Ecosyste.ms: Repos

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GitHub topics: copula

Repositories

sghosh89/WP3_SpatialSyn

Spatial synchrony at the extremes

Language: R - Size: 99.2 MB - Last synced: 5 days ago - Pushed: 5 days ago - Stars: 0 - Forks: 0

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

Language: Python - Size: 1.4 MB - Last synced: 7 days ago - Pushed: 7 days ago - Stars: 134 - Forks: 29

majianthu/cpd

Code for the paper "Change Point Detection with Copula Entropy based Two-Sample Test"

Language: Python - Size: 52.7 KB - Last synced: 7 days ago - Pushed: 7 days ago - Stars: 1 - Forks: 0

samperochkin/learning-block-exchangeability

Some code related to our paper Per,Duc,Nes. Detection (2019). The objective is to detect block-exchangeable structures in correlation matrices. For any help, please contact me or leave a comment somewhere. I will be glad to help you.

Language: R - Size: 11.5 MB - Last synced: 6 days ago - Pushed: 7 days ago - Stars: 1 - Forks: 0

lrnv/Copulas.jl

A fully `Distributions.jl`-compliant copula package

Language: Julia - Size: 8.5 MB - Last synced: 9 days ago - Pushed: 10 days ago - Stars: 82 - Forks: 9

DanielBok/copulae

Multivariate data modelling with Copulas in Python

Language: Jupyter Notebook - Size: 1.87 MB - Last synced: 5 days ago - Pushed: 2 months ago - Stars: 135 - Forks: 25

CoRE-Lab-UCF/MultiHazard-R-Package

The MultiHazard R package provides tools for stationary multivariate statistical modeling such as of the joint distribution of MULTIple co-occurring HAZARDs.

Language: R - Size: 251 MB - Last synced: 21 days ago - Pushed: 21 days ago - Stars: 2 - Forks: 1

tnagler/VineCopula

Statistical inference of vine copulas

Language: R - Size: 38.4 MB - Last synced: 13 days ago - Pushed: 2 months ago - Stars: 79 - Forks: 31

maximenc/pycop

Python library for multivariate dependence modeling with Copulas

Language: Python - Size: 2.8 MB - Last synced: 27 days ago - Pushed: about 2 months ago - Stars: 82 - Forks: 18

TY-Cheng/torchvinecopulib

Yet another vine copula package, using PyTorch.

Language: Python - Size: 2.8 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 1 - Forks: 0

WeijiaZhang24/DCSurvival

Language: Jupyter Notebook - Size: 10.2 MB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 4 - Forks: 1

asnelt/mixedvines

Python package for canonical vine copula trees with mixed continuous and discrete marginals

Language: Python - Size: 334 KB - Last synced: 27 days ago - Pushed: 5 months ago - Stars: 45 - Forks: 8

xiyueyiwan/DPCopula Fork of Emory-AIMS/DPCopula

Size: 7.99 MB - Last synced: 2 months ago - Pushed: over 3 years ago - Stars: 0 - Forks: 1

vinecopulib/rvinecopulib

R interface to the vinecopulib C++ library

Language: C++ - Size: 44.1 MB - Last synced: 9 days ago - Pushed: 9 days ago - Stars: 33 - Forks: 8

Gabatsarl/R-Program-Copula-CJS

Fitting an exchangeable 2-copule model

Language: R - Size: 519 KB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 1 - Forks: 0

dmey/synthia

📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python

Language: Python - Size: 19.7 MB - Last synced: 4 days ago - Pushed: 8 months ago - Stars: 52 - Forks: 8

majianthu/copent

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

Language: R - Size: 61.5 KB - Last synced: 27 days ago - Pushed: 10 months ago - Stars: 38 - Forks: 9

vinecopulib/vinecopulib

A C++ library for vine copula models (w/ interfaces to R + Python)

Language: C++ - Size: 12.1 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 32 - Forks: 9

PREP-NexT/global-drought-recovery

Quantification of global drought recovery probability based on Vine Copula

Language: Python - Size: 1.71 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 9 - Forks: 2

winstonll/COPOD

Supplementary material for ICDM 20 paper "COPOD: Copula-Based Outlier Detection"

Language: Python - Size: 12.1 MB - Last synced: 16 days ago - Pushed: over 3 years ago - Stars: 57 - Forks: 10

tnagler/vinereg

D-vine quantile regression

Language: C++ - Size: 32.1 MB - Last synced: 5 days ago - Pushed: 3 months ago - Stars: 11 - Forks: 5

Dongwei-Li-code/Pairs-Trading-Based-on-Copulas

Using Copulas model to capture non-linear relationship between stock pairs and conduct statistical arbitrage by pairs trading strategies.

