Software

The software below was at least in part developed by Sergey Kirshner. For the distribution licenses, please see individual packages.

Latent Tree Copula (LTC) Matlab toolbox for estimation of multivariate densities with hierarchical copulas
MVNHMM Toolbox for modeling multivariate time series with hidden Markov models
SWICA software for independent component analysis

Sergey Kirshner	Search this site