GitHub topics: copula
oreum-industries/oreum_copula
Reference Copula Regression Modelling using Bayesian inference and a Bayesian workflow, specifically using the `pymc` & `arviz` ecosystem.
Language: Jupyter Notebook - Size: 80.6 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0
TY-Cheng/torchvinecopulib
Yet another vine copula package, using PyTorch.
Language: Python - Size: 16.6 MB - Last synced at: about 20 hours ago - Pushed at: about 21 hours ago - Stars: 117 - Forks: 21
vinecopulib/vinecopulib
A C++ library for vine copula models (w/ interfaces to R + Python)
Language: C++ - Size: 12.3 MB - Last synced at: about 21 hours ago - Pushed at: about 23 hours ago - Stars: 35 - Forks: 11
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 at: 30 days ago - Pushed at: 30 days ago - Stars: 3 - Forks: 1
dmey/synthia
📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python
Language: Python - Size: 19.7 MB - Last synced at: 1 day ago - Pushed at: over 1 year ago - Stars: 62 - Forks: 9
majianthu/pycopent
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: 1.42 MB - Last synced at: about 1 month ago - Pushed at: 7 months ago - Stars: 161 - Forks: 33
DanielBok/copulae
Multivariate data modelling with Copulas in Python
Language: Jupyter Notebook - Size: 1.94 MB - Last synced at: 17 days ago - Pushed at: 3 months ago - Stars: 152 - Forks: 28
Amina-Ben-Salah/Conditional-Inference-Copula
This repository contains R code for conditional inference using copula models.
Size: 0 Bytes - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0
maximenc/pycop
Python library for multivariate dependence modeling with Copulas
Language: Python - Size: 2.8 MB - Last synced at: 23 days ago - Pushed at: 11 months ago - Stars: 109 - Forks: 22
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: 96.7 KB - Last synced at: 12 days ago - Pushed at: 11 months ago - Stars: 42 - Forks: 10
lrnv/Copulas.jl
A fully `Distributions.jl`-compliant copula package
Language: Julia - Size: 12.6 MB - Last synced at: 1 day ago - Pushed at: about 1 month ago - Stars: 99 - Forks: 10
vinecopulib/rvinecopulib
R interface to the vinecopulib C++ library
Language: C++ - Size: 51.5 MB - Last synced at: about 17 hours ago - Pushed at: about 19 hours ago - Stars: 35 - Forks: 9
tnagler/VineCopula
Statistical inference of vine copulas
Language: R - Size: 38.6 MB - Last synced at: 17 days ago - Pushed at: about 2 months ago - Stars: 92 - Forks: 32
Davi007shaulin/copula-fund-analysis
A comprehensive analysis tool for evaluating copula-based investment strategies in financial markets. Includes functions for simulating fund performance under different copula assumptions and analyzing their impact on risk and return metrics.
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AANovokhatskiy/pyscarcopula
Python library for modelling complex multivariate dependencies using stochastic copulas
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torrentg/ccruncher
Portfolio credit risk modeling
Language: C++ - Size: 48.7 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 2 - Forks: 1
g-arruda/copula-fund-analysis
Language: R - Size: 0 Bytes - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
tnagler/vinereg
D-vine quantile regression
Language: C++ - Size: 36.8 MB - Last synced at: 25 days ago - Pushed at: 4 months ago - Stars: 11 - Forks: 6
Gabatsarl/R-Program-Copula-CJS
Fitting an exchangeable 2-copule model
Language: R - Size: 530 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
safouaneelg/copulasimilarity
Official implementation of the paper: "CSIM: A Copula-based similarity index sensitive to local changes for Image quality assessment"
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MauricioVazquezM/Multivariate_Statistical_Course_Assignments_Fall2024
Assignments repository for Fall 2024 Multivariate Methods course
Language: Jupyter Notebook - Size: 27.6 MB - Last synced at: 2 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
majianthu/cpd
Code for the paper "Change Point Detection with Copula Entropy based Two-Sample Test"
Language: Python - Size: 62.5 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 3 - Forks: 0
SeyedMuhammadHosseinMousavi/Synthetic-Data-Generation-Algorithms
Synthetic Data Generation Algorithms (VAE-GAN-Diffusion Model-LSTM-Copula)
Language: Python - Size: 5.5 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0
AlexisDerumigny/ElliptCopulas
Inference of Elliptical Copulas and Elliptical Distributions
Language: R - Size: 188 KB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 3 - Forks: 3
asnelt/mixedvines
Python package for canonical vine copula trees with mixed continuous and discrete marginals
Language: Python - Size: 334 KB - Last synced at: about 3 hours ago - Pushed at: over 1 year ago - Stars: 47 - Forks: 9
faizan90/normcopinfill
Multivariate time series infilling using the Normal copula as the dependence model. Data plausibility check by comparing known data against infilled values. Various plotting routines to visualize results.
Language: Python - Size: 630 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0
lbelzile/lcopula
Liouville copulas
Language: R - Size: 3.03 MB - Last synced at: 9 months ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0
asnelt/MixedVineToolbox
Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals
Language: Matlab - Size: 35.2 KB - Last synced at: about 1 month ago - Pushed at: almost 8 years ago - Stars: 15 - Forks: 7
athammad/pbox
pbox R package. Exploring multivariate spaces with Probability Boxes
Language: R - Size: 1.78 MB - Last synced at: about 1 month ago - Pushed at: 10 months ago - Stars: 2 - Forks: 0
PREP-NexT/global-drought-recovery
Quantification of global drought recovery probability based on Vine Copula
Language: Python - Size: 1.71 MB - Last synced at: 10 months ago - Pushed at: over 1 year ago - Stars: 12 - Forks: 2
oezgesahin/vineclust
Model-based clustering with vine copulas
Language: R - Size: 106 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 8 - Forks: 2
sghosh89/WP3_SpatialSyn
Spatial synchrony at the extremes
Language: R - Size: 99.2 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - 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 at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0
WeijiaZhang24/DCSurvival
Language: Jupyter Notebook - Size: 10.2 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 4 - Forks: 1
xiyueyiwan/DPCopula Fork of Emory-AIMS/DPCopula
Size: 7.99 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 0 - 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 at: 5 months ago - Pushed at: about 4 years ago - Stars: 7 - Forks: 2
winstonll/COPOD
Supplementary material for ICDM 20 paper "COPOD: Copula-Based Outlier Detection"
Language: Python - Size: 12.1 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 57 - Forks: 10
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 at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
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 at: over 1 year ago - Pushed at: about 5 years ago - Stars: 2 - Forks: 1
bonartm/factorcopula 📦
R package for dependence modelling with factor copulas
Language: R - Size: 82 KB - Last synced at: over 1 year ago - Pushed at: about 5 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 at: over 1 year ago - Pushed at: almost 6 years ago - Stars: 11 - Forks: 1
asemic-horizon/multibeta
Tools for multivariate distributions with Beta marginals using the Ali-Mikhail-Haq copula
Language: Hy - Size: 312 KB - Last synced at: over 1 year ago - Pushed at: almost 6 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 at: almost 2 years ago - Pushed at: about 8 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 at: almost 2 years ago - Pushed at: about 7 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 at: almost 2 years ago - Pushed at: about 7 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 at: almost 2 years ago - Pushed at: about 8 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 at: almost 2 years ago - Pushed at: almost 7 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 at: almost 2 years ago - Pushed at: over 5 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 at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0
guhjy/CausalMissingValues Fork of cuiruifei/CausalMissingValues
Causal discovery from mixed data with missing values.
Language: R - Size: 73.2 KB - Last synced at: almost 2 years ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0
alluly/dMNN
Modeling high dimensional extremes with d-max-decreasing neural networks.
Language: Jupyter Notebook - Size: 6.61 MB - Last synced at: almost 2 years ago - Pushed at: almost 3 years ago - Stars: 2 - Forks: 0
arriagajorge/Copula3dPlots
A 3d Plot from copulas in python
Language: Python - Size: 2.28 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
AndreaZoccatelli/Tabular_data_augmentation_continuous
This repository contains the scripts used to write my master degree thesis project: "Augmentation of tabular data with continuous features for binary imbalanced classification problems"
Language: Jupyter Notebook - Size: 669 KB - Last synced at: 2 months ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
adknudson/PearsonCorrelationMatch.jl
Compute the Pearson correlation to be used in Gaussian copulas
Language: Julia - Size: 51.8 KB - Last synced at: 24 days ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
microprediction/microactors
Examples of scheduled jobs estimating copulas at www.microprediction.org
Language: Python - Size: 42 KB - Last synced at: 7 days ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 12
MalteKurz/pacotest
R-package: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas
Language: R - Size: 517 KB - Last synced at: 10 minutes ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 2
VNyaga/CopulaDTA
Copula Based Bivariate Beta-Binomial Model for Diagnostic Test Accuracy Studies
Language: HTML - Size: 268 KB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 1 - Forks: 0
veniarakelian/copula
[Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis
Language: Python - Size: 458 KB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 9 - Forks: 0
NazBen/dep-impact
A python package for conservative estimation of an output quantity of interest in reliabilty problems.
Language: Jupyter Notebook - Size: 35.5 MB - Last synced at: 27 days ago - Pushed at: about 7 years ago - Stars: 1 - Forks: 0
cobanomics/rbicopula
Stata module to estimate recursive bivariate copula regressions
Language: Stata - Size: 66.4 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0
majianthu/cda
Code for the paper "Causal Domain Adaptation with Copula Entropy based Conditional Independence Test"
Language: R - Size: 11.7 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 1
feng-li/cdcopula
Covariate-dependent copula models
Language: R - Size: 12.5 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 3 - Forks: 1
Reckziegel/CMA
Copula Marginal Algorithm
Language: R - Size: 3.65 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0
Reckziegel/tcopula
Estimation of Structured t-Copulas
Language: R - Size: 181 KB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0
sghosh89/Copula_Intersp_Syn
This repo is the complete workflow for this publication: A new approach to interspecific synchrony in population ecology using tail association, Ghosh et al., Ecology and evolution 10, no. 23 ( 2020): 12764 12776.
Language: R - Size: 396 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
sghosh89/ERC
This repo is the complete workflow for this publication: Tail associations in ecological variables and their impact on extinction risk, Ghosh et al., Ecosphere 11(5):e03132. For details and citation see here:
Language: R - Size: 645 KB - Last synced at: almost 2 years ago - Pushed at: about 5 years ago - Stars: 1 - Forks: 0
wgurecky/StarVine
Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.
Language: Python - Size: 7.83 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 12 - Forks: 3
aadilk96/TquanT
Tools for Quantitative Thinking Conference/Seminar - 2019
Language: R - Size: 17.6 KB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 0 - Forks: 0
