搜索资源列表
copulas
- copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型,如clayton等中的参数估计等内容-copua financial mathematical calculation of a new type of model. This code provides the most commonly used model of Copulas, such as Clayton of parameter estimati
copulas
- copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型,如clayton等中的参数估计等内容-copua financial mathematical calculation of a new type of model. This code provides the most commonly used model of Copulas, such as Clayton of parameter estimati
Matlab-for-Copula
- 至今最全的Copula函数计算程序,包含参数估计、模型检验、随机模拟等-Copula function has the most complete computer program, including parameter estimation, model checking, stochastic simulation, etc.
234234
- 基于非参数核密度估计的Copula函数选择原理.-Based on nonparametric kernel density estimation in the Copula function selection principle
Dynamic_Copula_Toolbox_3.0
- 用来估计dynanmic copula的参数和copula vine中的相关参数,并进行拟合。-Used to estimate the parameters in dynanmic copula parameters and a copula vine, and fitting.
copulaparam
- COPULAPARAM Copula 参数估计,及Kendall秩相关系数-COPULAPARAM Copula parameter, given Kendall s rank correlation
t-copula
- 对copula-t模型参数的估计,基于matlab程序-the estimation of copula-t,based on matlab
application-of-copula
- copula函数的matlab应用,包括经验分布函数、核分布函数,参数的估计和检验。-Matlab application of Copula Functions, including the empirical distribution function, kernel distribution function, estimation and testing parameters.
papers-about--copula
- 文章包括copula函数参数估计、模型检验以及具体的实证分析。-The paper mainly introduces the copula function parameter analysis method, model tests and specific empirical estimation.
MATLABtongjifenxi
- 数据的导入与导出 数据的预处理生成随机数参数估计与假设检验Copula理论及应用实例方差分析-Pretreatment generates a random number parameter data import and export data estimation and hypothesis testing Copula Theory and Applications Analysis of Variance
copula_functions
- 利用极大似然估计估计出copula函数参数后,求解常见的copula函数的对数似然值。(After estimating the parameters of the copula function by using the MLE, the log likelihood values of the common Copula Functions are solved.)
Matlab-for-Copula
- 本文件用于Copula函数的参数估计与拟合,基于Matlab程序(This document is used for Copula function parameter estimation and fitting, based on the Matlab program)
Copula理论及应用
- Copula理论及应用实例 从xls文件中读取数据 绘制频率直方图 计算偏度和峰度 正态性检验 求经验分布函数值 核分布估计 求Copula中参数的估计值 绘制Copula的密度函数和分布函数图(sample for copula theory)
第7章 Copula理论及应用实例
- 二维copula函数参数估计画图,边缘函数参数估计等等(Two-dimensional copula function parameter estimation drawing, edge function parameter estimation and so on)
Copula应用实例及程序
- 读取数据、绘制频率直方图、*计算偏度和峰度*、正态性检验*、求经验分布函数值*、核分布估计**、核分布估计**、*求Copula中参数的估计值**、绘制Copula的密度函数和分布函数图******、求Kendall秩相关系数和Spearman秩相关系数*******、模型评价(My English is poor i hope you can understand from the chinese introdunction
copula
- 运用MATLAB进行混合copula函数的参数计算,基于em估计(Using MATLAB to calculate the parameters of mixed copula function, based on EM estimation)
R
- R语言对数据进行Garch-M-Copula建模并利用EM算法估计相应的参数(Garch-m-copula is used to model the data in R language and EM algorithm is used to estimate the corresponding parameters)
copula
- 沪深股市日收益率的二元copula模型,copula函数的选取 参数估计 深证和上证的尾部相关性(The binary copula model of daily return in Shanghai and Shenzhen stock market, and the selection of Copula function to estimate the tail correlation between Shenzhen stock
Copula
- 包括copula分布参数估计、秩相关系数估计、平方欧式距离求解等,两个随机变量,从求边缘分布,到求二元联合copula函数的全过程,(copula function estimate)