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.hpp file

Contents

  • Reference
    • Defines

Defines

#define BOOST_NO_AUTO_PTR
#define BOOST_ALLOW_DEPRECATED_HEADERS
#define BOOST_MATH_PROMOTE_DOUBLE_POLICY
#define BOOST_ALL_NO_LIB
#define USE_BOOST
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