Language: Jupyter Notebook - Size: 513 KB - Last synced: 4 months ago - Pushed: 5 months ago - Stars: 0 - Forks: 0

oezgesahin/vineclust

Model-based clustering with vine copulas

Language: R - Size: 93.8 KB - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 8 - Forks: 2

torrentg/ccruncher

Portfolio credit risk modeling

Language: C++ - Size: 48.6 MB - Last synced: 4 months ago - Pushed: 6 months ago - Stars: 2 - Forks: 1

sghosh89/BIVAN

This repo is for copula based analysis on bivariate as well as multivariate data sets in ecology and related fields. For details and citation we refer to this publication: Ghosh et al., Advances in Ecological Research, vol 62,pp 409, 2020

Language: R - Size: 12 MB - Last synced: 7 months ago - Pushed: about 4 years ago - Stars: 2 - Forks: 1

microprediction/microactors

Examples of scheduled jobs estimating copulas at www.microprediction.org

Language: Python - Size: 42 KB - Last synced: 7 months ago - Pushed: over 1 year ago - Stars: 4 - Forks: 14

bonartm/factorcopula 📦

R package for dependence modelling with factor copulas

Language: R - Size: 82 KB - Last synced: 7 months ago - Pushed: about 4 years ago - Stars: 7 - Forks: 5

diptavo/MultiSKAT

MultiSKAT is an R-package focused at rare-variant analysis of continuous multiple phenotype data. This project contains the R-codes/functions (including an example dataset) to carry out the MultiSKAT tests.

Language: R - Size: 806 KB - Last synced: 7 months ago - Pushed: almost 5 years ago - Stars: 11 - Forks: 1

rena95/Loss-Distribution-Approach

The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.

Language: R - Size: 33.2 KB - Last synced: 3 months ago - Pushed: about 3 years ago - Stars: 6 - Forks: 2

asnelt/MixedVineToolbox

Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals

Language: Matlab - Size: 35.2 KB - Last synced: 4 months ago - Pushed: almost 7 years ago - Stars: 12 - Forks: 5

asemic-horizon/multibeta

Tools for multivariate distributions with Beta marginals using the Ali-Mikhail-Haq copula

Language: Hy - Size: 312 KB - Last synced: 9 months ago - Pushed: almost 5 years ago - Stars: 0 - Forks: 0

guhjy/VineCopula Fork of tnagler/VineCopula

Statistical inference of vine copulas

Language: R - Size: 1.41 MB - Last synced: 9 months ago - Pushed: about 7 years ago - Stars: 0 - Forks: 0

guhjy/pacotest Fork of MalteKurz/pacotest

R-package: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

Language: R - Size: 411 KB - Last synced: 9 months ago - Pushed: about 6 years ago - Stars: 0 - Forks: 0

guhjy/kdevine Fork of tnagler/kdevine

Kernel density estimation based on vine copulas

Language: R - Size: 2.16 MB - Last synced: 9 months ago - Pushed: about 6 years ago - Stars: 0 - Forks: 0

guhjy/gamCopula Fork of tvatter/gamCopula

Repository of the gamCopula R Package

Language: R - Size: 8.69 MB - Last synced: 9 months ago - Pushed: about 7 years ago - Stars: 0 - Forks: 0

guhjy/factorcopula Fork of bonartm/factorcopula

R package for dependence modelling with factor copulas

Language: R - Size: 80.1 KB - Last synced: 9 months ago - Pushed: almost 6 years ago - Stars: 0 - Forks: 0

guhjy/CopulaFactorModel Fork of cuiruifei/CopulaFactorModel

Inference for Gaussian copula factor models and its application to causal discovery.

Language: R - Size: 101 KB - Last synced: 9 months ago - Pushed: over 4 years ago - Stars: 0 - Forks: 0

guhjy/CopulaOne Fork of larryleihua/CopulaOne

A R package that implements very flexible bivariate parametric copulas

Language: R - Size: 1.19 MB - Last synced: 9 months ago - Pushed: over 5 years ago - Stars: 0 - Forks: 0

Related Keywords

copula 60 r 15 statistics 13 python 8 vine 6 copula-models 6 copulas 5 copula-entropy 5 dependency-analysis 4 estimation 4 dependency-modeling 4 regular-vines 4 data-analysis 3 modeling 3 copulae 3 causal-discovery 3 c-vines 3 two-sample-test 3 machine-learning 3 principal-component-analysis 2 statistical-learning 2 shrinkage 2 metapopulation 2 extinction-risk-assessment 2 extreme-value-statistics 2 gaussian 2 risk-management 2 matlab 2 vinecopulas 2 missing 2 multivariate 2 fa 2 causation 2 tail-dependence 2 tail-association 2 quantitative-finance 2 timeseries 2 synchrony 2 causality 2 data-augmentation 2 change-point-detection 2 r-package 2 changepoint 2 conditional-independence-test 2 conditional-mutual-information 2 correlation 2 entropy 2 granger-causality 2 kernel 2 information-theory 2 mutual-information 2 data-science 2 normality-test 2 transfer-entropy 2 variable-selection 2 correlation-matrices 2 climate 2 latent 1 openturns 1 statsmodels 1 plot3d 1 mixed 1 paper 1 evt 1 extreme 1 pareto 1 compound-events 1 package 1 simulated-method-of-moments 1 smm 1 genetic-analysis 1 gwas 1 kinship 1 multiple-phenotypes 1 multiskat-tests 1 rare-variant-analysis 1 rare-variants 1 lda 1 loss-distribution 1 loss-distribution-approach 1 operational-risk 1 value-at-risk 1 beta 1 hylang 1 gam 1 reliability 1 uncertainty-quantification 1 bivariate-methods 1 stata 1 extremes 1 conditional-independence 1 domain-adaptation 1 mcmc 1 marginal-distribution 1 panic-distribution 1 worst-case-analyses 1 econometrics 1 ecology 1 tail-asymmetry 1 age-structured-model 1