Copula generation and estimation Matlab script

Version:
File size: 0 KB
File name: copula_functions.zip
Last update: 03 Jun 2010
Platform: Windows / Linux / Mac OS / BSD / Solaris
Language: Matlab
Price: Freeware
Company: Robert Kopocinski (View more)

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Copula generation and estimation script details

Copula generation and estimation script description:

Publisher review:
Copula generation and estimation - Copula functions written for Master Thesis 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 Requirements: · MATLAB Release: R14 · Statistics Toolbox

Copula generation and estimation is a Matlab script for Statistics and Probability scripts design by Robert Kopocinski. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.

Operating system:
Windows / Linux / Mac OS / BSD / Solaris