MATVines: A vine copula package for MATLAB

Vine Copula Models with GLM and Sparsity

Vine copula provides a flexible tool to capture asymmetry in modelling multivariate distributions. Nevertheless, its flexibility is achieved at the expense of exponentially increasing complexity of the model. To alleviate this issue, the simplifying assumption (SA) is commonly adapted in specific applications of vine copula models. In this paper, generalized linear models (GLMs) are proposed fo...

Bayesian model selection for D-vine pair-copula constructions

In recent years analyses of dependence structures using copulas have become more popular than the standard correlation analysis. Starting from Aas, Czado, Frigessi, and Bakken (2009) regular vine pair-copula constructions (PCCs) are considered the most flexible class of multivariate copulas. PCCs are involved objects but (conditional) independence present in data can simplify and reduce them si...

Vine-copula Based Models for Farmland Portfolio Management

A matlab 1 package for exponential integrators

Recently, a great deal of attention has been focused on the construction of exponential integrators for semi-linear problems. In this paper we describe a matlab package which aims to facilitate the quick deployment and testing of exponential integrators, of Runge–Kutta, multistep and general linear type. A large number of integrators are included in this package along with several well known ex...

KiT: a MATLAB package for kinetochore tracking

UNLABELLED During mitosis, chromosomes are attached to the mitotic spindle via large protein complexes called kinetochores. The motion of kinetochores throughout mitosis is intricate and automated quantitative tracking of their motion has already revealed many surprising facets of their behaviour. Here, we present 'KiT' (Kinetochore Tracking)-an easy-to-use, open-source software package for tra...