Copula generation and estimation
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 (2024). Copula generation and estimation (https://www.mathworks.com/matlabcentral/fileexchange/15449-copula-generation-and-estimation), MATLAB Central File Exchange. Retrieved .
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- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions >
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Version | Published | Release Notes | |
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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. |