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Scientific Software
Updated 6 months ago

Copulas.jl — Peer-reviewed • Rank 13.0 • Science 100%

Copulas.jl: A fully Distributions.jl-compliant copula package - Published in JOSS (2024)

Engineering (40%)
Scientific Software · Peer-reviewed
Updated 6 months ago

VineCopula • Rank 17.8 • Science 59%

Statistical inference of vine copulas

Updated 6 months ago

copent • Rank 14.4 • Science 36%

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

Updated 6 months ago

pbox • Science 26%

pbox R package. Exploring multivariate spaces with Probability Boxes

Updated 6 months ago

vinecopulib • Science 36%

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