。-The soft file is the copula matlab description and case, is the Word document.
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Size: 140288 |
Author: 张旭 |
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Description: copula的部分程序应用，详细介绍了matlab中的有关copula的函数(Copula part of the program)
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Size: 1024 |
Author: lianxin
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Description: 计算matlab相关，可以使用，调试成功(this code is used for calculating copula of multivariate or bivariate cases.)
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Size: 177152 |
Author: 胡夏夏
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Description: copula工具箱，用于Matlab中、(copula Hold-all Matlab for Copula\tauboundaries.m)
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Size: 156672 |
Author: Jerry626
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Description: 包含粒子滤波器，卡尔曼滤波，Copula函数的应用，适合适合新手学习，共享(Including particle filter, Calman filter, Copula function application, suitable for novice learning, sharing)
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Size: 5796864 |
Author: Sunshine-Top
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Description: copula matlab 实例说明 包含matlab的基础绘图功能等(The copula matlab instance shows that the basic drawing function of the MATLAB is included)
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Size: 190464 |
Author: 卢布
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Description: 使用Copula函数进行水质水量边缘分布及联合分布构建(Construction of water quality and water edge distribution and joint distribution)
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Size: 8364032 |
Author: 足迹 |
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Description: COPULA函数的matlab程序应用实例举例(For example, the COPULA function example of Matlab Application)
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Size: 192512 |
Author: bobogdragon |
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Description: 计算极大似然值copula，matlab代码(Calculate the maximum likelihood value)
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Size: 10240 |
Author: ren1025 |
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