copula

Open-source projects categorized as copula

Top 4 copula Open-Source Projects

  • pycopent

    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

  • Copulas.jl

    A fully `Distributions.jl`-compliant copula package

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  • copent

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

  • rvinecopulib

    R interface to the vinecopulib C++ library

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

copula related posts

  • copent v0.2 now available on CRAN

    1 project | /r/rstats | 23 Mar 2021

Index

What are some of the best open-source copula projects? This list will help you:

Project Stars
1 pycopent 139
2 Copulas.jl 83
3 copent 38
4 rvinecopulib 33

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