Estimation and sampling of copulas in Julia with Copulas.jl

Announce I am proud to annonce the publication and the registration of my new Julia package, Copulas.jl. As it’s name suggests, Copulas.jl is a package that implements methods and tools to work with an arround copulas in the Julia programming language.

Julia, l'unique solution d'un problème d'optimisation

MGGC research

The goal of this research project is to estimate generalized gamma convolutions from data.