hanhanya123/mycopula

Script to built a copula-based joint distribution for bivariate and trivariate cases.

my copula

A MATLAB script to built a copula-based joint distribution for bivariate and tri-variate cases.

what's in here?

• Basic Copula - My first ever code dealing with copula. For Pair-Variables with Positive Dependencies
• Rotated Copula - For Pair-Variables with Positive and Negative Dependencies

References

• Quantifying the Joint Distribution of Drought Indicators in Borneo Fire-Prone Area. In IOP Conf. Ser.: Earth Environ. Sci.
• Copula-based joint distribution analysis of the ENSO effect on the drought indicators over Borneo fire-prone areas. Model. Earth Syst. Environ.
• Multivariate Fire Risk Models Using Copula Regression in Kalimantan, Indonesia.