VineCopulas: an open-source Python package for vine copula modelling

Python Submitted 25 March 2024Published 11 September 2024
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Authors

Judith N. Claassen (0009-0000-2979-1297), Elco E. Koks (0000-0002-4953-4527), Marleen C. de Ruiter (0000-0001-5991-8842), Philip J. Ward (0000-0001-7702-7859), Wiebke S. Jäger (0009-0007-8628-6060)

Citation

Claassen et al., (2024). VineCopulas: an open-source Python package for vine copula modelling. Journal of Open Source Software, 9(101), 6728, https://doi.org/10.21105/joss.06728

@article{Claassen2024, doi = {10.21105/joss.06728}, url = {https://doi.org/10.21105/joss.06728}, year = {2024}, publisher = {The Open Journal}, volume = {9}, number = {101}, pages = {6728}, author = {Judith N. Claassen and Elco E. Koks and Marleen C. de Ruiter and Philip J. Ward and Wiebke S. Jäger}, title = {VineCopulas: an open-source Python package for vine copula modelling}, journal = {Journal of Open Source Software} }
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