Copula generation and estimation: All Files - File Exchange

Code covered by the BSD License

[p mlv]=cmlstat(family,x) CMLSTAT Estimates copula parameter(s), given sample X.
bernsteincop(x,g) BERNSTEINCOP Bernstrein Empirical copula based on sample X.
claytoncml(alpha,u,v) FRANKCML Maximum Likelihood Function for Clayton copula.
copulaparam(type,tau) COPULAPARAM Copula parameter, given Kendall's rank correlation.
corrtest(R) CORRTEST tests if R is correlation matrix.
debye1(x) DEBYE1 First order Debye function.
ecopula(x) ECOPULA Empirical copula based on sample X.
frankcml(alpha,u,v) FRANKCML Maximum Likelihood Function for Frank copula.
gausscml(alpha,u,v) GAUSSCML Maximum Likelihood Function for Gauss copula.
gumbelcml(alpha,u,v) FRANKCML Maximum Likelihood Function for Gumbel copula.
kfun(family,x,alpha) KFUN Goodness-of-fit test for Archimedean copulas.
mvcoprnd(family,theta,m,n,nu) MVCOPRND Random numbers from multivariate copula.
tcml(theta,u,v) TCML Maximum Likelihood Function for t copula.
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from Copula generation and estimation by Robert Kopocinski
Copula functions written for Master Thesis.

All files for Copula generation and estimation
/bernsteincop.m /claytoncml.m /cmlstat.m /copulaparam.m /corrtest.m /debye1.m /ecopula.m /frankcml.m /gausscml.m /gumbelcml.m /kfun.m /license.txt /mvcoprnd.m /tcml.m