Comprehensive Copula Function Computation Program
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Resource Overview
The most complete Copula function computation program to date, featuring parameter estimation algorithms (optimization and simulated annealing), model validation tests (Kolmogorov-Smirnov and Anderson-Darling), and stochastic simulation capabilities.
Detailed Documentation
This program represents one of the most comprehensive Copula function computation tools currently available, offering multiple functionalities including parameter estimation, model validation, and stochastic simulation. For parameter estimation, it implements advanced optimization algorithms and simulated annealing techniques to ensure both accuracy and computational efficiency. The model validation component incorporates statistical tests such as Kolmogorov-Smirnov and Anderson-Darling tests for distribution fitting assessment. Notably, the program supports robust stochastic simulation functionality, enabling users to generate custom random samples that meet specific requirements through inverse transform sampling or other copula-specific generation methods. Overall, this serves as a powerful and practical tool for understanding Copula functions and applying them to real-world problems, with well-structured code organization that facilitates easy integration into analytical workflows.
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