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M Bateni


Last seen: 12 mois il y a |  Actif depuis 2016

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Question


problem in using copulafit
I use 'copularnd' function to generate 325 correlated samples in _t_ copulas with linear correlation parameters 0.4 and degrees ...

plus de 8 ans il y a | 1 réponse | 0

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A soumis


evTestK
equivalent to 'evTestK' in copula package of R

plus de 8 ans il y a | 1 téléchargement |

Question


Copula goodness of fit test based on Kendall function
Is there any Test of Extreme-Value Dependence Based on Kendall’s Process, available for copula, in Matlab?

plus de 8 ans il y a | 1 réponse | 0

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Réponse apportée
Isoline density of scatterplot and area within
Wish this would be helpful: <https://www.mathworks.com/matlabcentral/answers/225934-using-matlab-to-plot-density-contour-for-sc...

plus de 8 ans il y a | 0

Réponse apportée
Copula: Log-likelihood, AIC, BIC
You can go to the body of built-in file 'copulafit' by typing 'edit copulafit' in the command window. At the end of the body...

plus de 8 ans il y a | 1