Immeasurably software
Immeasurably
Added: March 24, 2013 | Visits: 396
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 |