copula_functions
代码说明:
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.)
文件列表:
bernsteincop.m
claytoncml.m
cmlstat.m
copulaparam.m
corrtest.m
debye1.m
ecopula.m
frankcml.m
gausscml.m
gumbelcml.m
kfun.m
license.txt
mvcoprnd.m
tcml.m
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