Mycopula
Matlab toolbox for constructing a copula-based joint distribution for bivariate, trivariate, and multivariate cases.
Install / Use
/learn @mkhoirun-najiboi/MycopulaREADME
my copula
mycopula is a routine in MATLAB that is prepared to carry out the computational process on copula-based modeling.
mycopula provides a very easy way to estimate copula parameters and calculate joint PDF and CDF.
see documentation
List of Functions
|Function|Description|
|:-|:-|
|fitter|fitting marginal distribution|
|copfitter|fitting copula using transformed variables|
|bivariatefit|one-line code for fitting bivariate copula|
|symmetricfit|one-line code for fitting trivariate copula|
|nestedfit|one-line code for fitting high-dimensional copula via nested structures|
|biplot|plot joint PDF via bivariate copula|
|jointcdf|compute the joint CDF using fitted copula|
|jointpdf|compute the joint PDF using fitted copula|
|copreg|Perform copula regression with different copula fitting approach|
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