TwinCopulas is a Julia package for probability distributions and associated functions, focusing on the implementation of copulas. This package includes:
You can install TwinCopulas using Julia's package manager:
using Pkg
Pkg.add("TwinCopulas")
Here is a basic example of how to use TwinCopulas:
Julia> using TwinCopulas
Julia> G = GaussianCopula(0.8)
Revised Calculation of Dependency Measures:
Additional Copulas:
Copula Fitting (Parameter Estimation):
Model Selection:
Graphical Representations:
Contributions are welcome! Please open an issue if you have any questions, feature requests, or bug reports. Feel free to submit pull requests to improve the package.
This project is licensed under the MIT License.
We would like to thank all contributors and the Julia community for their support and contributions.