Lei (Larry) Hua's repositories
randomForestFML
A hacked randomForest R package for financial machine learning
copula_manipulation
Based on some bivariate copulas, one may need to rotate, reflect, mix, and distort them to construct a new bivariate copula. This project is for building C++ functions to handle these model constructions.
comonotonic_factor_models
This project is to develop comonotonic factor models that can be used to model various multivariate dependence structures
Language:C++GPL-3.0000
rvinecopulib
R interface to the vinecopulib C++ library
spatio_temporal_factor_copula
This project is to build statistical models that account for spatio-temporal dependence with factor copulas.
Language:C++GPL-3.0000
VineCopula
Statistical inference of vine copulas
Language:R000
vinecopulib
A C++ vine copula library
Language:C++MIT000