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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


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Registered: 2014-12-06 20:40
Activity Ranking: 0
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge