Rank: 1970 based on 28 downloads (last 30 days) and 1 file submitted
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Robert Kopocinski

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02 Jul 2007 Copula generation and estimation Copula functions written for Master Thesis. Author: Robert Kopocinski archimedean, statistics, copula, probability, elliptical, canonical maximum lik... 28 3
  • 3.75
3.8 | 4 ratings
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20 Sep 2008 Copula generation and estimation Copula functions written for Master Thesis. Author: Robert Kopocinski Heung, Anders

Everything works well except spelling error in copulaparam.m, should be 'gauss' instead of 'gaussian'. Estimation functions are very useful.

04 Jul 2008 Copula generation and estimation Copula functions written for Master Thesis. Author: Robert Kopocinski Kumar, Suman
14 May 2008 Copula generation and estimation Copula functions written for Master Thesis. Author: Robert Kopocinski BlackCopula, BabyCopula

Good work ... but someone who wants to use those functions must check and correct the expression in the functions frankcml.m "missing square" and the function gausscml.m
there is a strange division operation expression like u have divided "A/2/B" which gave "NaN" for any value of the parameter alpha.
I didn't have time to check all your calculus in others functions.
For a master degree in finance , u have done a nice job ...but needs a bit improvement

30 Jan 2008 Copula generation and estimation Copula functions written for Master Thesis. Author: Robert Kopocinski h, ro

Good work

Top Tags Applied by Robert
archimedean, canonical maximum likelihood, copula, elliptical, probability
Files Tagged by Robert
Updated   File Tags Downloads
(last 30 days)
Comments Rating
02 Jul 2007 Copula generation and estimation Copula functions written for Master Thesis. Author: Robert Kopocinski archimedean, statistics, copula, probability, elliptical, canonical maximum lik... 28 3
  • 3.75
3.8 | 4 ratings

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