Copula.jl

Julia package for Copula objects
Author floswald
Popularity
0 Stars
Updated Last
6 Years Ago
Started In
April 2014

Julia Copulas Package

Build Status

Coverage Status

codecov.io

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.