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This programme is for building C-Vine Copula model based on “Statistical arbitrage with vine copulas” by Johannes Stubinger 2016

Build by

  • python 3.5

  • pandas 0.23.0

  • numpy 1.14.3

  • rpy2 2.9.4

R and package VineCopula are needed.

Metadata

Release files for CVineModel 0.0.3

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

File added late

1 file was uploaded more than 14 days after the first file in this release.

While project maintainers occasionally add legitimate files to an existing release, late additions can also indicate a security compromise.

We recommend inspecting the release files before installing.

Source distribution (sdist)

Source distribution for CVineModel 0.0.3
File Size Uploaded
CVineModel-0.0.3.tar.gz 2.2 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for CVineModel 0.0.3
File Interpreter ABI Platform
CVineModel-0.0.3-py3-none-any.whl Python 3 none any Details

Total release size: 5.7 kB

Release files / CVineModel-0.0.3.tar.gz

File added late

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While project maintainers occasionally add legitimate files to an existing release, late additions can also indicate a security compromise.

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Download URL CVineModel-0.0.3.tar.gz
Size 2.2 kB
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Release files / CVineModel-0.0.3-py3-none-any.whl

Download URL CVineModel-0.0.3-py3-none-any.whl
Size 3.5 kB
Tags Python 3
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Uploaded via twine/1.11.0 pkginfo/1.4.2 requests/2.14.2 setuptools/40.2.0 requests-toolbelt/0.8.0 tqdm/4.23.4 CPython/3.5.5

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This release

0.0.3 This release

2 release files

0.0.2

2 release files

0.0.1

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