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Immeasurably software
 

Immeasurably

Added: March 24, 2013 | Visits: 396

Fit t copula fast using method of moments Fitting a t-copula using the method of moments described in Quantitative Risk Management by McNeil, Frey and Embrechts. The outputs from this function correspond to those of the statistics toolbox's copulafit('t',u) . For large datasets, tcopulafit is immeasurably faster than copulafit('t',u)....


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 71.68 KB Download (44): Fit t copula fast using method of moments Download