This package implements the gaussian AR1 copula. So far there are only the density and the random methods.
This is work in progress and I'll be unlikely to do much work on this anytime soon. Any contributions more than welcome.
Julia package for Copula objects
Repository from Github https://github.comfloswald/Copulas.jl
This package implements the gaussian AR1 copula. So far there are only the density and the random methods.
This is work in progress and I'll be unlikely to do much work on this anytime soon. Any contributions more than welcome.
Julia package for Copula objects
Other