Estimation of Structured t-Copulas

Recursive routine to estimate structured correlation matrix and degrees of freedom

Version 1.2.0.0 (60.1 KB)
4.2K Downloads
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9 May 2011

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For a detailed description please refer to A. Meucci (2008) "Estimation of Structured t-Copulas"

Latest version of article and code available at http://symmys.com/node/134

Cite As

Attilio Meucci (2026). Estimation of Structured t-Copulas (https://www.mathworks.com/matlabcentral/fileexchange/19751-estimation-of-structured-t-copulas), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.2.0.0

updated references
1.1.0.0

updated documentation link
1.0.0.0