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Malte S. Kurz (MalteKurz)

MalteKurz

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Company:Technical University of Munich (TUM)

Home Page:https://maltekurz.github.io

Twitter:@MalteKurz

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Organizations
conda-forge
DoubleML

Malte S. Kurz's repositories

VineCopulaMatlab

A MATLAB toolbox for vine copulas based on C++

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VineCopulaCPP

A C++ library for vine copulas

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pacotest

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

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vineknockoffs

Vine copula based knockoffs

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SSMwLS

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

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academic

The website builder for Hugo. Build and deploy a beautiful website in minutes :rocket:

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HACopula

Hierarchical Archimedean copulas for MATLAB and Octave

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hdm

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maltekurz.github.io

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