MvMix: Project Home – R-Forge

Project description

Simulate large scale multivariate distributions, utilizing Gaussian Copula. Incorporate both commonly used marginals and user-defined marignals with efficient correlation matching algorithms and Monte Carlo approximation for complicated mixture case

Project Info

Tags: copulas, Monte Carlo, Spatial Statistics, Mixture, Multivariate

This project has not yet categorized itself in the Trove Software Map

Registered: 2014-12-06 20:40
Activity Ranking: 0
View project Statistics
View list of RSS feeds available for this project. 

Public Areas
 Mailing Lists (1 public mailing list)
 SCM Repository (Subversion: 0 commits, 0 adds)
Project Members
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge