Copula generation and estimation

Version 1.0.0.0 (11 KB) by Robert Kopocinski
Copula functions written for Master Thesis.
4.0
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8K Downloads
Updated 2 Jul 2007

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Functions written in 2007 for Master Thesis: "Simulating dependent random variables using copulas. Applications to Finance and Insurance". Functions include MVCOPRND - multivariate copula generator, CMLSTAT for estimation of copula parameters using Canonical Maximum Likelihood Method. Functions COPULAPARAM and DEBYE1 by Peter Perkins.

Cite As

Robert Kopocinski (2024). Copula generation and estimation (https://www.mathworks.com/matlabcentral/fileexchange/15449-copula-generation-and-estimation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0

I sent wrong file with my thesis (in Polish).. I am terribly sorry because of all mess I made. Now I send right files and I checked it three times.