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Projects in Awesome Lists by MalteKurz

A curated list of projects in awesome lists by MalteKurz .

https://github.com/maltekurz/vinecopulamatlab

A MATLAB toolbox for vine copulas based on C++

Last synced: 01 Dec 2024

https://github.com/maltekurz/vinecopulacpp

A C++ library for vine copulas

Last synced: 14 Oct 2024

https://github.com/maltekurz/pacotest

R-package: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas

copula cran data-science r statistics

Last synced: 14 Oct 2024

https://github.com/maltekurz/vineknockoffs

Vine copula based knockoffs

Last synced: 01 Dec 2024

https://github.com/maltekurz/ssmwls

State Space Models with Lagged State (SSMwLS) in the measurement equation

kalman-filter kalman-smoother matlab

Last synced: 01 Dec 2024