{"id":17815610,"url":"https://github.com/asnelt/mixedvinetoolbox","last_synced_at":"2025-03-17T23:31:00.538Z","repository":{"id":92146523,"uuid":"78737561","full_name":"asnelt/MixedVineToolbox","owner":"asnelt","description":"Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals","archived":false,"fork":false,"pushed_at":"2017-07-15T12:22:53.000Z","size":36,"stargazers_count":15,"open_issues_count":0,"forks_count":7,"subscribers_count":1,"default_branch":"master","last_synced_at":"2025-02-11T22:38:22.231Z","etag":null,"topics":["c-vines","copula","copula-models","copulae","copulas","data-analysis","dependency-analysis","dependency-modeling","matlab","modeling","regular-vines","statistics"],"latest_commit_sha":null,"homepage":"","language":"Matlab","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"gpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/asnelt.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null}},"created_at":"2017-01-12T11:12:35.000Z","updated_at":"2024-07-09T12:51:57.000Z","dependencies_parsed_at":null,"dependency_job_id":"95c95110-670c-4e7c-a45b-d98910a68ef5","html_url":"https://github.com/asnelt/MixedVineToolbox","commit_stats":{"total_commits":11,"total_committers":1,"mean_commits":11.0,"dds":0.0,"last_synced_commit":"94fc13e678f84dad4ad8ec40021ce02b12053a72"},"previous_names":[],"tags_count":2,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/asnelt%2FMixedVineToolbox","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/asnelt%2FMixedVineToolbox/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/asnelt%2FMixedVineToolbox/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/asnelt%2FMixedVineToolbox/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/asnelt","download_url":"https://codeload.github.com/asnelt/MixedVineToolbox/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":243891923,"owners_count":20364606,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["c-vines","copula","copula-models","copulae","copulas","data-analysis","dependency-analysis","dependency-modeling","matlab","modeling","regular-vines","statistics"],"created_at":"2024-10-27T16:13:50.435Z","updated_at":"2025-03-17T23:31:00.254Z","avatar_url":"https://github.com/asnelt.png","language":"Matlab","funding_links":[],"categories":[],"sub_categories":[],"readme":"Mixed Vine Toolbox for Matlab\n=============================\n\nToolbox for canonical vine copula trees with mixed continuous and discrete\nmargins. If you use this toolbox, then please cite:\nA. Onken and S. Panzeri (2016). Mixed vine copulas as joint models of\nspike counts and local field potentials. In D. D. Lee, M. Sugiyama,\nU. V. Luxburg, I. Guyon and R. Garnett, editors, Advances in Neural\nInformation Processing Systems 29 (NIPS 2016), pages 1325–1333.\n\n\nDescription\n-----------\n\nIn this toolbox, we implemented a complete framework based on canonical\nvine copulas for modelling multivariate data that are partly discrete and\npartly continuous. The resulting multivariate distributions are flexible\nwith rich dependence structures and arbitrary margins. For continuous\nmargins, we provide implementations of the normal and the gamma\ndistributions. For discrete margins, we provide the Poisson, binomial and\nnegative binomial distributions. As bivariate copula building blocks, we\nprovide the Gaussian, student and Clayton families as well as rotation\ntransformed Clayton families. The toolbox includes methods for sampling,\nlikelihood calculation and inference, all of which have quadratic\ncomplexity. These procedures are combined to estimate entropy and mutual\ninformation by means of Monte Carlo integration.\n\n\nDemonstration\n-------------\n\nThe script `demo.m` demonstrates how to apply the Mixed Vine Toolbox. It\nconstructs a 4D mixed canonical vine with normal, gamma, Poisson and\nbinomial margins and builds the vine tree from Gaussian, Student, Clayton\nand rotated Clayton copula families. It calculates and plots multivariate\nmarginal probability densities, samples from the distribution, estimates\nthe model from the samples and calculates entropy.\n\n\nFunctions\n---------\n\n* mixedvinefit - Mixed copula vine estimates\n* mixedvinepdf - Mixed copula vine probability density function\n* mixedvinernd - Mixed copula vine random numbers\n* mixedvineentropy - Mixed copula vine entropy estimate\n* mixedvineinfo - Mixed copula vine mutual information estimate\n* mixedgaussfit - Mixed copula vine estimates with Gaussian copula\n* marginfit - Univariate margin estimates\n* marginpdf - Univariate margin probability density function\n* margincdf - Univariate margin cumulative distribution function\n* margininv - Inverse of univariate margin CDF\n* copulafit - Copula parameter estimates\n* copulapdf - Copula probability density function\n* copulacdf - Copula cumulative distribution function\n* copulaccdf - Copula conditional cumulative distribution function\n* copulaccdfinv - Inverse of copula conditional CDF\n* copularnd - Copula random numbers\n\n\nAcknowledgements\n----------------\n\nFunded by a Marie Sklodowska-Curie Action: This project has received\nfunding from the European Union's Horizon 2020 research and innovation\nprogramme under the Marie Sklodowska-Curie grant agreement No 659227.\n\n\nLicense\n-------\n\n```text\nCopyright (C) 2016, 2017 Arno Onken\n\nThis file is part of the Mixed Vine Toolbox.\n\nThe Mixed Vine Toolbox is free software; you can redistribute it and/or\nmodify it under the terms of the GNU General Public License as published\nby the Free Software Foundation; either version 3 of the License, or (at\nyour option) any later version.\n\nThis program is distributed in the hope that it will be useful, but\nWITHOUT ANY WARRANTY; without even the implied warranty of\nMERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General\nPublic License for more details.\n\nYou should have received a copy of the GNU General Public License along\nwith this program; if not, see \u003chttp://www.gnu.org/licenses/\u003e.\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fasnelt%2Fmixedvinetoolbox","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fasnelt%2Fmixedvinetoolbox","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fasnelt%2Fmixedvinetoolbox/lists"}