• License: MIT
• Home: https://vinecopulib.github.io/pyvinecopulib
• Development: https://github.com/vinecopulib/pyvinecopulib
• Documentation: https://vinecopulib.github.io/pyvinecopulib
• 5998 total downloads
• Last upload: 6 months and 21 days ago

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.