Copula相关程序

【实例简介】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

【实例截图】

【核心代码】

### 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