Functions to estimate Copula - GARCH, copula vines and Gaussian copula Graphical models.
A bug was fixed, thanks to Dirk Scheele
Two files, setcopulallinputs.m and setcopulavinellinputs.m were accidentally saved twise in the toolbox, in both folders. The ones in the user defined functions folder are an older version and they should be deleted.
some files were saved twice, I deleted these double files. The toolbox should contain two files, "user functions" and "utilities functions", an m file "CopulaToolboxtutorial.m" and a pdf file named Dynamic Copula Toolbox
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.