CVX: Copula View and Explore
The goal of this package is to provide somewhat of a more visual introduction to the world of copulas.
An n-dimensional joint random variable distribution is determined by (n + 1) probability models. First, you need to know the n individual marginal distributions, one for each component of the model. That tells you exactly how each random variable behaves in isolation from the others.
The (n+1)'th probability model needed is called the copula of the joint distribution.
.... (More to follow )