Copula Functions

Functions accompanying MATLAB News&Notes article "Monte-Carlo Simulation in MATLAB Using Copulas"

Description

Simulation model to accompany the article, "Monte-Carlo Simulation in MATLAB Using Copulas" in the November 2003 issue of MATLAB News&Notes. The function METAPOP runs the metapopulation simulation model described in the article.

MATLAB®'s Statistics Toolbox™ includes a variety of functions for copula models

• Acknowledgements: This submission has inspired the following:; Copula generation and estimation
• Required Products: Statistics Toolbox
• MATLAB release: MATLAB 6.5 (R13)

[alhussein almahrouq]

monte-carlo simulation in power system

[Alessandro Juri]

 

[nelz almadi]

it is great file

[Dan Signz]

Many errors in this file. Don't use it!

[Martyn Dorey]

Good stuff. Alot of variety has gone into this.
The utility functions are very helpful.

[a user]

 

[A H]

Very good, well documented as well. Is there anyone who has coded for the Multivariate Archimidean cases, it looks extremely challenging.

[Alex Sudakov]

 

[Abedalrazq Khalil]

I though the functions are very useful to understand copulas use in simulation.

[Jack de Kuijper]

Works very nice. Only a little problem with the gumbel... its nice and easy when you do it in only 2 dimensions. But often a gumbel is extended to more dimensions, too bad it doest work with that...

[x zeng]

 

[Yunchao Jiang]

 

[Parinya Maglin]

 

[Chi Jie]

Useful

[Y.Y. Tang]

Good!

[chloe Ausseur]

 

[Nikola Toljic]

Very nice.