Softwares

pyvinecopulib

High Performance Algorithms for Vine Copula Modeling in Python

rvinecopulib

High Performance Algorithms for Vine Copula Modeling in R

eecop

An R Package to Solve Estimating Equations with Copulas

gamCopula

Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

kde1d

Univariate Kernel Density Estimation

VineCopula

Statistical Inference of Vine Copulas

vinecopulib

High Performance Algorithms for Vine Copula Modeling

intradaySST

Tools to Extract Trends and Seasonality from Intraday Financial Data

mgpancestry

Python Classes to Scrap the Mathematical Genealogy Project for a Scholar's Ancestry