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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 (2026). Copula generation and estimation (https://www.mathworks.com/matlabcentral/fileexchange/15449-copula-generation-and-estimation), MATLAB Central File Exchange. Retrieved .
Categories
Find more on Probability Distributions and Hypothesis Tests in Help Center and MATLAB Answers
General Information
- Version 1.0.0.0 (11 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 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. |
