copula

Statistical inference of vine copulas

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

Multivariate data modelling with Copulas in Python

A Python library for fitting and sampling vine copulas using PyTorch.

Python library for multivariate dependence modeling with Copulas

A C++ library for vine copula models (w/ interfaces to R + Python)

A fully `Distributions.jl`-compliant copula package

R interface to the vinecopulib C++ library

Examples of scheduled jobs estimating copulas at www.microprediction.org

📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

Python package for canonical vine copula trees with mixed continuous and discrete marginals

Supplementary material for ICDM 20 paper "COPOD: Copula-Based Outlier Detection"

Matlab toolbox for canonical vine copula trees with mixed continuous and discrete marginals

ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.

R package for dependence modelling with factor copulas

D-vine quantile regression

Model-based clustering with vine copulas

Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.

Quantification of global drought recovery probability based on Vine Copula