Latent Tree Copulas model and related algorithms are described in S. Kirshner, "Latent Tree Copulas," PGM 2012. The software is implemented in Matlab (with a few routines possibly accelerated using Mex/C++). The software is distributed under BSD license; please read the license terms before downloading and using the software. Download the software. The software is provided as is. Unfortunately, at this time, I have no bandwidth to make modifications or to troubleshoot potential problems. |
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