vinecopulib A C++ library for vine copulas
  1. Setup
  2. Overview
    1. Bivariate copula models
    2. Vine copula models
    3. Discrete variables
    4. Conditional simulation
    5. Scores, gradients and Hessians
  3. Classes
    1. vinecopulib::Bicop
    2. vinecopulib::FitControlsBicop
    3. vinecopulib::Vinecop
    4. vinecopulib::FitControlsVinecop
    5. vinecopulib::RVineStructure
    6. vinecopulib::RVineTrees
    7. vinecopulib::TriangularArray
  1. Namespaces
    1. vinecopulib
    2. vinecopulib::bicop_families
    3. vinecopulib::tools_stats
  2. License
  3. GitHub

vinecopulib/include/vinecopulib/vinecop/ directory

Contents

  • Reference
    • Directories
    • Files

Directories

directory implementation/

Files

file class.hpp
file fit_controls.hpp
file rvine_structure.hpp
file rvine_trees.hpp
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