vine-copula 开源项目推荐（9 个）

TY-Cheng /torchvinecopulib

一个用于使用 PyTorch 拟合和采样藤条连字的 Python 库。

CoRE-Lab-UCF /MultiHazard-R-Package

The MultiHazard R package provides tools for stationary multivariate statistical modeling such as of the joint distribution of MULTIple co-occurring HAZARDs.

0xcynyx /Garch-Vine-Copula

GARCH vine copula study of dependence between 12 equity markets, with EGARCH marginals, R-vine copula, and Value at Risk backtesting in R.

athammad /neurocopula

Neural copulas: learn dependence structure with normalizing flows, benchmarked against vine copulas

ihssanemalki /copula-solvency-model

Modeling multivariate insurance risks using copula theory and Monte Carlo simulation.

burning-cost /insurance-vine-longitudinal

D-vine copula model for multi-year policyholder claim modelling

burning-cost /insurance-synthetic

Vine copula synthetic portfolio generation for insurance — exposure-aware, fidelity reporting

burning-cost /insurance-copula

Copula models for insurance pricing — D-vine temporal dependence, two-part occurrence/severity

Bluerrror /torchvine

Pure-PyTorch vine copula modelling — GPU-ready, differentiable, and fully API-compatible with pyvinecopulib.