pyvinecopulib
A python interface to vinecopulib
A python interface to vinecopulib
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pyvinecopulib is the python interface to vinecopulib, a header-only C++ library for vine copula models based on Eigen. It provides high-performance implementations of the core features of the popular VineCopula R library, in particular inference algorithms for both vine copula and bivariate copula models.
Summary
A python interface to vinecopulib
Last Updated
Apr 17, 2025 at 17:05
License
MIT
Total Downloads
15.7K
Supported Platforms
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GitHub Repository
https://github.com/vinecopulib/pyvinecopulibDocumentation
https://vinecopulib.github.io/pyvinecopulib