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OTVine module

otvine is a module to expose Vine copulas to OpenTURNS

More resources on Vine copulas https://www.math.cit.tum.de/math/forschung/gruppen/statistics/vine-copula-models/

More info on vinecopulib C++ library https://vinecopulib.github.io/vinecopulib/

More information can found at http://www.openturns.org

Installation

Please see the http://openturns.github.io/openturns/latest/install.html for instructions on installing OpenTURNS modules on various platforms from binaries or sources.

-- The OpenTURNS team

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Vine Copulas

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