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A python interface to vinecopulib

copied from cf-post-staging / pyvinecopulib

Installers

  • linux-64 v0.7.3
  • osx-64 v0.7.3
  • win-64 v0.7.3

conda install

To install this package run one of the following:
conda install conda-forge::pyvinecopulib

Description

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.


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