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Patton_copula_toolbox_4jun06

于 2009-10-28 发布 文件大小:72KB
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下载积分: 1 下载次数: 23

代码说明:

  大名鼎鼎的Patton的copula工具箱,不知道各位有没有(The famous Patton of the copula toolbox, do not know if you have any)

文件列表:

Patton_copula_toolbox_4jun06
............................\ang_chen1.m
............................\BB7UgivenV_inverse2.m
............................\BB7UgivenV_t.m
............................\bb7_rnd.m
............................\bisect2.m
............................\bivarnormcdf.m
............................\bivarnormcdf2.m
............................\bivarnormcdf_arg.m
............................\bivartcdfmc.m
............................\bivartLL.m
............................\bivartpdf.m
............................\bivnormpdf.m
............................\bivnorm_tvp1_CL.m
............................\claytonCL.m
............................\clayton_cdf.m
............................\clayton_pdf.m
............................\clayton_rnd.m
............................\contents.xls
............................\contour_plots_code.m
............................\copula_example_code.m
............................\corrcoef12.m
............................\cov12.m
............................\empiricalCDF.m
............................\frankCL.m
............................\gumbelCL.m
............................\GumbelUgivenV_inverse2.m
............................\GumbelUgivenV_t.m
............................\gumbel_cdf.m
............................\gumbel_pdf.m
............................\Gumbel_rnd.m
............................\Gumbel_tvp1_CL.m
............................\ibm_ccola_rets.txt
............................\kappa2tau.m
............................\nines.m
............................\NormalCopula_cdf.m
............................\NormalCopula_CL.m
............................\NormalCopula_pdf.m
............................\plackettCL.m
............................\PlackettUgivenV_inverse2.m
............................\PlackettUgivenV_t.m
............................\plackett_cdf.m
............................\plackett_pdf.m
............................\plackett_rnd.m
............................\quantiledep.m
............................\readme.txt
............................\rho2theta.m
............................\sym_jc_cdf.m
............................\sym_jc_CL.m
............................\sym_jc_example_code.m
............................\sym_jc_pdf.m
............................\sym_jc_rnd.m
............................\sym_jc_tvp_CL.m
............................\tau2kappa.m
............................\tCopula.m
............................\tcopulaCL.m
............................\tCopula_cdf.m
............................\tcopula_pdf.m
............................\theta2rho.m

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