Patton_copula_toolbox

代码说明：

  copula工具库,包括各种copula函数，及联合分布函数的概率密度函数、分布函数和随机数的生成(copula tool library, including a variety of copula function, and joint distribution function of the probability density function, distribution function and a random number generator)

文件列表：

Patton_copula_toolbox
.....................\ang_chen1.m,1593,2006-06-04
.....................\BB7UgivenV_inverse2.m,1341,2006-06-04
.....................\BB7UgivenV_t.m,1243,2006-06-04
.....................\bb7_rnd.m,1570,2006-06-04
.....................\bisect2.m,2775,2000-11-15
.....................\bivarnormcdf.m,1972,2006-03-08
.....................\bivarnormcdf2.m,1600,2006-03-08
.....................\bivarnormcdf_arg.m,462,2006-03-08
.....................\bivartcdfmc.m,2172,2003-08-18
.....................\bivartLL.m,551,2001-05-07
.....................\bivartpdf.m,1065,2001-08-26
.....................\bivnormpdf.m,1118,2007-01-18
.....................\bivnorm_tvp1_CL.m,1757,2006-06-04
.....................\claytonCL.m,1082,2006-06-04
.....................\clayton_cdf.m,1532,2006-06-04
.....................\clayton_pdf.m,1483,2006-08-22
.....................\clayton_rnd.m,1573,2006-06-04
.....................\Common factors in conditional distributions for bivariate time series.pdf,225191,2015-09-12
.....................\contents.xls,25088,2007-01-18
.....................\contour_plots_code.m,4024,2007-01-18
.....................\copula_example_code.m,6974,2015-09-12
.....................\corrcoef12.m,832,2002-10-12
.....................\cov12.m,559,2001-04-27
.....................\empiricalCDF.m,994,2006-02-27
.....................\ESTIMATION OF MULTIVARIATE MODELS FOR TIME SERIES.pdf,345103,2015-09-12
.....................\frankCL.m,426,2003-03-11
.....................\gumbelCL.m,1095,2006-06-04
.....................\GumbelUgivenV_inverse2.m,810,2006-08-22
.....................\GumbelUgivenV_t.m,484,2006-06-04
.....................\gumbel_cdf.m,1143,2006-06-04
.....................\gumbel_pdf.m,1285,2006-06-04
.....................\Gumbel_rnd.m,1425,2006-06-04
.....................\Gumbel_tvp1_CL.m,1783,2006-06-04
.....................\ibm_ccola_rets.txt,85952,2006-02-27
.....................\kappa2tau.m,440,2002-05-05
.....................\MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE?.pdf,517006,2015-09-12
.....................\nines.m,1403,2003-04-16
.....................\NormalCopula_cdf.m,864,2001-10-15
.....................\NormalCopula_CL.m,446,2006-03-09
.....................\NormalCopula_pdf.m,730,2001-07-27
.....................\On the Out-of-Sample Importance of Skewness and Asymmetric Dependence.pdf,436920,2015-09-12
.....................\plackettCL.m,959,2006-06-04
.....................\PlackettUgivenV_inverse2.m,1338,2006-06-04
.....................\PlackettUgivenV_t.m,437,2001-08-13
.....................\plackett_cdf.m,1324,2006-06-04
.....................\plackett_pdf.m,1175,2006-06-04
.....................\plackett_rnd.m,1530,2006-06-04
.....................\quantiledep.m,767,2006-03-01
.....................\readme.txt,1203,2006-06-04
.....................\rho2theta.m,517,2002-08-05
.....................\sym_jc_cdf.m,1657,2006-06-04
.....................\sym_jc_CL.m,1085,2006-06-04
.....................\sym_jc_example_code.m,1090,2003-02-13
.....................\sym_jc_pdf.m,2639,2006-06-04
.....................\sym_jc_rnd.m,2001,2007-08-02
.....................\sym_jc_tvp_CL.m,1998,2006-06-04
.....................\tau2kappa.m,469,2002-05-22
.....................\tCopula.m,1764,2006-06-04
.....................\tcopulaCL.m,1390,2006-06-04
.....................\tCopula_cdf.m,1898,2006-08-22
.....................\tcopula_pdf.m,1569,2006-06-04
.....................\theta2rho.m,732,2004-05-16