About

StarVine provides tools to construct canonical and regular-vines (C-vines, and R-vines).

StarVine can also be used as a standalone copula fitting tool for bivariate modeling.

Install

Install the package:

python setup.py install

For a developer install:

python setup.py develop --user

Requires:

• A fortran compiler
• numpy : basic linear algebra operations
• scipy : additional numerical operations
• networkx : vine graph structure
• h5py : file I/O
• emcee : MCMC
• seaborn : plotting
• matplotlib : basic plotting, required by seaborn
• pandas

Optional:

• statsmodels: Generalized method of moments fitting
• mpi4py : parallel MCMC

Docs

Documentation can be found online at: wgurecky.github.io/starvine.

The docs can be manually built using Doxygen:

doxygen Doxyfile.in

Similar Projects

• VineCopulaCPP
• VineCopula
• CDvine
• pyvine

License

StarVine is distributed under the BSD 3 clause license.

A copy of the license should have been distributed with the StarVine source code. If not, see opensource.org