vinecopulib/include/vinecopulib/vinecop/class.hpp file

Namespaces

namespace vinecopulib

Tools for bivariate and vine copula modeling.

namespace vinecopulib::tools_select

Classes

class vinecopulib::Vinecop

A class for vine copula models.

struct vinecopulib::Vinecop::PdfWithHfuncsResult

The density together with the per-edge quantities computed on the way, as returned by pdf_full().

struct vinecopulib::Vinecop::ScoresResult

The scores together with the per-edge quantities computed on the way, as returned by scores_full().