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这个代码包含了MATLAB原有Copula中所不具有的一些功能。具体见read me
### Overview
Contains many tools useful for copula modeling in Matlab that do not exist directly in the Statistics and Machine Learning toolbox. Highlights are:
- Smooth empirical copula density estimation via Beta-Kernels for any D>=2.
- Empirical copula function estimation for any D>=2
- Sampling from calculated empirical copula for D>=2
- Clayton/Frank/Gumbel copula PDF and sampling for D>=2
### Directory Structure
- **algorithms/** - contains the core copula algorithms.
| File | Description |
| --- | --- |
| *claytoncopulapdf.m* | Computes the Clayton Copula's PDF for D>=2 |
| *claytoncopularnd.m* | Samples from a D>=2 Clayton Copula |
| *computeEmpiricalDiscreteProb.m* | Computes empirical multinomial distribution |
| *continueRv.m* | Continues realizations of a discrete RV (see http://dx.doi.org/10.1016/j.jmva.2004.01.004) |
| *empcopulaval.m* | Computes value of an empirical copula at a specified point in unit hypercube |
| *empcopulapdf.m* | Computes empirical copula density given pseudo-observations |
| *empcopulacdf.m* | Computes empirical copula function given pseudo-observations |
| *empcopularnd.m* | Generates samples from an empirical copula |
| *estMteDensity.m* | KDE with trucanted exponential distribution |
| *frankcopulapdf.m* | Computes the Frank Copula's PDF for D>=2 |
| *frankcopularnd.m* | Samples from a D>=2 Frank Copula |
| *gumbelcopulapdf.m* | Computes the Gumbel Copula's PDF for D>=2 |
| *gumbelcopularnd.m* | Samples from a D>=2 Gumbel Copula |
| *hyperFunctionError.m* | Computes error between two hyper functions of the same dimensionality |
| *log1mexp.m* | Convenience function for log(1-exp(a)) |
| *logserrnd.m* | Samples from the Log-Series distribution |
| *pobs.m* | Computes pseudo-observations for a given (multivariate) random vector |
| *stable1rnd.m* | Samples from the Stable Distribution |
| *etstablernd.m* | Samples from the Exponentially Tilted Distribution |
| *logrnd.m* | Samples from the Log Distribution |
- **simulations/** - contains simulation code which uses the algorithms developed